UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT
OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-04681
Name of Registrant: | Vanguard Bond Index Funds |
Address of Registrant: | P.O. Box 2600 |
Valley Forge, PA 19482 |
Name and address of agent for service: | Anne E. Robinson, Esquire |
P.O. Box 876 | |
Valley Forge, PA 19482 |
Registrant’s telephone number, including area code: (610) 669-1000
Date of fiscal year end: December 31
Date of reporting period: January 1, 2022—June 30, 2022
Item 1: Reports to Shareholders
Vanguard Short-Term Bond Index Fund |
Vanguard Intermediate-Term Bond Index Fund |
Vanguard Long-Term Bond Index Fund |
About Your Fund's Expenses | 1 |
Short-Term Bond Index Fund | 3 |
Intermediate-Term Bond Index Fund | 36 |
Long-Term Bond Index Fund | 67 |
Trustees Approve Advisory Arrangements | 105 |
Liquidity Risk Management | 106 |
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended June 30, 2022 | |||
Beginning Account Value 12/31/2021 | Ending Account Value 6/30/2022 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Short-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $954.50 | $0.73 |
ETF Shares | 1,000.00 | 954.70 | 0.19 |
Admiral™ Shares | 1,000.00 | 954.80 | 0.34 |
Institutional Shares | 1,000.00 | 954.90 | 0.24 |
Institutional Plus Shares | 1,000.00 | 955.00 | 0.19 |
Intermediate-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $893.60 | $0.70 |
ETF Shares | 1,000.00 | 893.70 | 0.19 |
Admiral Shares | 1,000.00 | 894.00 | 0.33 |
Institutional Shares | 1,000.00 | 894.10 | 0.23 |
Institutional Plus Shares | 1,000.00 | 894.10 | 0.19 |
Long-Term Bond Index Fund | |||
ETF Shares | $1,000.00 | $783.80 | $0.18 |
Admiral Shares | 1,000.00 | 783.80 | 0.31 |
Institutional Shares | 1,000.00 | 783.80 | 0.22 |
Institutional Plus Shares | 1,000.00 | 783.90 | 0.18 |
Based on Hypothetical 5% Yearly Return | |||
Short-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $1,024.05 | $0.75 |
ETF Shares | 1,000.00 | 1,024.60 | 0.20 |
Admiral Shares | 1,000.00 | 1,024.45 | 0.35 |
Institutional Shares | 1,000.00 | 1,024.55 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,024.60 | 0.20 |
Intermediate-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $1,024.05 | $0.75 |
ETF Shares | 1,000.00 | 1,024.60 | 0.20 |
Admiral Shares | 1,000.00 | 1,024.45 | 0.35 |
Institutional Shares | 1,000.00 | 1,024.55 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,024.60 | 0.20 |
Long-Term Bond Index Fund | |||
ETF Shares | $1,000.00 | $1,024.60 | $0.20 |
Admiral Shares | 1,000.00 | 1,024.45 | 0.35 |
Institutional Shares | 1,000.00 | 1,024.55 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,024.60 | 0.20 |
Corporate Bonds | 25.9% |
Sovereign Bonds | 5.8 |
Taxable Municipal Bonds | 0.0 |
U.S. Government and Agency Obligations | 68.3 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
U.S. Government and Agency Obligations (67.9%) | ||||||
U.S. Government Securities (65.7%) | ||||||
United States Treasury Note/Bond | 0.125% | 6/30/23 | 130,686 | 127,092 | ||
United States Treasury Note/Bond | 0.125% | 7/15/23 | 1,219,543 | 1,184,291 | ||
United States Treasury Note/Bond | 0.125% | 7/31/23 | 171,530 | 166,384 | ||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 71,965 | 70,672 | ||
United States Treasury Note/Bond | 2.750% | 7/31/23 | 165,108 | 164,721 | ||
United States Treasury Note/Bond | 0.125% | 8/15/23 | 245,235 | 237,533 | ||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 530,055 | 527,405 | ||
United States Treasury Note/Bond | 0.125% | 8/31/23 | 167,465 | 162,049 | ||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 204,880 | 201,102 | ||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 244,140 | 243,530 | ||
United States Treasury Note/Bond | 0.125% | 9/15/23 | 396,685 | 383,359 | ||
United States Treasury Note/Bond | 0.250% | 9/30/23 | 303,288 | 293,242 | ||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 118,075 | 115,750 | ||
United States Treasury Note/Bond | 2.875% | 9/30/23 | 354,379 | 353,936 | ||
United States Treasury Note/Bond | 0.125% | 10/15/23 | 320,725 | 309,199 | ||
United States Treasury Note/Bond | 0.375% | 10/31/23 | 9,870 | 9,535 | ||
United States Treasury Note/Bond | 1.625% | 10/31/23 | 10,000 | 9,823 | ||
United States Treasury Note/Bond | 2.875% | 10/31/23 | 154,185 | 153,968 | ||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 428,762 | 427,355 | ||
United States Treasury Note/Bond | 0.500% | 11/30/23 | 40,148 | 38,780 | ||
United States Treasury Note/Bond | 2.125% | 11/30/23 | 893,350 | 882,881 | ||
United States Treasury Note/Bond | 2.875% | 11/30/23 | 117,469 | 117,285 | ||
United States Treasury Note/Bond | 0.125% | 12/15/23 | 356,545 | 342,060 | ||
United States Treasury Note/Bond | 0.750% | 12/31/23 | 95,955 | 92,806 | ||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 53,392 | 52,808 | ||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 167,648 | 166,757 | ||
United States Treasury Note/Bond | 0.125% | 1/15/24 | 444,150 | 425,135 | ||
United States Treasury Note/Bond | 0.875% | 1/31/24 | 61,562 | 59,561 | ||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 203,680 | 201,325 | ||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 163,335 | 162,084 | ||
United States Treasury Note/Bond | 0.125% | 2/15/24 | 499,740 | 477,330 | ||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 339,077 | 337,858 | ||
United States Treasury Note/Bond | 1.500% | 2/29/24 | 75,013 | 73,243 | ||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 267,220 | 263,546 | ||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 194,373 | 192,490 | ||
United States Treasury Note/Bond | 0.250% | 3/15/24 | 286,720 | 273,683 | ||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 805,281 | 793,328 | ||
United States Treasury Note/Bond | 2.250% | 3/31/24 | 639,270 | 631,179 | ||
United States Treasury Note/Bond | 0.375% | 4/15/24 | 223,590 | 213,424 | ||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 111,660 | 109,688 | ||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 294,765 | 290,896 | ||
United States Treasury Note/Bond | 2.500% | 4/30/24 | 559,750 | 554,853 | ||
United States Treasury Note/Bond | 0.250% | 5/15/24 | 412,085 | 391,610 | ||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 453,279 | 449,100 | ||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 444,809 | 436,677 | ||
United States Treasury Note/Bond | 2.500% | 5/31/24 | 79,747 | 79,037 | ||
United States Treasury Note/Bond | 0.250% | 6/15/24 | 469,539 | 445,182 | ||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 263,738 | 257,392 | ||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 231,596 | 227,181 | ||
United States Treasury Note/Bond | 3.000% | 6/30/24 | 123,335 | 123,412 | ||
United States Treasury Note/Bond | 0.375% | 7/15/24 | 528,852 | 501,583 | ||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 262,309 | 255,669 | ||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 196,531 | 193,061 | ||
United States Treasury Note/Bond | 0.375% | 8/15/24 | 404,185 | 382,271 | ||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 869,992 | 858,438 | ||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 195,108 | 187,944 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 222,285 | 217,006 | ||
United States Treasury Note/Bond | 0.375% | 9/15/24 | 224,115 | 211,438 | ||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 186,795 | 180,666 | ||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 266,039 | 261,051 | ||
United States Treasury Note/Bond | 0.625% | 10/15/24 | 316,385 | 299,725 | ||
United States Treasury Note/Bond | 1.500% | 10/31/24 | 379,999 | 367,055 | ||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 230,860 | 226,892 | ||
United States Treasury Note/Bond | 0.750% | 11/15/24 | 631,725 | 598,856 | ||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 505,923 | 497,386 | ||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 219,102 | 211,331 | ||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 191,165 | 187,162 | ||
United States Treasury Note/Bond | 1.000% | 12/15/24 | 389,578 | 370,951 | ||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 319,915 | 310,018 | ||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 222,194 | 218,028 | ||
United States Treasury Note/Bond | 1.125% | 1/15/25 | 429,460 | 409,463 | ||
United States Treasury Note/Bond | 1.375% | 1/31/25 | 183,815 | 176,261 | ||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 546,653 | 539,307 | ||
United States Treasury Note/Bond | 1.500% | 2/15/25 | 303,125 | 291,284 | ||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 420,220 | 409,386 | ||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 181,694 | 172,893 | ||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 139,850 | 138,801 | ||
United States Treasury Note/Bond | 1.750% | 3/15/25 | 337,740 | 326,447 | ||
United States Treasury Note/Bond | 2.625% | 3/31/25 | 124,516 | 123,212 | ||
United States Treasury Note/Bond | 2.625% | 4/15/25 | 366,920 | 362,964 | ||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 130,193 | 120,795 | ||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 203,280 | 202,391 | ||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 575,900 | 561,682 | ||
United States Treasury Note/Bond | 2.750% | 5/15/25 | 275,875 | 273,763 | ||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 257,086 | 237,202 | ||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 274,135 | 272,936 | ||
United States Treasury Note/Bond | 2.875% | 6/15/25 | 300,475 | 299,254 | ||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 103,035 | 94,840 | ||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 119,750 | 118,777 | ||
United States Treasury Note/Bond | 0.250% | 7/31/25 | 209,968 | 192,712 | ||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 117,915 | 117,344 | ||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 1,147,417 | 1,111,560 | ||
United States Treasury Note/Bond | 0.250% | 8/31/25 | 265,785 | 243,318 | ||
United States Treasury Note/Bond | 2.750% | 8/31/25 | 199,795 | 197,984 | ||
United States Treasury Note/Bond | 0.250% | 9/30/25 | 166,345 | 151,920 | ||
United States Treasury Note/Bond | 3.000% | 9/30/25 | 173,516 | 173,218 | ||
United States Treasury Note/Bond | 0.250% | 10/31/25 | 196,995 | 179,481 | ||
United States Treasury Note/Bond | 3.000% | 10/31/25 | 151,522 | 151,262 | ||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 507,400 | 494,081 | ||
United States Treasury Note/Bond | 0.375% | 11/30/25 | 419,630 | 383,240 | ||
United States Treasury Note/Bond | 2.875% | 11/30/25 | 183,217 | 182,072 | ||
United States Treasury Note/Bond | 0.375% | 12/31/25 | 170,415 | 155,264 | ||
United States Treasury Note/Bond | 2.625% | 12/31/25 | 192,585 | 189,877 | ||
United States Treasury Note/Bond | 0.375% | 1/31/26 | 310,895 | 282,623 | ||
United States Treasury Note/Bond | 2.625% | 1/31/26 | 170,870 | 168,387 | ||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 772,589 | 734,442 | ||
United States Treasury Note/Bond | 6.000% | 2/15/26 | 12,240 | 13,449 | ||
United States Treasury Note/Bond | 0.500% | 2/28/26 | 1,540,959 | 1,404,199 | ||
United States Treasury Note/Bond | 2.500% | 2/28/26 | 271,040 | 265,789 | ||
United States Treasury Note/Bond | 0.750% | 3/31/26 | 297,255 | 273,010 | ||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 239,650 | 232,835 | ||
United States Treasury Note/Bond | 0.750% | 4/30/26 | 288,013 | 263,982 | ||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 211,875 | 206,744 | ||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 485,738 | 460,237 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 0.750% | 5/31/26 | 473,895 | 433,540 | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 225,336 | 217,660 | ||
United States Treasury Note/Bond | 0.875% | 6/30/26 | 546,244 | 501,350 | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 176,699 | 168,968 | ||
United States Treasury Note/Bond | 0.625% | 7/31/26 | 487,903 | 442,315 | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 187,095 | 178,676 | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 618,255 | 580,483 | ||
United States Treasury Note/Bond | 0.750% | 8/31/26 | 498,310 | 453,462 | ||
United States Treasury Note/Bond | 1.375% | 8/31/26 | 252,485 | 235,916 | ||
United States Treasury Note/Bond | 0.875% | 9/30/26 | 479,610 | 438,019 | ||
United States Treasury Note/Bond | 1.625% | 9/30/26 | 183,655 | 173,210 | ||
United States Treasury Note/Bond | 1.125% | 10/31/26 | 496,562 | 457,613 | ||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 143,985 | 135,571 | ||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 374,597 | 358,091 | ||
United States Treasury Note/Bond | 1.250% | 11/30/26 | 454,550 | 420,885 | ||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 256,849 | 241,679 | ||
United States Treasury Note/Bond | 1.250% | 12/31/26 | 265,710 | 245,533 | ||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 109,470 | 103,483 | ||
United States Treasury Note/Bond | 1.500% | 1/31/27 | 697,405 | 650,984 | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 371,540 | 358,188 | ||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 50,785 | 46,516 | ||
United States Treasury Note/Bond | 1.875% | 2/28/27 | 370,869 | 352,036 | ||
United States Treasury Note/Bond | 2.500% | 3/31/27 | 477,410 | 465,773 | ||
United States Treasury Note/Bond | 0.500% | 4/30/27 | 96,500 | 85,387 | ||
United States Treasury Note/Bond | 2.750% | 4/30/27 | 403,094 | 397,614 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 492,425 | 476,575 | ||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 330,670 | 291,920 | ||
United States Treasury Note/Bond | 2.625% | 5/31/27 | 808,970 | 793,675 | ||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 189,785 | 167,218 | ||
United States Treasury Note/Bond | 3.250% | 6/30/27 | 558,515 | 563,926 | ||
United States Treasury Note/Bond | 0.375% | 7/31/27 | 112,830 | 98,603 | ||
44,735,625 | ||||||
Agency Bonds and Notes (2.2%) | ||||||
1 | AID-Israel | 5.500% | 9/18/23 | 4,300 | 4,419 | |
1 | AID-Israel | 5.500% | 12/4/23 | 8,000 | 8,266 | |
1 | AID-Israel | 5.500% | 4/26/24 | 12,058 | 12,544 | |
1 | AID-Jordan | 3.000% | 6/30/25 | 4,675 | 4,657 | |
Federal Farm Credit Banks | 0.500% | 12/1/23 | 25,000 | 24,133 | ||
Federal Farm Credit Banks | 3.500% | 12/20/23 | 4,250 | 4,279 | ||
Federal Farm Credit Banks | 0.900% | 1/18/24 | 10,000 | 9,682 | ||
Federal Farm Credit Banks | 0.250% | 2/26/24 | 20,100 | 19,207 | ||
Federal Farm Credit Banks | 2.625% | 5/3/24 | 5,280 | 5,240 | ||
Federal Farm Credit Banks | 2.625% | 5/16/24 | 22,415 | 22,243 | ||
Federal Farm Credit Banks | 2.625% | 6/10/24 | 4,825 | 4,786 | ||
Federal Farm Credit Banks | 3.250% | 6/17/24 | 17,670 | 17,734 | ||
Federal Farm Credit Banks | 3.100% | 6/28/24 | 11,320 | 11,329 | ||
Federal Farm Credit Banks | 0.875% | 11/18/24 | 35,902 | 34,114 | ||
Federal Farm Credit Banks | 1.125% | 1/6/25 | 8,610 | 8,206 | ||
Federal Farm Credit Banks | 1.750% | 2/14/25 | 12,040 | 11,637 | ||
Federal Farm Credit Banks | 2.510% | 4/1/25 | 7,200 | 7,087 | ||
Federal Home Loan Banks | 0.125% | 8/28/23 | 40,180 | 38,894 | ||
Federal Home Loan Banks | 0.500% | 11/9/23 | 10,600 | 10,254 | ||
Federal Home Loan Banks | 0.625% | 12/22/23 | 11,000 | 10,623 | ||
Federal Home Loan Banks | 2.500% | 2/13/24 | 93,690 | 92,914 | ||
Federal Home Loan Banks | 2.125% | 2/28/24 | 18,725 | 18,453 | ||
Federal Home Loan Banks | 3.250% | 3/8/24 | 9,755 | 9,790 | ||
Federal Home Loan Banks | 2.875% | 6/14/24 | 21,705 | 21,630 | ||
Federal Home Loan Banks | 3.125% | 6/14/24 | 5,000 | 5,002 | ||
Federal Home Loan Banks | 2.750% | 6/28/24 | 44,500 | 44,237 | ||
Federal Home Loan Banks | 1.500% | 8/15/24 | 9,990 | 9,678 | ||
Federal Home Loan Banks | 5.375% | 8/15/24 | 100 | 105 | ||
Federal Home Loan Banks | 2.875% | 9/13/24 | 20,000 | 19,930 | ||
2 | Federal Home Loan Banks | 1.000% | 12/20/24 | 11,000 | 10,463 | |
Federal Home Loan Banks | 0.500% | 4/14/25 | 35,000 | 32,598 | ||
Federal Home Loan Banks | 0.375% | 9/4/25 | 15,000 | 13,773 | ||
Federal Home Loan Banks | 1.250% | 12/21/26 | 6,300 | 5,814 | ||
3 | Federal Home Loan Mortgage Corp. | 0.250% | 8/24/23 | 51,200 | 49,647 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Federal Home Loan Mortgage Corp. | 0.250% | 9/8/23 | 43,500 | 42,137 | |
3 | Federal Home Loan Mortgage Corp. | 0.125% | 10/16/23 | 60,100 | 57,951 | |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 11/6/23 | 43,100 | 41,559 | |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 12/4/23 | 32,100 | 30,870 | |
3 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 20,100 | 19,303 | |
2,3 | Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | 55,050 | 50,724 | |
3 | Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | 60,000 | 55,067 | |
3 | Federal National Mortgage Assn. | 0.250% | 7/10/23 | 56,050 | 54,545 | |
3 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 2,105 | 2,103 | |
3 | Federal National Mortgage Assn. | 0.250% | 11/27/23 | 56,670 | 54,535 | |
3 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 14,133 | 14,018 | |
3 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 15,722 | 15,337 | |
3 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 183,655 | 182,057 | |
3 | Federal National Mortgage Assn. | 1.625% | 10/15/24 | 50 | 48 | |
3 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 70,240 | 67,784 | |
3 | Federal National Mortgage Assn. | 0.625% | 4/22/25 | 35,700 | 33,314 | |
3 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 25,100 | 23,241 | |
3 | Federal National Mortgage Assn. | 0.375% | 8/25/25 | 45,100 | 41,452 | |
3 | Federal National Mortgage Assn. | 0.500% | 11/7/25 | 45,350 | 41,626 | |
3 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 33,500 | 32,322 | |
3 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 37,630 | 35,758 | |
2 | Private Export Funding Corp. | 3.550% | 1/15/24 | 3,500 | 3,511 | |
2 | Private Export Funding Corp. | 2.450% | 7/15/24 | 3,350 | 3,291 | |
2 | Private Export Funding Corp. | 1.750% | 11/15/24 | 2,130 | 2,049 | |
Tennessee Valley Authority | 2.875% | 9/15/24 | 7,875 | 7,833 | ||
Tennessee Valley Authority | 0.750% | 5/15/25 | 7,050 | 6,594 | ||
2 | Tennessee Valley Authority | 6.750% | 11/1/25 | 6,830 | 7,611 | |
2 | Tennessee Valley Authority | 2.875% | 2/1/27 | 12,000 | 11,846 | |
1,541,854 | ||||||
Total U.S. Government and Agency Obligations (Cost $48,546,651) | 46,277,479 | |||||
Corporate Bonds (25.8%) | ||||||
Communications (1.2%) | ||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 7,899 | 7,769 | ||
Alphabet Inc. | 3.375% | 2/25/24 | 4,571 | 4,595 | ||
Alphabet Inc. | 0.450% | 8/15/25 | 9,880 | 9,088 | ||
Alphabet Inc. | 1.998% | 8/15/26 | 13,352 | 12,647 | ||
AT&T Inc. | 0.900% | 3/25/24 | 13,100 | 12,518 | ||
AT&T Inc. | 1.700% | 3/25/26 | 25,550 | 23,367 | ||
AT&T Inc. | 3.800% | 2/15/27 | 7,444 | 7,302 | ||
AT&T Inc. | 4.250% | 3/1/27 | 14,741 | 14,714 | ||
Baidu Inc. | 3.875% | 9/29/23 | 4,670 | 4,685 | ||
Baidu Inc. | 4.375% | 5/14/24 | 5,693 | 5,735 | ||
Baidu Inc. | 3.075% | 4/7/25 | 8,142 | 7,911 | ||
Baidu Inc. | 4.125% | 6/30/25 | 4,100 | 4,094 | ||
Baidu Inc. | 1.720% | 4/9/26 | 3,437 | 3,140 | ||
Baidu Inc. | 1.625% | 2/23/27 | 2,565 | 2,270 | ||
Booking Holdings Inc. | 3.650% | 3/15/25 | 7,865 | 7,879 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 11,725 | 11,546 | ||
British Telecommunications plc | 4.500% | 12/4/23 | 532 | 535 | ||
2 | Charter Communications Operating LLC | 4.500% | 2/1/24 | 16,636 | 16,739 | |
Charter Communications Operating LLC | 4.908% | 7/23/25 | 42,242 | 42,351 | ||
Comcast Corp. | 3.700% | 4/15/24 | 15,752 | 15,799 | ||
Comcast Corp. | 3.375% | 2/15/25 | 8,261 | 8,201 | ||
Comcast Corp. | 3.375% | 8/15/25 | 9,924 | 9,807 | ||
Comcast Corp. | 3.950% | 10/15/25 | 24,880 | 25,007 | ||
Comcast Corp. | 3.150% | 3/1/26 | 15,170 | 14,790 | ||
Comcast Corp. | 2.350% | 1/15/27 | 12,821 | 11,959 | ||
Comcast Corp. | 3.300% | 2/1/27 | 10,045 | 9,769 | ||
Comcast Corp. | 3.300% | 4/1/27 | 5,639 | 5,460 | ||
Discovery Communications LLC | 3.800% | 3/13/24 | 2,530 | 2,517 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Discovery Communications LLC | 3.900% | 11/15/24 | 4,849 | 4,775 | ||
Discovery Communications LLC | 3.450% | 3/15/25 | 3,952 | 3,816 | ||
Discovery Communications LLC | 3.950% | 6/15/25 | 4,740 | 4,632 | ||
Discovery Communications LLC | 4.900% | 3/11/26 | 9,020 | 9,035 | ||
Electronic Arts Inc. | 4.800% | 3/1/26 | 2,748 | 2,808 | ||
Expedia Group Inc. | 5.000% | 2/15/26 | 8,183 | 8,190 | ||
FactSet Research Systems Inc. | 2.900% | 3/1/27 | 2,000 | 1,874 | ||
Fox Corp. | 4.030% | 1/25/24 | 11,848 | 11,848 | ||
Fox Corp. | 3.050% | 4/7/25 | 5,518 | 5,349 | ||
Grupo Televisa SAB | 6.625% | 3/18/25 | 3,460 | 3,644 | ||
Grupo Televisa SAB | 4.625% | 1/30/26 | 2,237 | 2,245 | ||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 76 | 76 | ||
4 | Magallanes Inc. | 3.428% | 3/15/24 | 15,035 | 14,740 | |
4 | Magallanes Inc. | 3.528% | 3/15/24 | 5,045 | 4,945 | |
4 | Magallanes Inc. | 3.638% | 3/15/25 | 15,400 | 14,947 | |
4 | Magallanes Inc. | 3.788% | 3/15/25 | 5,000 | 4,850 | |
4 | Magallanes Inc. | 3.755% | 3/15/27 | 34,635 | 32,505 | |
Omnicom Group Inc. | 3.650% | 11/1/24 | 6,105 | 6,050 | ||
Omnicom Group Inc. | 3.600% | 4/15/26 | 10,815 | 10,519 | ||
Paramount Global | 4.750% | 5/15/25 | 6,590 | 6,659 | ||
Paramount Global | 4.000% | 1/15/26 | 9,070 | 8,865 | ||
Paramount Global | 2.900% | 1/15/27 | 4,940 | 4,552 | ||
Rogers Communications Inc. | 4.100% | 10/1/23 | 8,088 | 8,128 | ||
4 | Rogers Communications Inc. | 2.950% | 3/15/25 | 8,200 | 7,928 | |
Rogers Communications Inc. | 3.625% | 12/15/25 | 6,461 | 6,327 | ||
Rogers Communications Inc. | 2.900% | 11/15/26 | 3,070 | 2,899 | ||
4 | Rogers Communications Inc. | 3.200% | 3/15/27 | 10,275 | 9,753 | |
Take-Two Interactive Software Inc. | 3.300% | 3/28/24 | 3,225 | 3,185 | ||
Take-Two Interactive Software Inc. | 3.550% | 4/14/25 | 4,560 | 4,485 | ||
Take-Two Interactive Software Inc. | 3.700% | 4/14/27 | 3,250 | 3,153 | ||
TCI Communications Inc. | 7.875% | 2/15/26 | 5,160 | 5,792 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 12,861 | 12,599 | ||
TELUS Corp. | 2.800% | 2/16/27 | 5,100 | 4,853 | ||
Thomson Reuters Corp. | 4.300% | 11/23/23 | 5,010 | 5,049 | ||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 2,300 | 2,233 | ||
T-Mobile USA Inc. | 3.500% | 4/15/25 | 28,186 | 27,597 | ||
T-Mobile USA Inc. | 1.500% | 2/15/26 | 9,717 | 8,789 | ||
T-Mobile USA Inc. | 3.750% | 4/15/27 | 33,796 | 32,511 | ||
2 | TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | 7,784 | 7,660 | |
TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 6,221 | 6,048 | ||
2 | TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 11,522 | 10,645 | |
Verizon Communications Inc. | 0.750% | 3/22/24 | 175 | 167 | ||
Verizon Communications Inc. | 3.376% | 2/15/25 | 11,030 | 10,960 | ||
Verizon Communications Inc. | 0.850% | 11/20/25 | 13,156 | 11,928 | ||
Verizon Communications Inc. | 1.450% | 3/20/26 | 16,950 | 15,518 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 19,339 | 18,279 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 26,528 | 26,467 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 8,222 | 7,814 | ||
Vodafone Group plc | 3.750% | 1/16/24 | 9,589 | 9,632 | ||
Vodafone Group plc | 4.125% | 5/30/25 | 14,700 | 14,757 | ||
Walt Disney Co. | 1.750% | 8/30/24 | 10,851 | 10,454 | ||
Walt Disney Co. | 3.700% | 9/15/24 | 2,839 | 2,843 | ||
Walt Disney Co. | 3.350% | 3/24/25 | 15,995 | 15,874 | ||
Walt Disney Co. | 3.700% | 10/15/25 | 6,983 | 6,976 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 12,338 | 11,501 | ||
Walt Disney Co. | 3.375% | 11/15/26 | 6,143 | 6,002 | ||
Weibo Corp. | 3.500% | 7/5/24 | 7,125 | 6,936 | ||
WPP Finance 2010 | 3.750% | 9/19/24 | 2,168 | 2,119 | ||
816,979 | ||||||
Consumer Discretionary (1.6%) | ||||||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 22,362 | 22,228 | ||
Amazon.com Inc. | 2.730% | 4/13/24 | 4,060 | 4,037 | ||
Amazon.com Inc. | 0.450% | 5/12/24 | 23,401 | 22,276 | ||
Amazon.com Inc. | 2.800% | 8/22/24 | 23,335 | 23,128 | ||
Amazon.com Inc. | 3.800% | 12/5/24 | 3,687 | 3,728 | ||
Amazon.com Inc. | 0.800% | 6/3/25 | 8,935 | 8,316 | ||
Amazon.com Inc. | 5.200% | 12/3/25 | 4,054 | 4,255 | ||
Amazon.com Inc. | 1.000% | 5/12/26 | 20,135 | 18,316 | ||
Amazon.com Inc. | 3.300% | 4/13/27 | 27,942 | 27,425 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Amazon.com Inc. | 3.150% | 8/22/27 | 2,000 | 1,948 | ||
2 | American Honda Finance Corp. | 2.050% | 1/10/23 | 6,949 | 6,908 | |
2 | American Honda Finance Corp. | 0.875% | 7/7/23 | 11,440 | 11,158 | |
2 | American Honda Finance Corp. | 3.450% | 7/14/23 | 3,920 | 3,922 | |
2 | American Honda Finance Corp. | 3.625% | 10/10/23 | 1,744 | 1,749 | |
2 | American Honda Finance Corp. | 3.550% | 1/12/24 | 3,604 | 3,609 | |
2 | American Honda Finance Corp. | 2.900% | 2/16/24 | 8,525 | 8,446 | |
2 | American Honda Finance Corp. | 2.400% | 6/27/24 | 11,470 | 11,215 | |
2 | American Honda Finance Corp. | 0.550% | 7/12/24 | 8,724 | 8,208 | |
2 | American Honda Finance Corp. | 0.750% | 8/9/24 | 100 | 94 | |
2 | American Honda Finance Corp. | 2.150% | 9/10/24 | 6,563 | 6,359 | |
2 | American Honda Finance Corp. | 1.200% | 7/8/25 | 4,910 | 4,535 | |
2 | American Honda Finance Corp. | 1.000% | 9/10/25 | 4,555 | 4,152 | |
2 | American Honda Finance Corp. | 2.300% | 9/9/26 | 3,301 | 3,088 | |
2 | American Honda Finance Corp. | 2.350% | 1/8/27 | 574 | 535 | |
Aptiv plc | 2.396% | 2/18/25 | 4,000 | 3,821 | ||
AutoNation Inc. | 3.500% | 11/15/24 | 3,422 | 3,316 | ||
AutoNation Inc. | 4.500% | 10/1/25 | 3,254 | 3,252 | ||
AutoZone Inc. | 3.125% | 7/15/23 | 300 | 299 | ||
AutoZone Inc. | 3.125% | 4/18/24 | 7,815 | 7,725 | ||
AutoZone Inc. | 3.250% | 4/15/25 | 1,005 | 985 | ||
AutoZone Inc. | 3.625% | 4/15/25 | 5,151 | 5,091 | ||
AutoZone Inc. | 3.125% | 4/21/26 | 3,756 | 3,618 | ||
AutoZone Inc. | 3.750% | 6/1/27 | 5,681 | 5,512 | ||
BorgWarner Inc. | 3.375% | 3/15/25 | 4,330 | 4,244 | ||
Brunswick Corp. | 0.850% | 8/18/24 | 3,380 | 3,119 | ||
4 | Daimler Finance North America LLC | 0.750% | 3/1/24 | 3,000 | 2,853 | |
Darden Restaurants Inc. | 3.850% | 5/1/27 | 4,330 | 4,167 | ||
DR Horton Inc. | 5.750% | 8/15/23 | 708 | 721 | ||
DR Horton Inc. | 2.500% | 10/15/24 | 7,155 | 6,834 | ||
DR Horton Inc. | 2.600% | 10/15/25 | 6,960 | 6,547 | ||
eBay Inc. | 3.450% | 8/1/24 | 6,307 | 6,243 | ||
eBay Inc. | 1.900% | 3/11/25 | 5,535 | 5,206 | ||
eBay Inc. | 1.400% | 5/10/26 | 4,675 | 4,207 | ||
eBay Inc. | 3.600% | 6/5/27 | 6,482 | 6,232 | ||
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 5,033 | 5,048 | ||
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 4,517 | 4,460 | ||
General Motors Co. | 4.875% | 10/2/23 | 10,899 | 11,002 | ||
General Motors Co. | 5.400% | 10/2/23 | 4,620 | 4,691 | ||
General Motors Co. | 4.000% | 4/1/25 | 5,517 | 5,443 | ||
General Motors Co. | 6.125% | 10/1/25 | 24,499 | 25,333 | ||
General Motors Financial Co. Inc. | 3.250% | 1/5/23 | 6,340 | 6,335 | ||
General Motors Financial Co. Inc. | 1.700% | 8/18/23 | 7,598 | 7,414 | ||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 10,627 | 10,733 | ||
General Motors Financial Co. Inc. | 1.050% | 3/8/24 | 3,260 | 3,088 | ||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 11,085 | 10,999 | ||
General Motors Financial Co. Inc. | 1.200% | 10/15/24 | 530 | 493 | ||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 7,276 | 7,111 | ||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 11,225 | 11,070 | ||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 18,445 | 17,602 | ||
General Motors Financial Co. Inc. | 3.800% | 4/7/25 | 5,493 | 5,363 | ||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 3,335 | 3,296 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 14,403 | 13,572 | ||
General Motors Financial Co. Inc. | 4.300% | 7/13/25 | 4,341 | 4,273 | ||
General Motors Financial Co. Inc. | 1.250% | 1/8/26 | 8,405 | 7,387 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 11,937 | 11,957 | ||
General Motors Financial Co. Inc. | 1.500% | 6/10/26 | 8,700 | 7,606 | ||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 13,308 | 12,711 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 2,186 | 2,097 | ||
General Motors Financial Co. Inc. | 2.350% | 2/26/27 | 6,685 | 5,892 | ||
General Motors Financial Co. Inc. | 5.000% | 4/9/27 | 15,500 | 15,203 | ||
Genuine Parts Co. | 1.750% | 2/1/25 | 1,100 | 1,038 | ||
4 | Harley-Davidson Financial Services Inc. | 3.350% | 6/8/25 | 200 | 192 | |
Harley-Davidson Inc. | 3.500% | 7/28/25 | 4,229 | 4,091 | ||
Hasbro Inc. | 3.000% | 11/19/24 | 3,212 | 3,125 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Hasbro Inc. | 3.550% | 11/19/26 | 10,133 | 9,683 | ||
Home Depot Inc. | 3.750% | 2/15/24 | 8,618 | 8,687 | ||
Home Depot Inc. | 2.700% | 4/15/25 | 2,990 | 2,935 | ||
Home Depot Inc. | 3.350% | 9/15/25 | 12,742 | 12,664 | ||
Home Depot Inc. | 3.000% | 4/1/26 | 11,926 | 11,704 | ||
Home Depot Inc. | 2.125% | 9/15/26 | 6,063 | 5,740 | ||
Home Depot Inc. | 2.500% | 4/15/27 | 9,849 | 9,325 | ||
Home Depot Inc. | 2.875% | 4/15/27 | 10,790 | 10,423 | ||
Honda Motor Co. Ltd. | 2.271% | 3/10/25 | 12,470 | 12,003 | ||
Honda Motor Co. Ltd. | 2.534% | 3/10/27 | 20,865 | 19,547 | ||
Hyatt Hotels Corp. | 3.375% | 7/15/23 | 1,000 | 978 | ||
Hyatt Hotels Corp. | 1.300% | 10/1/23 | 5,900 | 5,708 | ||
Hyatt Hotels Corp. | 1.800% | 10/1/24 | 3,000 | 2,839 | ||
Hyatt Hotels Corp. | 5.625% | 4/23/25 | 4,521 | 4,590 | ||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 5,167 | 5,148 | ||
JD.com Inc. | 3.875% | 4/29/26 | 4,439 | 4,350 | ||
Kohl's Corp. | 4.250% | 7/17/25 | 550 | 542 | ||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 1,087 | 1,077 | ||
Leland Stanford Junior University | 1.289% | 6/1/27 | 3,121 | 2,799 | ||
Lennar Corp. | 4.875% | 12/15/23 | 7,003 | 7,067 | ||
Lennar Corp. | 4.500% | 4/30/24 | 11,428 | 11,405 | ||
Lennar Corp. | 5.875% | 11/15/24 | 5,591 | 5,737 | ||
Lennar Corp. | 4.750% | 5/30/25 | 6,137 | 6,156 | ||
Lennar Corp. | 5.250% | 6/1/26 | 1,525 | 1,538 | ||
Lennar Corp. | 4.750% | 11/29/27 | 2,000 | 1,948 | ||
Lowe's Cos. Inc. | 3.875% | 9/15/23 | 2,864 | 2,879 | ||
Lowe's Cos. Inc. | 3.125% | 9/15/24 | 6,590 | 6,491 | ||
Lowe's Cos. Inc. | 4.000% | 4/15/25 | 5,801 | 5,831 | ||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 9,223 | 9,063 | ||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 11,798 | 11,165 | ||
Lowe's Cos. Inc. | 3.350% | 4/1/27 | 4,431 | 4,268 | ||
Magna International Inc. | 3.625% | 6/15/24 | 8,022 | 7,974 | ||
Magna International Inc. | 4.150% | 10/1/25 | 1,522 | 1,527 | ||
Marriott International Inc. | 2.125% | 10/3/22 | 2,450 | 2,441 | ||
2 | Marriott International Inc. | 4.150% | 12/1/23 | 2,120 | 2,128 | |
Marriott International Inc. | 3.600% | 4/15/24 | 7,325 | 7,256 | ||
Marriott International Inc. | 3.750% | 3/15/25 | 2,668 | 2,634 | ||
2 | Marriott International Inc. | 5.750% | 5/1/25 | 1,285 | 1,331 | |
Marriott International Inc. | 3.750% | 10/1/25 | 6,266 | 6,137 | ||
2 | Marriott International Inc. | 3.125% | 6/15/26 | 3,569 | 3,395 | |
2 | McDonald's Corp. | 3.375% | 5/26/25 | 6,656 | 6,594 | |
2 | McDonald's Corp. | 3.300% | 7/1/25 | 11,471 | 11,371 | |
2 | McDonald's Corp. | 1.450% | 9/1/25 | 6,161 | 5,741 | |
2 | McDonald's Corp. | 3.700% | 1/30/26 | 6,961 | 6,957 | |
2 | McDonald's Corp. | 3.500% | 3/1/27 | 8,441 | 8,264 | |
NIKE Inc. | 2.400% | 3/27/25 | 11,081 | 10,812 | ||
NIKE Inc. | 2.750% | 3/27/27 | 9,111 | 8,767 | ||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 3,385 | 3,317 | ||
Owens Corning | 4.200% | 12/1/24 | 3,643 | 3,636 | ||
Owens Corning | 3.400% | 8/15/26 | 3,106 | 2,963 | ||
PulteGroup Inc. | 5.500% | 3/1/26 | 4,389 | 4,465 | ||
PulteGroup Inc. | 5.000% | 1/15/27 | 2,085 | 2,084 | ||
PVH Corp. | 4.625% | 7/10/25 | 4,335 | 4,328 | ||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 3,506 | 3,492 | ||
Ross Stores Inc. | 4.600% | 4/15/25 | 5,304 | 5,364 | ||
Ross Stores Inc. | 0.875% | 4/15/26 | 10,080 | 8,922 | ||
Sands China Ltd. | 3.800% | 1/8/26 | 1,221 | 975 | ||
Snap-on Inc. | 3.250% | 3/1/27 | 1,956 | 1,909 | ||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 4,678 | 4,591 | ||
2 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 4,263 | 3,714 | |
Starbucks Corp. | 3.850% | 10/1/23 | 4,823 | 4,858 | ||
Starbucks Corp. | 3.800% | 8/15/25 | 8,499 | 8,480 | ||
Starbucks Corp. | 2.450% | 6/15/26 | 262 | 247 | ||
Starbucks Corp. | 2.000% | 3/12/27 | 2,559 | 2,332 | ||
TJX Cos. Inc. | 2.250% | 9/15/26 | 6,971 | 6,541 | ||
Toll Brothers Finance Corp. | 4.875% | 11/15/25 | 3,276 | 3,207 | ||
Toyota Motor Corp. | 3.419% | 7/20/23 | 11,412 | 11,460 | ||
Toyota Motor Corp. | 0.681% | 3/25/24 | 4,510 | 4,304 | ||
Toyota Motor Corp. | 2.358% | 7/2/24 | 3,660 | 3,589 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Toyota Motor Corp. | 1.339% | 3/25/26 | 9,614 | 8,758 | ||
2 | Toyota Motor Credit Corp. | 2.625% | 1/10/23 | 2,592 | 2,587 | |
2 | Toyota Motor Credit Corp. | 2.700% | 1/11/23 | 8,296 | 8,278 | |
2 | Toyota Motor Credit Corp. | 0.500% | 8/14/23 | 13,631 | 13,232 | |
2 | Toyota Motor Credit Corp. | 1.350% | 8/25/23 | 5,530 | 5,416 | |
2 | Toyota Motor Credit Corp. | 3.450% | 9/20/23 | 4,707 | 4,723 | |
2 | Toyota Motor Credit Corp. | 2.250% | 10/18/23 | 4,514 | 4,457 | |
2 | Toyota Motor Credit Corp. | 0.450% | 1/11/24 | 8,666 | 8,302 | |
2 | Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 4,769 | 4,723 | |
2 | Toyota Motor Credit Corp. | 0.500% | 6/18/24 | 10,231 | 9,666 | |
Toyota Motor Credit Corp. | 0.625% | 9/13/24 | 10,575 | 9,939 | ||
2 | Toyota Motor Credit Corp. | 1.450% | 1/13/25 | 8,610 | 8,164 | |
2 | Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 26,775 | 25,558 | |
2 | Toyota Motor Credit Corp. | 3.000% | 4/1/25 | 16,256 | 15,986 | |
Toyota Motor Credit Corp. | 3.950% | 6/30/25 | 5,000 | 5,024 | ||
2 | Toyota Motor Credit Corp. | 0.800% | 10/16/25 | 6,930 | 6,307 | |
2 | Toyota Motor Credit Corp. | 0.800% | 1/9/26 | 7,734 | 6,994 | |
2 | Toyota Motor Credit Corp. | 1.125% | 6/18/26 | 9,915 | 8,957 | |
2 | Toyota Motor Credit Corp. | 1.900% | 1/13/27 | 1,350 | 1,240 | |
Toyota Motor Credit Corp. | 3.050% | 3/22/27 | 9,795 | 9,401 | ||
VF Corp. | 2.400% | 4/23/25 | 5,946 | 5,710 | ||
VF Corp. | 2.800% | 4/23/27 | 4,405 | 4,123 | ||
Whirlpool Corp. | 4.000% | 3/1/24 | 1,600 | 1,609 | ||
Whirlpool Corp. | 3.700% | 5/1/25 | 1,450 | 1,445 | ||
2 | Yale University | 0.873% | 4/15/25 | 4,366 | 4,097 | |
1,099,345 | ||||||
Consumer Staples (1.3%) | ||||||
Altria Group Inc. | 4.000% | 1/31/24 | 9,231 | 9,250 | ||
Altria Group Inc. | 3.800% | 2/14/24 | 4,925 | 4,910 | ||
Altria Group Inc. | 2.350% | 5/6/25 | 8,825 | 8,322 | ||
Altria Group Inc. | 4.400% | 2/14/26 | 10,693 | 10,468 | ||
2 | Anheuser-Busch Cos. LLC | 3.650% | 2/1/26 | 32,289 | 31,799 | |
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 3,936 | 3,769 | ||
BAT Capital Corp. | 3.222% | 8/15/24 | 7,993 | 7,775 | ||
BAT Capital Corp. | 2.789% | 9/6/24 | 15,245 | 14,714 | ||
BAT Capital Corp. | 3.215% | 9/6/26 | 3,867 | 3,611 | ||
BAT Capital Corp. | 4.700% | 4/2/27 | 1,405 | 1,374 | ||
BAT International Finance plc | 1.668% | 3/25/26 | 14,732 | 13,067 | ||
Brown-Forman Corp. | 3.500% | 4/15/25 | 2,565 | 2,563 | ||
Bunge Ltd. Finance Corp. | 1.630% | 8/17/25 | 3,540 | 3,259 | ||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 7,154 | 6,800 | ||
Campbell Soup Co. | 3.950% | 3/15/25 | 16,445 | 16,418 | ||
Campbell Soup Co. | 3.300% | 3/19/25 | 3,825 | 3,761 | ||
Coca-Cola Co. | 1.750% | 9/6/24 | 8,613 | 8,409 | ||
Coca-Cola Co. | 3.375% | 3/25/27 | 13,695 | 13,576 | ||
Coca-Cola Co. | 1.450% | 6/1/27 | 6,396 | 5,791 | ||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 3,570 | 3,550 | ||
2 | Colgate-Palmolive Co. | 3.250% | 3/15/24 | 3,704 | 3,709 | |
Conagra Brands Inc. | 0.500% | 8/11/23 | 3,000 | 2,894 | ||
Conagra Brands Inc. | 4.300% | 5/1/24 | 14,331 | 14,386 | ||
Conagra Brands Inc. | 4.600% | 11/1/25 | 8,548 | 8,591 | ||
Constellation Brands Inc. | 4.750% | 11/15/24 | 10,814 | 10,962 | ||
Constellation Brands Inc. | 4.400% | 11/15/25 | 5,575 | 5,601 | ||
Constellation Brands Inc. | 4.750% | 12/1/25 | 4,192 | 4,261 | ||
Constellation Brands Inc. | 3.700% | 12/6/26 | 5,868 | 5,716 | ||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 17,361 | 17,238 | ||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 14,171 | 13,807 | ||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 14,090 | 12,646 | ||
Diageo Capital plc | 3.500% | 9/18/23 | 2,950 | 2,960 | ||
Diageo Capital plc | 2.125% | 10/24/24 | 7,843 | 7,572 | ||
Diageo Capital plc | 1.375% | 9/29/25 | 8,639 | 8,066 | ||
Dollar General Corp. | 4.150% | 11/1/25 | 5,704 | 5,711 | ||
Dollar General Corp. | 3.875% | 4/15/27 | 4,544 | 4,459 | ||
Dollar Tree Inc. | 4.000% | 5/15/25 | 7,479 | 7,452 | ||
Estee Lauder Cos. Inc. | 2.000% | 12/1/24 | 2,562 | 2,481 | ||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 3,616 | 3,513 | ||
General Mills Inc. | 3.650% | 2/15/24 | 1,673 | 1,683 | ||
General Mills Inc. | 4.000% | 4/17/25 | 1,931 | 1,930 | ||
General Mills Inc. | 3.200% | 2/10/27 | 7,475 | 7,185 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
4 | GSK Consumer Healthcare Capital UK plc | 3.125% | 3/24/25 | 8,850 | 8,631 | |
4 | GSK Consumer Healthcare Capital US LLC | 3.024% | 3/24/24 | 5,610 | 5,532 | |
4 | GSK Consumer Healthcare Capital US LLC | 3.375% | 3/24/27 | 16,573 | 15,860 | |
Hershey Co. | 2.625% | 5/1/23 | 750 | 747 | ||
Hershey Co. | 2.050% | 11/15/24 | 3,482 | 3,382 | ||
Hershey Co. | 0.900% | 6/1/25 | 3,445 | 3,194 | ||
Hershey Co. | 3.200% | 8/21/25 | 727 | 720 | ||
Hershey Co. | 2.300% | 8/15/26 | 3,825 | 3,632 | ||
Hormel Foods Corp. | 0.650% | 6/3/24 | 5,810 | 5,534 | ||
Ingredion Inc. | 3.200% | 10/1/26 | 4,227 | 4,041 | ||
J M Smucker Co. | 3.500% | 3/15/25 | 9,315 | 9,188 | ||
Kellogg Co. | 2.650% | 12/1/23 | 2,359 | 2,336 | ||
Kellogg Co. | 3.250% | 4/1/26 | 3,561 | 3,460 | ||
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 8,904 | 8,884 | ||
Keurig Dr Pepper Inc. | 0.750% | 3/15/24 | 8,740 | 8,328 | ||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 5,963 | 6,017 | ||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 2,124 | 2,076 | ||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 1,044 | 969 | ||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 4,642 | 4,435 | ||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 2,040 | 2,008 | ||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 3,146 | 3,056 | ||
Kraft Heinz Foods Co. | 3.000% | 6/1/26 | 12,620 | 11,925 | ||
Kraft Heinz Foods Co. | 3.875% | 5/15/27 | 14,614 | 14,141 | ||
Kroger Co. | 3.850% | 8/1/23 | 7,075 | 7,107 | ||
Kroger Co. | 4.000% | 2/1/24 | 1,845 | 1,855 | ||
Kroger Co. | 3.500% | 2/1/26 | 1,627 | 1,602 | ||
Kroger Co. | 2.650% | 10/15/26 | 5,347 | 5,007 | ||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 10,477 | 10,281 | ||
McCormick & Co. Inc. | 0.900% | 2/15/26 | 5,032 | 4,466 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 11,187 | 11,256 | ||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 21,389 | 20,112 | ||
Mondelez International Inc. | 2.125% | 3/17/24 | 1,455 | 1,419 | ||
Mondelez International Inc. | 1.500% | 5/4/25 | 6,677 | 6,236 | ||
Mondelez International Inc. | 2.625% | 3/17/27 | 7,615 | 7,126 | ||
PepsiCo Inc. | 3.600% | 3/1/24 | 6,482 | 6,521 | ||
PepsiCo Inc. | 2.250% | 3/19/25 | 21,141 | 20,581 | ||
PepsiCo Inc. | 2.750% | 4/30/25 | 8,814 | 8,681 | ||
PepsiCo Inc. | 3.500% | 7/17/25 | 7,838 | 7,870 | ||
PepsiCo Inc. | 2.850% | 2/24/26 | 5,855 | 5,751 | ||
PepsiCo Inc. | 2.375% | 10/6/26 | 5,536 | 5,315 | ||
PepsiCo Inc. | 2.625% | 3/19/27 | 11,126 | 10,666 | ||
Philip Morris International Inc. | 3.600% | 11/15/23 | 5,695 | 5,718 | ||
Philip Morris International Inc. | 2.875% | 5/1/24 | 2,065 | 2,041 | ||
Philip Morris International Inc. | 3.250% | 11/10/24 | 4,558 | 4,502 | ||
Philip Morris International Inc. | 1.500% | 5/1/25 | 8,327 | 7,792 | ||
Philip Morris International Inc. | 3.375% | 8/11/25 | 6,110 | 6,011 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 7,790 | 7,442 | ||
Philip Morris International Inc. | 0.875% | 5/1/26 | 3,462 | 3,065 | ||
Procter & Gamble Co. | 3.100% | 8/15/23 | 9,777 | 9,826 | ||
Procter & Gamble Co. | 0.550% | 10/29/25 | 3,825 | 3,518 | ||
Procter & Gamble Co. | 2.700% | 2/2/26 | 3,056 | 3,001 | ||
Procter & Gamble Co. | 2.450% | 11/3/26 | 3,075 | 2,959 | ||
Procter & Gamble Co. | 2.800% | 3/25/27 | 15,384 | 14,894 | ||
Reynolds American Inc. | 4.850% | 9/15/23 | 5,683 | 5,737 | ||
Reynolds American Inc. | 4.450% | 6/12/25 | 32,341 | 32,217 | ||
Sysco Corp. | 3.750% | 10/1/25 | 8,626 | 8,595 | ||
Sysco Corp. | 3.300% | 7/15/26 | 5,236 | 5,068 | ||
Target Corp. | 3.500% | 7/1/24 | 3,439 | 3,449 | ||
Target Corp. | 2.250% | 4/15/25 | 14,548 | 14,060 | ||
Target Corp. | 2.500% | 4/15/26 | 11,102 | 10,653 | ||
Target Corp. | 1.950% | 1/15/27 | 6,835 | 6,345 | ||
Tyson Foods Inc. | 3.900% | 9/28/23 | 2,941 | 2,951 | ||
Tyson Foods Inc. | 3.950% | 8/15/24 | 11,919 | 11,887 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 10,000 | 9,904 | ||
Unilever Capital Corp. | 0.375% | 9/14/23 | 2,614 | 2,531 | ||
Unilever Capital Corp. | 3.250% | 3/7/24 | 8,215 | 8,219 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Unilever Capital Corp. | 2.600% | 5/5/24 | 4,300 | 4,237 | ||
Unilever Capital Corp. | 0.626% | 8/12/24 | 2,850 | 2,691 | ||
Unilever Capital Corp. | 3.375% | 3/22/25 | 3,343 | 3,333 | ||
Unilever Capital Corp. | 3.100% | 7/30/25 | 5,175 | 5,116 | ||
Unilever Capital Corp. | 2.000% | 7/28/26 | 6,777 | 6,379 | ||
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 7,608 | 7,560 | ||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 13,962 | 13,555 | ||
Walmart Inc. | 3.300% | 4/22/24 | 13,995 | 14,036 | ||
Walmart Inc. | 2.850% | 7/8/24 | 8,723 | 8,680 | ||
Walmart Inc. | 2.650% | 12/15/24 | 14,346 | 14,181 | ||
Walmart Inc. | 3.550% | 6/26/25 | 11,868 | 11,978 | ||
Walmart Inc. | 3.050% | 7/8/26 | 6,185 | 6,128 | ||
Walmart Inc. | 1.050% | 9/17/26 | 3,840 | 3,497 | ||
889,713 | ||||||
Energy (1.7%) | ||||||
Baker Hughes Holdings LLC | 1.231% | 12/15/23 | 2,085 | 2,026 | ||
Baker Hughes Holdings LLC | 2.061% | 12/15/26 | 580 | 533 | ||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 3,443 | 3,469 | ||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 9,355 | 9,689 | ||
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 4,710 | 4,732 | ||
BP Capital Markets America Inc. | 3.194% | 4/6/25 | 9,749 | 9,636 | ||
BP Capital Markets America Inc. | 3.796% | 9/21/25 | 9,307 | 9,334 | ||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 6,323 | 6,206 | ||
2 | BP Capital Markets America Inc. | 3.119% | 5/4/26 | 15,354 | 14,857 | |
2 | BP Capital Markets America Inc. | 3.017% | 1/16/27 | 8,639 | 8,243 | |
BP Capital Markets America Inc. | 3.543% | 4/6/27 | 6,000 | 5,842 | ||
2 | BP Capital Markets America Inc. | 3.588% | 4/14/27 | 5,218 | 5,087 | |
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 1,160 | 1,152 | ||
Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | 4,853 | 4,807 | ||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 6,741 | 6,314 | ||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 11,000 | 10,565 | ||
Cenovus Energy Inc. | 5.375% | 7/15/25 | 6,399 | 6,593 | ||
Cenovus Energy Inc. | 4.250% | 4/15/27 | 8,080 | 7,928 | ||
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 17,040 | 17,672 | ||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 15,459 | 15,824 | ||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 12,907 | 12,962 | ||
Chevron Corp. | 2.895% | 3/3/24 | 9,568 | 9,534 | ||
Chevron Corp. | 1.554% | 5/11/25 | 23,409 | 22,196 | ||
Chevron Corp. | 3.326% | 11/17/25 | 6,727 | 6,696 | ||
Chevron Corp. | 2.954% | 5/16/26 | 11,445 | 11,183 | ||
Chevron Corp. | 1.995% | 5/11/27 | 5,995 | 5,526 | ||
Chevron USA Inc. | 0.426% | 8/11/23 | 7,950 | 7,728 | ||
Chevron USA Inc. | 3.900% | 11/15/24 | 6,215 | 6,275 | ||
Chevron USA Inc. | 0.687% | 8/12/25 | 4,758 | 4,378 | ||
CNOOC Finance 2014 ULC | 4.250% | 4/30/24 | 8,276 | 8,392 | ||
CNOOC Finance 2015 USA LLC | 3.500% | 5/5/25 | 3,900 | 3,890 | ||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 3,199 | 3,230 | ||
ConocoPhillips Co. | 2.125% | 3/8/24 | 8,000 | 7,842 | ||
ConocoPhillips Co. | 3.350% | 11/15/24 | 1,500 | 1,490 | ||
ConocoPhillips Co. | 2.400% | 3/7/25 | 8,000 | 7,718 | ||
ConocoPhillips Co. | 3.350% | 5/15/25 | 638 | 628 | ||
Continental Resources Inc. | 3.800% | 6/1/24 | 6,150 | 6,092 | ||
4 | Coterra Energy Inc. | 4.375% | 6/1/24 | 8,577 | 8,573 | |
4 | Coterra Energy Inc. | 3.900% | 5/15/27 | 6,227 | 5,988 | |
Devon Energy Corp. | 5.250% | 9/15/24 | 6,073 | 6,202 | ||
Devon Energy Corp. | 5.850% | 12/15/25 | 2,625 | 2,734 | ||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 5,950 | 5,807 | ||
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 4,772 | 4,986 | ||
Enbridge Inc. | 4.000% | 10/1/23 | 6,771 | 6,785 | ||
Enbridge Inc. | 0.550% | 10/4/23 | 2,845 | 2,739 | ||
Enbridge Inc. | 2.150% | 2/16/24 | 1,565 | 1,519 | ||
Enbridge Inc. | 3.500% | 6/10/24 | 6,810 | 6,733 | ||
Enbridge Inc. | 2.500% | 1/15/25 | 3,129 | 3,011 | ||
Enbridge Inc. | 2.500% | 2/14/25 | 2,130 | 2,047 | ||
Enbridge Inc. | 1.600% | 10/4/26 | 1,915 | 1,706 | ||
Enbridge Inc. | 4.250% | 12/1/26 | 6,273 | 6,207 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Energy Transfer LP | 4.200% | 9/15/23 | 5,919 | 5,919 | |
Energy Transfer LP | 4.500% | 11/1/23 | 9,009 | 9,045 | ||
2 | Energy Transfer LP | 5.875% | 1/15/24 | 16,626 | 16,945 | |
Energy Transfer LP | 4.900% | 2/1/24 | 4,785 | 4,823 | ||
Energy Transfer LP | 4.250% | 4/1/24 | 4,238 | 4,225 | ||
Energy Transfer LP | 4.500% | 4/15/24 | 7,875 | 7,883 | ||
Energy Transfer LP | 3.900% | 5/15/24 | 5,311 | 5,253 | ||
Energy Transfer LP | 4.050% | 3/15/25 | 5,519 | 5,437 | ||
Energy Transfer LP | 2.900% | 5/15/25 | 10,660 | 10,143 | ||
Energy Transfer LP | 5.950% | 12/1/25 | 6,468 | 6,689 | ||
Energy Transfer LP | 4.750% | 1/15/26 | 7,800 | 7,785 | ||
Energy Transfer LP | 3.900% | 7/15/26 | 5,115 | 4,920 | ||
Energy Transfer LP | 4.400% | 3/15/27 | 6,898 | 6,656 | ||
Energy Transfer LP | 4.200% | 4/15/27 | 6,345 | 6,098 | ||
2 | Energy Transfer LP | 5.500% | 6/1/27 | 5,242 | 5,320 | |
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 8,190 | 8,180 | ||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 16,495 | 16,333 | ||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 778 | 765 | ||
EOG Resources Inc. | 3.150% | 4/1/25 | 5,930 | 5,833 | ||
EOG Resources Inc. | 4.150% | 1/15/26 | 8,082 | 8,152 | ||
EQT Corp. | 6.625% | 2/1/25 | 7,155 | 7,376 | ||
4 | EQT Corp. | 3.125% | 5/15/26 | 4,200 | 3,938 | |
Exxon Mobil Corp. | 3.176% | 3/15/24 | 8,687 | 8,688 | ||
Exxon Mobil Corp. | 2.019% | 8/16/24 | 10,867 | 10,604 | ||
Exxon Mobil Corp. | 2.709% | 3/6/25 | 11,525 | 11,292 | ||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 38,345 | 37,785 | ||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 19,152 | 18,800 | ||
Exxon Mobil Corp. | 3.294% | 3/19/27 | 2,585 | 2,545 | ||
Halliburton Co. | 3.500% | 8/1/23 | 5,052 | 5,056 | ||
Halliburton Co. | 3.800% | 11/15/25 | 4,174 | 4,129 | ||
Hess Corp. | 3.500% | 7/15/24 | 4,225 | 4,158 | ||
Hess Corp. | 4.300% | 4/1/27 | 6,000 | 5,852 | ||
4 | HF Sinclair Corp. | 2.625% | 10/1/23 | 1,556 | 1,513 | |
4 | HF Sinclair Corp. | 5.875% | 4/1/26 | 8,080 | 8,160 | |
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 4,639 | 4,619 | ||
Kinder Morgan Energy Partners LP | 4.150% | 2/1/24 | 5,725 | 5,727 | ||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 11,063 | 11,085 | ||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 6,983 | 6,986 | ||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 5,118 | 5,103 | ||
Kinder Morgan Inc. | 1.750% | 11/15/26 | 2,170 | 1,925 | ||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 3,630 | 3,706 | ||
Marathon Petroleum Corp. | 3.625% | 9/15/24 | 6,877 | 6,811 | ||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 21,949 | 22,235 | ||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 8,880 | 9,108 | ||
MPLX LP | 4.500% | 7/15/23 | 11,720 | 11,745 | ||
MPLX LP | 4.875% | 12/1/24 | 8,845 | 8,909 | ||
MPLX LP | 4.000% | 2/15/25 | 6,198 | 6,105 | ||
MPLX LP | 4.875% | 6/1/25 | 5,585 | 5,616 | ||
MPLX LP | 1.750% | 3/1/26 | 4,799 | 4,330 | ||
MPLX LP | 4.125% | 3/1/27 | 9,231 | 8,934 | ||
Northwest Pipeline LLC | 4.000% | 4/1/27 | 156 | 152 | ||
ONEOK Inc. | 7.500% | 9/1/23 | 4,884 | 5,048 | ||
ONEOK Inc. | 2.750% | 9/1/24 | 3,111 | 3,013 | ||
ONEOK Inc. | 5.850% | 1/15/26 | 2,985 | 3,094 | ||
ONEOK Partners LP | 5.000% | 9/15/23 | 4,695 | 4,743 | ||
ONEOK Partners LP | 4.900% | 3/15/25 | 8,810 | 8,883 | ||
Ovintiv Exploration Inc. | 5.375% | 1/1/26 | 4,772 | 4,834 | ||
Phillips 66 | 0.900% | 2/15/24 | 3,000 | 2,861 | ||
Phillips 66 | 3.850% | 4/9/25 | 14,800 | 14,726 | ||
Phillips 66 | 1.300% | 2/15/26 | 335 | 302 | ||
4 | Phillips 66 Co. | 2.450% | 12/15/24 | 3,280 | 3,141 | |
4 | Phillips 66 Co. | 3.605% | 2/15/25 | 2,675 | 2,645 | |
4 | Phillips 66 Co. | 3.550% | 10/1/26 | 5,246 | 5,100 | |
Pioneer Natural Resources Co. | 1.125% | 1/15/26 | 7,570 | 6,770 | ||
Plains All American Pipeline LP | 3.850% | 10/15/23 | 7,121 | 7,084 | ||
Plains All American Pipeline LP | 3.600% | 11/1/24 | 6,365 | 6,233 | ||
Plains All American Pipeline LP | 4.650% | 10/15/25 | 8,016 | 7,958 | ||
Plains All American Pipeline LP | 4.500% | 12/15/26 | 6,739 | 6,619 | ||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 23,215 | 23,680 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 14,613 | 14,930 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 13,043 | 13,476 | ||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 11,547 | 11,595 | ||
Schlumberger Finance Canada Ltd. | 1.400% | 9/17/25 | 4,907 | 4,564 | ||
Schlumberger Investment SA | 3.650% | 12/1/23 | 8,871 | 8,905 | ||
Shell International Finance BV | 0.375% | 9/15/23 | 8,803 | 8,527 | ||
Shell International Finance BV | 3.500% | 11/13/23 | 3,517 | 3,540 | ||
Shell International Finance BV | 2.000% | 11/7/24 | 10,691 | 10,386 | ||
Shell International Finance BV | 3.250% | 5/11/25 | 22,673 | 22,452 | ||
Shell International Finance BV | 2.875% | 5/10/26 | 7,880 | 7,625 | ||
Shell International Finance BV | 2.500% | 9/12/26 | 11,057 | 10,508 | ||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 9,230 | 9,312 | ||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 5,097 | 4,992 | ||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 8,246 | 7,858 | ||
TC PipeLines LP | 4.375% | 3/13/25 | 2,035 | 2,045 | ||
TC PipeLines LP | 3.900% | 5/25/27 | 4,670 | 4,583 | ||
TotalEnergies Capital Canada Ltd. | 2.750% | 7/15/23 | 13,846 | 13,743 | ||
TotalEnergies Capital International SA | 3.700% | 1/15/24 | 12,456 | 12,492 | ||
TotalEnergies Capital International SA | 3.750% | 4/10/24 | 4,383 | 4,396 | ||
TotalEnergies Capital International SA | 2.434% | 1/10/25 | 3,654 | 3,551 | ||
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 12,794 | 12,800 | ||
TransCanada PipeLines Ltd. | 1.000% | 10/12/24 | 10,150 | 9,482 | ||
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 2,234 | 2,270 | ||
Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | 7,048 | 7,775 | ||
Valero Energy Corp. | 3.400% | 9/15/26 | 100 | 96 | ||
Williams Cos. Inc. | 4.500% | 11/15/23 | 2,949 | 2,967 | ||
Williams Cos. Inc. | 4.300% | 3/4/24 | 10,575 | 10,615 | ||
Williams Cos. Inc. | 4.550% | 6/24/24 | 9,096 | 9,181 | ||
Williams Cos. Inc. | 3.900% | 1/15/25 | 5,677 | 5,612 | ||
Williams Cos. Inc. | 4.000% | 9/15/25 | 15,289 | 15,064 | ||
Williams Cos. Inc. | 3.750% | 6/15/27 | 10,000 | 9,563 | ||
1,122,341 | ||||||
Financials (11.2%) | ||||||
AerCap Ireland Capital DAC | 4.125% | 7/3/23 | 4,564 | 4,528 | ||
AerCap Ireland Capital DAC | 4.500% | 9/15/23 | 10,662 | 10,632 | ||
AerCap Ireland Capital DAC | 1.150% | 10/29/23 | 14,096 | 13,455 | ||
AerCap Ireland Capital DAC | 4.875% | 1/16/24 | 6,590 | 6,576 | ||
AerCap Ireland Capital DAC | 3.150% | 2/15/24 | 13,369 | 12,990 | ||
AerCap Ireland Capital DAC | 2.875% | 8/14/24 | 5,225 | 5,002 | ||
AerCap Ireland Capital DAC | 1.650% | 10/29/24 | 26,520 | 24,517 | ||
AerCap Ireland Capital DAC | 3.500% | 1/15/25 | 5,428 | 5,202 | ||
AerCap Ireland Capital DAC | 6.500% | 7/15/25 | 16,172 | 16,531 | ||
AerCap Ireland Capital DAC | 4.450% | 10/1/25 | 10,498 | 10,169 | ||
AerCap Ireland Capital DAC | 1.750% | 1/30/26 | 13,473 | 11,747 | ||
AerCap Ireland Capital DAC | 4.450% | 4/3/26 | 2,246 | 2,149 | ||
AerCap Ireland Capital DAC | 2.450% | 10/29/26 | 55,680 | 48,472 | ||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 3,490 | 3,508 | ||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 4,281 | 4,229 | ||
Aflac Inc. | 3.625% | 11/15/24 | 10,288 | 10,316 | ||
Aflac Inc. | 3.250% | 3/17/25 | 3,625 | 3,574 | ||
Aflac Inc. | 1.125% | 3/15/26 | 3,978 | 3,593 | ||
Aflac Inc. | 2.875% | 10/15/26 | 3,745 | 3,604 | ||
Air Lease Corp. | 3.875% | 7/3/23 | 8,929 | 8,884 | ||
Air Lease Corp. | 3.000% | 9/15/23 | 1,412 | 1,391 | ||
2 | Air Lease Corp. | 4.250% | 2/1/24 | 3,035 | 3,002 | |
2 | Air Lease Corp. | 0.700% | 2/15/24 | 3,345 | 3,159 | |
Air Lease Corp. | 0.800% | 8/18/24 | 6,965 | 6,380 | ||
Air Lease Corp. | 4.250% | 9/15/24 | 3,555 | 3,489 | ||
2 | Air Lease Corp. | 2.300% | 2/1/25 | 4,987 | 4,662 | |
Air Lease Corp. | 3.250% | 3/1/25 | 11,108 | 10,609 | ||
Air Lease Corp. | 3.375% | 7/1/25 | 5,573 | 5,252 | ||
2 | Air Lease Corp. | 2.875% | 1/15/26 | 7,232 | 6,640 | |
2 | Air Lease Corp. | 3.750% | 6/1/26 | 5,923 | 5,576 | |
Air Lease Corp. | 1.875% | 8/15/26 | 10,243 | 8,867 | ||
Air Lease Corp. | 3.625% | 4/1/27 | 3,544 | 3,278 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Aircastle Ltd. | 4.400% | 9/25/23 | 4,910 | 4,860 | ||
Aircastle Ltd. | 4.125% | 5/1/24 | 50 | 49 | ||
Aircastle Ltd. | 4.250% | 6/15/26 | 5,358 | 4,935 | ||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 3,788 | 3,711 | ||
Allstate Corp. | 0.750% | 12/15/25 | 3,807 | 3,424 | ||
Allstate Corp. | 3.280% | 12/15/26 | 5,030 | 4,945 | ||
2 | Allstate Corp. | 5.750% | 8/15/53 | 10,964 | 9,736 | |
Ally Financial Inc. | 1.450% | 10/2/23 | 12,757 | 12,339 | ||
Ally Financial Inc. | 3.875% | 5/21/24 | 14,005 | 13,860 | ||
Ally Financial Inc. | 5.125% | 9/30/24 | 14,867 | 15,026 | ||
Ally Financial Inc. | 4.625% | 3/30/25 | 8,464 | 8,412 | ||
Ally Financial Inc. | 5.800% | 5/1/25 | 7,079 | 7,241 | ||
Ally Financial Inc. | 4.750% | 6/9/27 | 4,100 | 3,937 | ||
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 4,059 | 3,995 | ||
American Express Co. | 3.700% | 8/3/23 | 12,824 | 12,871 | ||
American Express Co. | 0.750% | 11/3/23 | 805 | 780 | ||
American Express Co. | 3.400% | 2/22/24 | 12,097 | 12,070 | ||
American Express Co. | 3.375% | 5/3/24 | 20,000 | 19,869 | ||
American Express Co. | 2.500% | 7/30/24 | 18,289 | 17,827 | ||
American Express Co. | 3.000% | 10/30/24 | 16,160 | 15,863 | ||
American Express Co. | 3.625% | 12/5/24 | 6,178 | 6,145 | ||
American Express Co. | 2.250% | 3/4/25 | 6,350 | 6,114 | ||
American Express Co. | 4.200% | 11/6/25 | 6,673 | 6,778 | ||
American Express Co. | 3.125% | 5/20/26 | 3,172 | 3,082 | ||
American Express Co. | 1.650% | 11/4/26 | 9,042 | 8,195 | ||
American Express Co. | 2.550% | 3/4/27 | 7,530 | 7,019 | ||
American International Group Inc. | 4.125% | 2/15/24 | 7,165 | 7,215 | ||
American International Group Inc. | 2.500% | 6/30/25 | 14,532 | 13,867 | ||
American International Group Inc. | 3.750% | 7/10/25 | 3,736 | 3,689 | ||
American International Group Inc. | 3.900% | 4/1/26 | 10,141 | 9,926 | ||
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 6,753 | 6,794 | ||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 4,264 | 4,262 | ||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 8,502 | 8,312 | ||
Aon Corp. | 2.850% | 5/28/27 | 598 | 561 | ||
Aon Global Ltd. | 4.000% | 11/27/23 | 6,803 | 6,831 | ||
Aon Global Ltd. | 3.500% | 6/14/24 | 7,270 | 7,223 | ||
Aon Global Ltd. | 3.875% | 12/15/25 | 5,159 | 5,103 | ||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 3,540 | 3,479 | ||
Ares Capital Corp. | 4.200% | 6/10/24 | 8,111 | 7,957 | ||
Ares Capital Corp. | 4.250% | 3/1/25 | 3,632 | 3,470 | ||
Ares Capital Corp. | 3.250% | 7/15/25 | 8,491 | 7,854 | ||
Ares Capital Corp. | 3.875% | 1/15/26 | 12,160 | 11,217 | ||
Ares Capital Corp. | 2.150% | 7/15/26 | 6,974 | 5,862 | ||
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 2,650 | 2,674 | ||
Assurant Inc. | 4.200% | 9/27/23 | 1,726 | 1,737 | ||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 1,699 | 1,730 | ||
2 | Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 3,542 | 3,530 | |
Bain Capital Specialty Finance Inc. | 2.950% | 3/10/26 | 2,931 | 2,620 | ||
Bain Capital Specialty Finance Inc. | 2.550% | 10/13/26 | 2,423 | 2,079 | ||
Banco Bilbao Vizcaya Argentaria SA | 0.875% | 9/18/23 | 5,234 | 5,055 | ||
Banco Bilbao Vizcaya Argentaria SA | 1.125% | 9/18/25 | 5,573 | 5,054 | ||
Banco Santander SA | 2.706% | 6/27/24 | 7,926 | 7,745 | ||
Banco Santander SA | 2.746% | 5/28/25 | 16,570 | 15,718 | ||
Banco Santander SA | 5.179% | 11/19/25 | 7,885 | 7,906 | ||
Banco Santander SA | 1.849% | 3/25/26 | 9,720 | 8,745 | ||
Banco Santander SA | 4.250% | 4/11/27 | 13,881 | 13,394 | ||
Banco Santander SA | 1.722% | 9/14/27 | 8,474 | 7,358 | ||
Banco Santander SA | 4.175% | 3/24/28 | 10,971 | 10,485 | ||
Bank of America Corp. | 4.100% | 7/24/23 | 14,846 | 14,987 | ||
2 | Bank of America Corp. | 4.125% | 1/22/24 | 5,482 | 5,544 | |
2 | Bank of America Corp. | 3.550% | 3/5/24 | 36,002 | 35,914 | |
2 | Bank of America Corp. | 4.000% | 4/1/24 | 7,955 | 8,021 | |
2 | Bank of America Corp. | 1.486% | 5/19/24 | 8,299 | 8,114 | |
2 | Bank of America Corp. | 3.864% | 7/23/24 | 19,013 | 18,929 | |
2 | Bank of America Corp. | 4.200% | 8/26/24 | 25,548 | 25,605 | |
2 | Bank of America Corp. | 0.810% | 10/24/24 | 23,443 | 22,370 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Bank of America Corp. | 4.000% | 1/22/25 | 18,015 | 17,940 | |
Bank of America Corp. | 1.843% | 2/4/25 | 1,988 | 1,918 | ||
2 | Bank of America Corp. | 3.458% | 3/15/25 | 3,833 | 3,784 | |
2 | Bank of America Corp. | 3.950% | 4/21/25 | 29,529 | 29,185 | |
Bank of America Corp. | 0.976% | 4/22/25 | 18,016 | 16,948 | ||
Bank of America Corp. | 3.841% | 4/25/25 | 11,040 | 11,008 | ||
2 | Bank of America Corp. | 3.875% | 8/1/25 | 5,572 | 5,553 | |
2 | Bank of America Corp. | 0.981% | 9/25/25 | 16,236 | 15,050 | |
2 | Bank of America Corp. | 3.093% | 10/1/25 | 25,184 | 24,421 | |
2 | Bank of America Corp. | 2.456% | 10/22/25 | 26,150 | 24,940 | |
2 | Bank of America Corp. | 1.530% | 12/6/25 | 12,696 | 11,815 | |
2 | Bank of America Corp. | 3.366% | 1/23/26 | 17,586 | 17,029 | |
2 | Bank of America Corp. | 2.015% | 2/13/26 | 33,164 | 31,018 | |
2 | Bank of America Corp. | 4.450% | 3/3/26 | 3,458 | 3,449 | |
2 | Bank of America Corp. | 3.384% | 4/2/26 | 11,115 | 10,774 | |
2 | Bank of America Corp. | 3.500% | 4/19/26 | 5,251 | 5,118 | |
2 | Bank of America Corp. | 1.319% | 6/19/26 | 53,188 | 48,384 | |
Bank of America Corp. | 6.220% | 9/15/26 | 914 | 958 | ||
2 | Bank of America Corp. | 4.250% | 10/22/26 | 17,185 | 16,952 | |
2 | Bank of America Corp. | 1.197% | 10/24/26 | 17,134 | 15,355 | |
2 | Bank of America Corp. | 1.658% | 3/11/27 | 38,104 | 34,254 | |
2 | Bank of America Corp. | 3.559% | 4/23/27 | 32,587 | 31,254 | |
Bank of America Corp. | 1.734% | 7/22/27 | 75,420 | 67,217 | ||
2 | Bank of America Corp. | 4.183% | 11/25/27 | 20,964 | 20,399 | |
2 | Bank of America Corp. | 3.824% | 1/20/28 | 17,143 | 16,437 | |
Bank of America Corp. | 2.551% | 2/4/28 | 10,474 | 9,531 | ||
Bank of America Corp. | 4.376% | 4/27/28 | 15,370 | 15,144 | ||
2 | Bank of Montreal | 0.400% | 9/15/23 | 9,606 | 9,294 | |
Bank of Montreal | 0.450% | 12/8/23 | 10,260 | 9,844 | ||
2 | Bank of Montreal | 3.300% | 2/5/24 | 10,306 | 10,283 | |
2 | Bank of Montreal | 2.150% | 3/8/24 | 5,355 | 5,240 | |
2 | Bank of Montreal | 2.500% | 6/28/24 | 7,181 | 7,015 | |
2 | Bank of Montreal | 1.500% | 1/10/25 | 4,000 | 3,774 | |
2 | Bank of Montreal | 1.850% | 5/1/25 | 21,058 | 19,920 | |
2 | Bank of Montreal | 3.700% | 6/7/25 | 7,200 | 7,136 | |
2 | Bank of Montreal | 1.250% | 9/15/26 | 11,113 | 9,850 | |
2 | Bank of Montreal | 0.949% | 1/22/27 | 14,595 | 12,998 | |
2 | Bank of Montreal | 2.650% | 3/8/27 | 5,225 | 4,846 | |
2 | Bank of Montreal | 4.338% | 10/5/28 | 4,520 | 4,515 | |
2 | Bank of Montreal | 4.800% | Perpetual | 117 | 106 | |
2 | Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 12,550 | 12,587 | |
2 | Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 10,334 | 10,224 | |
2 | Bank of New York Mellon Corp. | 0.350% | 12/7/23 | 7,677 | 7,398 | |
2 | Bank of New York Mellon Corp. | 0.500% | 4/26/24 | 5,959 | 5,661 | |
Bank of New York Mellon Corp. | 3.400% | 5/15/24 | 4,560 | 4,554 | ||
2 | Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 10,689 | 10,611 | |
2 | Bank of New York Mellon Corp. | 2.100% | 10/24/24 | 5,540 | 5,363 | |
2 | Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 3,735 | 3,663 | |
2 | Bank of New York Mellon Corp. | 1.600% | 4/24/25 | 7,013 | 6,597 | |
2 | Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 5,360 | 5,163 | |
2 | Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 1,155 | 1,091 | |
Bank of New York Mellon Corp. | 2.050% | 1/26/27 | 3,024 | 2,781 | ||
2 | Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 8,703 | 8,447 | |
2 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 7,436 | 7,186 | |
Bank of Nova Scotia | 1.625% | 5/1/23 | 2,751 | 2,715 | ||
Bank of Nova Scotia | 0.400% | 9/15/23 | 9,202 | 8,889 | ||
Bank of Nova Scotia | 0.550% | 9/15/23 | 5,860 | 5,667 | ||
Bank of Nova Scotia | 3.400% | 2/11/24 | 16,205 | 16,154 | ||
Bank of Nova Scotia | 2.440% | 3/11/24 | 5,000 | 4,903 | ||
Bank of Nova Scotia | 0.700% | 4/15/24 | 14,751 | 13,984 | ||
Bank of Nova Scotia | 0.650% | 7/31/24 | 49 | 46 | ||
Bank of Nova Scotia | 1.450% | 1/10/25 | 3,100 | 2,929 | ||
Bank of Nova Scotia | 2.200% | 2/3/25 | 18,354 | 17,580 | ||
Bank of Nova Scotia | 3.450% | 4/11/25 | 11,400 | 11,247 | ||
Bank of Nova Scotia | 1.300% | 6/11/25 | 1,805 | 1,676 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 9,367 | 9,378 | ||
Bank of Nova Scotia | 1.050% | 3/2/26 | 6,599 | 5,895 | ||
Bank of Nova Scotia | 1.350% | 6/24/26 | 4,675 | 4,191 | ||
Bank of Nova Scotia | 2.700% | 8/3/26 | 11,577 | 10,929 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Bank of Nova Scotia | 1.300% | 9/15/26 | 9,101 | 8,076 | ||
BankUnited Inc. | 4.875% | 11/17/25 | 3,507 | 3,532 | ||
2 | Barclays Bank plc | 3.750% | 5/15/24 | 1,905 | 1,895 | |
2 | Barclays plc | 4.338% | 5/16/24 | 31,764 | 31,788 | |
Barclays plc | 4.375% | 9/11/24 | 5,068 | 5,045 | ||
Barclays plc | 1.007% | 12/10/24 | 5,314 | 5,044 | ||
Barclays plc | 3.650% | 3/16/25 | 8,785 | 8,601 | ||
2 | Barclays plc | 3.932% | 5/7/25 | 9,593 | 9,445 | |
Barclays plc | 4.375% | 1/12/26 | 21,221 | 20,965 | ||
2 | Barclays plc | 2.852% | 5/7/26 | 16,641 | 15,717 | |
Barclays plc | 5.200% | 5/12/26 | 18,550 | 18,493 | ||
Barclays plc | 2.279% | 11/24/27 | 10,821 | 9,600 | ||
Berkshire Hathaway Finance Corp. | 2.300% | 3/15/27 | 145 | 137 | ||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 23,886 | 23,459 | ||
BGC Partners Inc. | 5.375% | 7/24/23 | 4,314 | 4,317 | ||
BGC Partners Inc. | 3.750% | 10/1/24 | 2,042 | 1,990 | ||
BlackRock Inc. | 3.500% | 3/18/24 | 9,348 | 9,391 | ||
BlackRock Inc. | 3.200% | 3/15/27 | 100 | 98 | ||
4 | Blackstone Private Credit Fund | 2.350% | 11/22/24 | 4,955 | 4,541 | |
4 | Blackstone Private Credit Fund | 2.625% | 12/15/26 | 11,935 | 9,954 | |
4 | Blackstone Private Credit Fund | 3.250% | 3/15/27 | 12,309 | 10,447 | |
Blackstone Secured Lending Fund | 3.650% | 7/14/23 | 120 | 119 | ||
Blackstone Secured Lending Fund | 3.625% | 1/15/26 | 4,417 | 4,047 | ||
Blackstone Secured Lending Fund | 2.750% | 9/16/26 | 7,280 | 6,368 | ||
4 | Blackstone Secured Lending Fund | 2.125% | 2/15/27 | 619 | 515 | |
2 | BNP Paribas SA | 4.250% | 10/15/24 | 7,990 | 7,968 | |
BPCE SA | 4.000% | 4/15/24 | 6,993 | 6,972 | ||
2 | BPCE SA | 3.375% | 12/2/26 | 2,215 | 2,119 | |
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 4,611 | 4,573 | ||
Brookfield Finance Inc. | 4.000% | 4/1/24 | 7,059 | 7,036 | ||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 2,606 | 2,565 | ||
Brown & Brown Inc. | 4.200% | 9/15/24 | 4,329 | 4,326 | ||
Business Development Corp. of America | 3.250% | 3/30/26 | 3,350 | 2,983 | ||
2 | Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 11,044 | 11,054 | |
Canadian Imperial Bank of Commerce | 0.500% | 12/14/23 | 9,806 | 9,394 | ||
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 5,955 | 5,891 | ||
Canadian Imperial Bank of Commerce | 1.000% | 10/18/24 | 5,452 | 5,105 | ||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 7,223 | 6,932 | ||
Canadian Imperial Bank of Commerce | 3.300% | 4/7/25 | 6,100 | 5,987 | ||
Canadian Imperial Bank of Commerce | 0.950% | 10/23/25 | 4,110 | 3,726 | ||
Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | 6,220 | 5,551 | ||
Canadian Imperial Bank of Commerce | 3.450% | 4/7/27 | 1,636 | 1,569 | ||
2 | Capital One Bank USA NA | 2.280% | 1/28/26 | 647 | 614 | |
Capital One Financial Corp. | 2.600% | 5/11/23 | 12,686 | 12,597 | ||
Capital One Financial Corp. | 3.500% | 6/15/23 | 4,231 | 4,210 | ||
Capital One Financial Corp. | 3.900% | 1/29/24 | 5,505 | 5,506 | ||
Capital One Financial Corp. | 3.750% | 4/24/24 | 7,464 | 7,438 | ||
Capital One Financial Corp. | 3.300% | 10/30/24 | 17,015 | 16,623 | ||
Capital One Financial Corp. | 1.343% | 12/6/24 | 11,035 | 10,571 | ||
Capital One Financial Corp. | 3.200% | 2/5/25 | 9,541 | 9,272 | ||
Capital One Financial Corp. | 4.250% | 4/30/25 | 21,862 | 21,834 | ||
Capital One Financial Corp. | 4.166% | 5/9/25 | 8,653 | 8,522 | ||
Capital One Financial Corp. | 4.200% | 10/29/25 | 12,768 | 12,582 | ||
Capital One Financial Corp. | 2.636% | 3/3/26 | 9,545 | 9,013 | ||
Capital One Financial Corp. | 3.750% | 7/28/26 | 8,097 | 7,747 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 10,980 | 10,513 | ||
Capital One Financial Corp. | 4.927% | 5/10/28 | 12,430 | 12,320 | ||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 5,435 | 5,309 | ||
Charles Schwab Corp. | 3.225% | 9/1/22 | 2,550 | 2,553 | ||
Charles Schwab Corp. | 3.550% | 2/1/24 | 2,877 | 2,879 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Charles Schwab Corp. | 0.750% | 3/18/24 | 20,055 | 19,233 | ||
Charles Schwab Corp. | 3.750% | 4/1/24 | 4,125 | 4,146 | ||
Charles Schwab Corp. | 3.000% | 3/10/25 | 2,520 | 2,482 | ||
Charles Schwab Corp. | 4.200% | 3/24/25 | 6,125 | 6,213 | ||
Charles Schwab Corp. | 3.625% | 4/1/25 | 2,240 | 2,235 | ||
Charles Schwab Corp. | 3.850% | 5/21/25 | 7,548 | 7,575 | ||
Charles Schwab Corp. | 0.900% | 3/11/26 | 1,180 | 1,060 | ||
Charles Schwab Corp. | 1.150% | 5/13/26 | 25,605 | 23,092 | ||
Charles Schwab Corp. | 3.200% | 3/2/27 | 4,220 | 4,082 | ||
Charles Schwab Corp. | 2.450% | 3/3/27 | 10,570 | 9,863 | ||
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 7,383 | 7,363 | ||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 15,098 | 14,819 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 7,943 | 7,767 | ||
2 | Citibank NA | 3.650% | 1/23/24 | 10,225 | 10,266 | |
Citigroup Inc. | 3.500% | 5/15/23 | 19,807 | 19,799 | ||
Citigroup Inc. | 3.875% | 10/25/23 | 15,742 | 15,898 | ||
2 | Citigroup Inc. | 1.678% | 5/15/24 | 23,762 | 23,305 | |
Citigroup Inc. | 3.750% | 6/16/24 | 7,034 | 7,072 | ||
Citigroup Inc. | 4.000% | 8/5/24 | 285 | 285 | ||
Citigroup Inc. | 0.776% | 10/30/24 | 19,094 | 18,217 | ||
Citigroup Inc. | 3.875% | 3/26/25 | 7,231 | 7,143 | ||
2 | Citigroup Inc. | 3.352% | 4/24/25 | 17,760 | 17,415 | |
Citigroup Inc. | 3.300% | 4/27/25 | 4,245 | 4,184 | ||
Citigroup Inc. | 0.981% | 5/1/25 | 7,392 | 6,926 | ||
Citigroup Inc. | 4.140% | 5/24/25 | 19,390 | 19,327 | ||
Citigroup Inc. | 4.400% | 6/10/25 | 26,587 | 26,570 | ||
Citigroup Inc. | 5.500% | 9/13/25 | 12,791 | 13,161 | ||
Citigroup Inc. | 3.700% | 1/12/26 | 18,941 | 18,591 | ||
Citigroup Inc. | 2.014% | 1/25/26 | 11,770 | 11,036 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 10,630 | 10,653 | ||
2 | Citigroup Inc. | 3.106% | 4/8/26 | 46,734 | 44,937 | |
Citigroup Inc. | 3.400% | 5/1/26 | 12,712 | 12,300 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 4,157 | 3,955 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 11,807 | 11,657 | ||
Citigroup Inc. | 1.122% | 1/28/27 | 12,207 | 10,781 | ||
Citigroup Inc. | 1.462% | 6/9/27 | 1,000 | 884 | ||
2 | Citigroup Inc. | 3.887% | 1/10/28 | 10,972 | 10,534 | |
2 | Citigroup Inc. | 3.070% | 2/24/28 | 5,435 | 5,037 | |
Citigroup Inc. | 4.658% | 5/24/28 | 22,351 | 22,188 | ||
2 | Citizens Bank NA | 2.250% | 4/28/25 | 4,210 | 4,002 | |
Citizens Bank NA | 4.119% | 5/23/25 | 2,759 | 2,751 | ||
2 | Citizens Bank NA | 3.750% | 2/18/26 | 3,221 | 3,160 | |
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 3,309 | 3,093 | ||
Citizens Financial Group Inc. | 4.300% | 2/11/31 | 3,964 | 3,672 | ||
CME Group Inc. | 3.000% | 3/15/25 | 9,633 | 9,515 | ||
CNA Financial Corp. | 3.950% | 5/15/24 | 3,163 | 3,160 | ||
CNA Financial Corp. | 4.500% | 3/1/26 | 2,379 | 2,383 | ||
CNO Financial Group Inc. | 5.250% | 5/30/25 | 7,675 | 7,788 | ||
2 | Comerica Bank | 2.500% | 7/23/24 | 3,104 | 3,015 | |
Comerica Inc. | 3.700% | 7/31/23 | 10,601 | 10,593 | ||
Cooperatieve Rabobank UA | 0.375% | 1/12/24 | 2,544 | 2,426 | ||
Cooperatieve Rabobank UA | 1.375% | 1/10/25 | 5,130 | 4,832 | ||
2 | Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 20,293 | 19,993 | |
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 10,901 | 10,795 | ||
2 | Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 7,351 | 7,007 | |
4 | Corebridge Financial Inc. | 3.500% | 4/4/25 | 100 | 97 | |
4 | Corebridge Financial Inc. | 3.650% | 4/5/27 | 17,110 | 16,109 | |
Credit Suisse AG | 1.000% | 5/5/23 | 7,214 | 7,060 | ||
2 | Credit Suisse AG | 0.520% | 8/9/23 | 3,695 | 3,567 | |
Credit Suisse AG | 0.495% | 2/2/24 | 9,350 | 8,806 | ||
2 | Credit Suisse AG | 3.625% | 9/9/24 | 21,804 | 21,400 | |
Credit Suisse AG | 3.700% | 2/21/25 | 11,250 | 11,013 | ||
Credit Suisse AG | 2.950% | 4/9/25 | 46,233 | 44,243 | ||
Credit Suisse AG | 1.250% | 8/7/26 | 15,745 | 13,768 | ||
Credit Suisse Group AG | 3.750% | 3/26/25 | 18,502 | 17,935 | ||
Credit Suisse Group AG | 4.550% | 4/17/26 | 6,901 | 6,739 | ||
2 | Deutsche Bank AG | 0.962% | 11/8/23 | 14,757 | 14,148 | |
Deutsche Bank AG | 0.898% | 5/28/24 | 400 | 375 | ||
2 | Deutsche Bank AG | 3.700% | 5/30/24 | 19,295 | 18,987 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Deutsche Bank AG | 3.700% | 5/30/24 | 1,615 | 1,598 | ||
2 | Deutsche Bank AG | 2.222% | 9/18/24 | 19,288 | 18,639 | |
Deutsche Bank AG | 1.447% | 4/1/25 | 6,510 | 6,089 | ||
2 | Deutsche Bank AG | 3.961% | 11/26/25 | 2,732 | 2,647 | |
Deutsche Bank AG | 4.100% | 1/13/26 | 100 | 98 | ||
2 | Deutsche Bank AG | 4.100% | 1/13/26 | 3,625 | 3,584 | |
Deutsche Bank AG | 1.686% | 3/19/26 | 6,899 | 6,188 | ||
Deutsche Bank AG | 2.129% | 11/24/26 | 7,478 | 6,647 | ||
Deutsche Bank AG | 2.311% | 11/16/27 | 13,459 | 11,611 | ||
Deutsche Bank AG | 2.552% | 1/7/28 | 14,135 | 12,229 | ||
2 | Discover Bank | 4.200% | 8/8/23 | 12,536 | 12,574 | |
Discover Bank | 2.450% | 9/12/24 | 16,619 | 15,954 | ||
2 | Discover Bank | 4.250% | 3/13/26 | 2,591 | 2,530 | |
2 | Discover Bank | 3.450% | 7/27/26 | 965 | 913 | |
2 | Discover Bank | 4.682% | 8/9/28 | 11,110 | 10,809 | |
Discover Financial Services | 3.950% | 11/6/24 | 3,821 | 3,772 | ||
Discover Financial Services | 3.750% | 3/4/25 | 3,870 | 3,812 | ||
Discover Financial Services | 4.500% | 1/30/26 | 3,469 | 3,403 | ||
Discover Financial Services | 4.100% | 2/9/27 | 13,855 | 13,267 | ||
Eaton Vance Corp. | 3.500% | 4/6/27 | 3,517 | 3,372 | ||
Fifth Third Bancorp | 1.625% | 5/5/23 | 1,712 | 1,687 | ||
Fifth Third Bancorp | 4.300% | 1/16/24 | 14,322 | 14,405 | ||
Fifth Third Bancorp | 3.650% | 1/25/24 | 11,388 | 11,342 | ||
Fifth Third Bancorp | 2.375% | 1/28/25 | 6,419 | 6,151 | ||
Fifth Third Bancorp | 2.550% | 5/5/27 | 1,652 | 1,516 | ||
Fifth Third Bancorp | 4.055% | 4/25/28 | 4,250 | 4,147 | ||
2 | Fifth Third Bank NA | 3.850% | 3/15/26 | 14,216 | 13,925 | |
2 | Fifth Third Bank NA | 2.250% | 2/1/27 | 6,306 | 5,837 | |
First American Financial Corp. | 4.600% | 11/15/24 | 1,619 | 1,614 | ||
First Horizon Corp. | 4.000% | 5/26/25 | 2,550 | 2,501 | ||
2 | First-Citizens Bank & Trust Co. | 2.969% | 9/27/25 | 3,915 | 3,750 | |
Franklin Resources Inc. | 2.850% | 3/30/25 | 4,829 | 4,691 | ||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 6,211 | 6,099 | ||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 3,467 | 3,290 | ||
FS KKR Capital Corp. | 3.400% | 1/15/26 | 4,147 | 3,685 | ||
FS KKR Capital Corp. | 2.625% | 1/15/27 | 2,264 | 1,903 | ||
GATX Corp. | 3.900% | 3/30/23 | 2,475 | 2,481 | ||
GATX Corp. | 3.250% | 3/30/25 | 1,525 | 1,484 | ||
GATX Corp. | 3.250% | 9/15/26 | 2,445 | 2,332 | ||
GATX Corp. | 3.850% | 3/30/27 | 3,397 | 3,288 | ||
GE Capital Funding LLC | 3.450% | 5/15/25 | 12,645 | 12,417 | ||
GE Capital International Funding Co. Unlimited Co. | 3.373% | 11/15/25 | 100 | 97 | ||
Goldman Sachs BDC Inc. | 3.750% | 2/10/25 | 3,315 | 3,211 | ||
Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | 3,434 | 3,099 | ||
2 | Goldman Sachs Group Inc. | 0.627% | 11/17/23 | 31,481 | 31,030 | |
Goldman Sachs Group Inc. | 1.217% | 12/6/23 | 10,000 | 9,648 | ||
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 21,356 | 21,288 | ||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 14,632 | 14,673 | ||
Goldman Sachs Group Inc. | 3.000% | 3/15/24 | 10,920 | 10,781 | ||
2 | Goldman Sachs Group Inc. | 3.850% | 7/8/24 | 10,870 | 10,901 | |
2 | Goldman Sachs Group Inc. | 0.657% | 9/10/24 | 12,795 | 12,253 | |
Goldman Sachs Group Inc. | 0.925% | 10/21/24 | 10,090 | 9,661 | ||
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 6,766 | 6,688 | ||
Goldman Sachs Group Inc. | 1.757% | 1/24/25 | 23,350 | 22,469 | ||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 37,860 | 37,199 | ||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 22,234 | 21,987 | ||
2 | Goldman Sachs Group Inc. | 3.272% | 9/29/25 | 37,751 | 36,719 | |
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 26,444 | 26,281 | ||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 13,682 | 13,435 | ||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 1,714 | 1,647 | ||
2 | Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 12,957 | 11,518 | |
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 7,295 | 7,635 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 23,627 | 22,858 | ||
Goldman Sachs Group Inc. | 1.431% | 3/9/27 | 22,810 | 20,280 | ||
Goldman Sachs Group Inc. | 1.542% | 9/10/27 | 10,781 | 9,463 | ||
Goldman Sachs Group Inc. | 1.948% | 10/21/27 | 57,282 | 50,725 | ||
Goldman Sachs Group Inc. | 2.640% | 2/24/28 | 25,125 | 22,787 | ||
Goldman Sachs Group Inc. | 3.615% | 3/15/28 | 24,529 | 23,242 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Golub Capital BDC Inc. | 3.375% | 4/15/24 | 4,550 | 4,391 | ||
Golub Capital BDC Inc. | 2.500% | 8/24/26 | 4,340 | 3,636 | ||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 1,635 | 1,626 | ||
Hercules Capital Inc. | 3.375% | 1/20/27 | 50 | 43 | ||
HSBC Holdings plc | 3.600% | 5/25/23 | 16,367 | 16,414 | ||
HSBC Holdings plc | 4.250% | 3/14/24 | 16,302 | 16,238 | ||
2 | HSBC Holdings plc | 3.950% | 5/18/24 | 15,853 | 15,788 | |
HSBC Holdings plc | 0.732% | 8/17/24 | 14,125 | 13,554 | ||
HSBC Holdings plc | 1.162% | 11/22/24 | 14,330 | 13,694 | ||
2 | HSBC Holdings plc | 3.803% | 3/11/25 | 40,732 | 40,166 | |
HSBC Holdings plc | 0.976% | 5/24/25 | 3,108 | 2,900 | ||
HSBC Holdings plc | 4.250% | 8/18/25 | 5,900 | 5,817 | ||
2 | HSBC Holdings plc | 2.633% | 11/7/25 | 32,484 | 30,980 | |
HSBC Holdings plc | 4.180% | 12/9/25 | 4,950 | 4,873 | ||
HSBC Holdings plc | 4.300% | 3/8/26 | 29,456 | 29,167 | ||
HSBC Holdings plc | 2.999% | 3/10/26 | 13,056 | 12,458 | ||
2 | HSBC Holdings plc | 1.645% | 4/18/26 | 23,367 | 21,435 | |
HSBC Holdings plc | 3.900% | 5/25/26 | 30,553 | 29,909 | ||
2 | HSBC Holdings plc | 2.099% | 6/4/26 | 32,187 | 29,770 | |
2 | HSBC Holdings plc | 4.292% | 9/12/26 | 13,885 | 13,582 | |
HSBC Holdings plc | 4.375% | 11/23/26 | 14,323 | 14,027 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 19,068 | 16,765 | ||
HSBC Holdings plc | 2.251% | 11/22/27 | 20,764 | 18,500 | ||
2 | HSBC Holdings plc | 4.041% | 3/13/28 | 20,471 | 19,445 | |
HSBC Holdings plc | 4.755% | 6/9/28 | 4,650 | 4,521 | ||
HSBC USA Inc. | 3.750% | 5/24/24 | 2,800 | 2,786 | ||
HSBC USA Inc. | 3.500% | 6/23/24 | 5,991 | 5,952 | ||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 10,891 | 10,572 | ||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 7,913 | 7,877 | ||
2 | Huntington National Bank | 3.550% | 10/6/23 | 1,883 | 1,881 | |
Huntington National Bank | 4.008% | 5/16/25 | 2,000 | 1,994 | ||
Huntington National Bank | 4.552% | 5/17/28 | 4,400 | 4,381 | ||
ING Groep NV | 4.100% | 10/2/23 | 15,284 | 15,334 | ||
ING Groep NV | 3.550% | 4/9/24 | 5,258 | 5,215 | ||
ING Groep NV | 3.869% | 3/28/26 | 10,295 | 10,098 | ||
ING Groep NV | 3.950% | 3/29/27 | 7,414 | 7,150 | ||
ING Groep NV | 1.726% | 4/1/27 | 2,625 | 2,345 | ||
ING Groep NV | 4.017% | 3/28/28 | 14,075 | 13,432 | ||
Intercontinental Exchange Inc. | 3.650% | 5/23/25 | 10,466 | 10,399 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 8,915 | 8,843 | ||
Invesco Finance plc | 4.000% | 1/30/24 | 3,489 | 3,492 | ||
Invesco Finance plc | 3.750% | 1/15/26 | 400 | 395 | ||
4 | Jackson Financial Inc. | 1.125% | 11/22/23 | 4,938 | 4,748 | |
Janus Henderson US Holdings Inc. | 4.875% | 8/1/25 | 2,636 | 2,654 | ||
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 6,481 | 6,547 | ||
Jefferies Group LLC | 4.850% | 1/15/27 | 5,347 | 5,319 | ||
Jefferies Group LLC | 6.450% | 6/8/27 | 1,050 | 1,121 | ||
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 23,916 | 23,901 | ||
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 17,759 | 17,666 | ||
JPMorgan Chase & Co. | 3.875% | 2/1/24 | 13,312 | 13,394 | ||
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 18,390 | 18,417 | ||
2 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 5,233 | 5,103 | |
2 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 19,888 | 19,830 | |
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 13,993 | 13,967 | ||
2 | JPMorgan Chase & Co. | 0.653% | 9/16/24 | 16,653 | 15,974 | |
2 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 7,896 | 7,870 | |
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 4,195 | 4,137 | ||
JPMorgan Chase & Co. | 0.563% | 2/16/25 | 2,308 | 2,176 | ||
2 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 18,251 | 17,931 | |
JPMorgan Chase & Co. | 0.824% | 6/1/25 | 21,194 | 19,829 | ||
JPMorgan Chase & Co. | 0.969% | 6/23/25 | 8,172 | 7,642 | ||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 6,185 | 6,213 | ||
JPMorgan Chase & Co. | 7.750% | 7/15/25 | 1,445 | 1,582 | ||
JPMorgan Chase & Co. | 0.768% | 8/9/25 | 765 | 710 | ||
2 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 23,542 | 22,439 | |
JPMorgan Chase & Co. | 1.561% | 12/10/25 | 21,220 | 19,876 | ||
JPMorgan Chase & Co. | 2.595% | 2/24/26 | 2,665 | 2,537 | ||
2 | JPMorgan Chase & Co. | 2.005% | 3/13/26 | 35,106 | 32,870 | |
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 1,210 | 1,176 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | JPMorgan Chase & Co. | 2.083% | 4/22/26 | 67,145 | 62,907 | |
JPMorgan Chase & Co. | 4.080% | 4/26/26 | 2,190 | 2,170 | ||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 1,515 | 1,469 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 11,382 | 10,867 | ||
JPMorgan Chase & Co. | 7.625% | 10/15/26 | 4,745 | 5,357 | ||
JPMorgan Chase & Co. | 1.045% | 11/19/26 | 26,473 | 23,561 | ||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 26,739 | 26,543 | ||
2 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 17,294 | 16,919 | |
JPMorgan Chase & Co. | 1.040% | 2/4/27 | 47,620 | 42,090 | ||
JPMorgan Chase & Co. | 1.578% | 4/22/27 | 80,267 | 71,643 | ||
JPMorgan Chase & Co. | 8.000% | 4/29/27 | 1,315 | 1,509 | ||
JPMorgan Chase & Co. | 1.470% | 9/22/27 | 33,223 | 29,144 | ||
2 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 26,543 | 25,471 | |
JPMorgan Chase & Co. | 2.947% | 2/24/28 | 14,592 | 13,520 | ||
JPMorgan Chase & Co. | 4.323% | 4/26/28 | 20,100 | 19,792 | ||
Kemper Corp. | 4.350% | 2/15/25 | 3,148 | 3,131 | ||
2 | KeyBank NA | 3.300% | 6/1/25 | 5,431 | 5,343 | |
2 | KeyCorp | 3.878% | 5/23/25 | 4,233 | 4,204 | |
2 | KeyCorp | 4.150% | 10/29/25 | 4,766 | 4,747 | |
2 | KeyCorp | 2.250% | 4/6/27 | 7,399 | 6,654 | |
Landesbank Baden-Wuerttemberg | 7.625% | 2/1/23 | 2,623 | 2,680 | ||
Lazard Group LLC | 3.750% | 2/13/25 | 3,665 | 3,594 | ||
Lazard Group LLC | 3.625% | 3/1/27 | 2,495 | 2,357 | ||
Legg Mason Inc. | 4.750% | 3/15/26 | 3,934 | 4,027 | ||
Lincoln National Corp. | 4.000% | 9/1/23 | 2,632 | 2,650 | ||
Lincoln National Corp. | 3.350% | 3/9/25 | 3,309 | 3,247 | ||
Lincoln National Corp. | 3.625% | 12/12/26 | 4,599 | 4,455 | ||
Lloyds Banking Group plc | 4.050% | 8/16/23 | 16,303 | 16,354 | ||
Lloyds Banking Group plc | 3.900% | 3/12/24 | 2,845 | 2,838 | ||
Lloyds Banking Group plc | 0.695% | 5/11/24 | 7,300 | 7,088 | ||
Lloyds Banking Group plc | 4.500% | 11/4/24 | 6,862 | 6,834 | ||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 1,847 | 1,849 | ||
2 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 34,984 | 34,579 | |
Lloyds Banking Group plc | 4.582% | 12/10/25 | 325 | 319 | ||
2 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 6,945 | 6,579 | |
Lloyds Banking Group plc | 3.511% | 3/18/26 | 6,200 | 6,040 | ||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 10,429 | 10,235 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 2,915 | 2,814 | ||
Lloyds Banking Group plc | 1.627% | 5/11/27 | 1,370 | 1,218 | ||
Lloyds Banking Group plc | 3.750% | 3/18/28 | 11,265 | 10,713 | ||
M&T Bank Corp. | 3.550% | 7/26/23 | 14,286 | 14,245 | ||
M&T Bank Corp. | 4.000% | 7/15/24 | 750 | 745 | ||
Main Street Capital Corp. | 5.200% | 5/1/24 | 4,250 | 4,229 | ||
Main Street Capital Corp. | 3.000% | 7/14/26 | 3,931 | 3,438 | ||
2 | Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 5,581 | 5,466 | |
Manulife Financial Corp. | 4.150% | 3/4/26 | 4,022 | 3,990 | ||
Manulife Financial Corp. | 2.484% | 5/19/27 | 7,979 | 7,291 | ||
2 | Manulife Financial Corp. | 4.061% | 2/24/32 | 5,182 | 4,791 | |
Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | 2,000 | 1,999 | ||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 10,379 | 10,399 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 6/3/24 | 4,596 | 4,584 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 7,399 | 7,311 | ||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 4,009 | 3,970 | ||
Mastercard Inc. | 3.375% | 4/1/24 | 6,997 | 7,007 | ||
Mastercard Inc. | 2.000% | 3/3/25 | 6,359 | 6,132 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 8,375 | 8,164 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 11,939 | 11,741 | ||
Mercury General Corp. | 4.400% | 3/15/27 | 3,210 | 3,142 | ||
2 | MetLife Inc. | 4.368% | 9/15/23 | 10,988 | 11,118 | |
MetLife Inc. | 3.600% | 4/10/24 | 7,062 | 7,081 | ||
MetLife Inc. | 3.000% | 3/1/25 | 4,145 | 4,071 | ||
MetLife Inc. | 3.600% | 11/13/25 | 5,304 | 5,268 | ||
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 22,514 | 22,493 | ||
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 4,078 | 4,038 | ||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 12,703 | 12,612 | ||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 4,407 | 4,294 | ||
2 | Mitsubishi UFJ Financial Group Inc. | 0.848% | 9/15/24 | 11,694 | 11,264 | |
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 28,836 | 27,393 | ||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 10,096 | 9,283 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Mitsubishi UFJ Financial Group Inc. | 0.953% | 7/19/25 | 16,423 | 15,336 | ||
Mitsubishi UFJ Financial Group Inc. | 0.962% | 10/11/25 | 485 | 450 | ||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 5,830 | 5,726 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 5,945 | 5,562 | ||
Mitsubishi UFJ Financial Group Inc. | 1.538% | 7/20/27 | 40,631 | 35,890 | ||
Mitsubishi UFJ Financial Group Inc. | 1.640% | 10/13/27 | 18,965 | 16,724 | ||
Mitsubishi UFJ Financial Group Inc. | 2.341% | 1/19/28 | 6,105 | 5,515 | ||
Mitsubishi UFJ Financial Group Inc. | 4.080% | 4/19/28 | 9,150 | 8,908 | ||
2 | Mizuho Financial Group Inc. | 1.241% | 7/10/24 | 7,144 | 6,944 | |
2 | Mizuho Financial Group Inc. | 0.849% | 9/8/24 | 6,096 | 5,864 | |
2 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 11,887 | 11,861 | |
2 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 2,991 | 2,894 | |
2 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 5,326 | 5,107 | |
Mizuho Financial Group Inc. | 2.651% | 5/22/26 | 5,590 | 5,308 | ||
2 | Mizuho Financial Group Inc. | 2.226% | 5/25/26 | 7,227 | 6,762 | |
Mizuho Financial Group Inc. | 2.839% | 9/13/26 | 6,014 | 5,588 | ||
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 3,770 | 3,603 | ||
Mizuho Financial Group Inc. | 1.234% | 5/22/27 | 1,878 | 1,641 | ||
Mizuho Financial Group Inc. | 1.554% | 7/9/27 | 10,435 | 9,175 | ||
2 | Morgan Stanley | 4.100% | 5/22/23 | 19,767 | 19,858 | |
2 | Morgan Stanley | 3.875% | 4/29/24 | 34,926 | 35,026 | |
2 | Morgan Stanley | 3.700% | 10/23/24 | 17,137 | 17,099 | |
2 | Morgan Stanley | 0.791% | 1/22/25 | 350 | 331 | |
Morgan Stanley | 3.620% | 4/17/25 | 14,324 | 14,152 | ||
Morgan Stanley | 0.790% | 5/30/25 | 47,477 | 44,235 | ||
2 | Morgan Stanley | 2.720% | 7/22/25 | 8,380 | 8,084 | |
2 | Morgan Stanley | 4.000% | 7/23/25 | 14,599 | 14,603 | |
2 | Morgan Stanley | 0.864% | 10/21/25 | 5,002 | 4,616 | |
2 | Morgan Stanley | 1.164% | 10/21/25 | 2,659 | 2,466 | |
Morgan Stanley | 5.000% | 11/24/25 | 7,674 | 7,808 | ||
2 | Morgan Stanley | 3.875% | 1/27/26 | 20,494 | 20,217 | |
Morgan Stanley | 2.630% | 2/18/26 | 11,149 | 10,663 | ||
2 | Morgan Stanley | 2.188% | 4/28/26 | 62,575 | 58,690 | |
2 | Morgan Stanley | 3.125% | 7/27/26 | 10,767 | 10,276 | |
2 | Morgan Stanley | 6.250% | 8/9/26 | 3,985 | 4,240 | |
2 | Morgan Stanley | 4.350% | 9/8/26 | 19,031 | 18,836 | |
Morgan Stanley | 0.985% | 12/10/26 | 21,285 | 18,865 | ||
Morgan Stanley | 3.625% | 1/20/27 | 9,210 | 8,938 | ||
Morgan Stanley | 3.950% | 4/23/27 | 4,143 | 4,016 | ||
Morgan Stanley | 1.593% | 5/4/27 | 34,309 | 30,603 | ||
2 | Morgan Stanley | 1.512% | 7/20/27 | 53,871 | 47,362 | |
Morgan Stanley | 2.475% | 1/21/28 | 27,960 | 25,431 | ||
Morgan Stanley | 4.210% | 4/20/28 | 19,815 | 19,385 | ||
Nasdaq Inc. | 3.850% | 6/30/26 | 2,146 | 2,133 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 318 | 312 | ||
2 | National Australia Bank Ltd. | 2.500% | 7/12/26 | 18,680 | 17,618 | |
2 | National Bank of Canada | 0.550% | 11/15/24 | 5,210 | 4,971 | |
NatWest Group plc | 3.875% | 9/12/23 | 25,676 | 25,611 | ||
NatWest Group plc | 6.000% | 12/19/23 | 11,379 | 11,588 | ||
2 | NatWest Group plc | 2.359% | 5/22/24 | 17,644 | 17,317 | |
NatWest Group plc | 5.125% | 5/28/24 | 16,152 | 16,215 | ||
2 | NatWest Group plc | 4.519% | 6/25/24 | 17,582 | 17,504 | |
2 | NatWest Group plc | 4.269% | 3/22/25 | 4,590 | 4,542 | |
NatWest Group plc | 4.800% | 4/5/26 | 6,824 | 6,800 | ||
2 | NatWest Group plc | 3.073% | 5/22/28 | 22,150 | 20,140 | |
2 | NatWest Group plc | 3.754% | 11/1/29 | 1,745 | 1,675 | |
Nomura Holdings Inc. | 2.648% | 1/16/25 | 13,135 | 12,436 | ||
5 | Nomura Holdings Inc. | 5.099% | 7/3/25 | 3,400 | 3,415 | |
Nomura Holdings Inc. | 1.851% | 7/16/25 | 17,286 | 15,869 | ||
Nomura Holdings Inc. | 1.653% | 7/14/26 | 400 | 351 | ||
Nomura Holdings Inc. | 2.329% | 1/22/27 | 16,025 | 14,186 | ||
Northern Trust Corp. | 3.950% | 10/30/25 | 4,014 | 4,028 | ||
Northern Trust Corp. | 4.000% | 5/10/27 | 3,925 | 3,953 | ||
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 2,475 | 2,345 | ||
Oaktree Specialty Lending Corp. | 2.700% | 1/15/27 | 2,401 | 2,076 | ||
Old Republic International Corp. | 4.875% | 10/1/24 | 3,780 | 3,837 | ||
Old Republic International Corp. | 3.875% | 8/26/26 | 4,156 | 4,037 | ||
ORIX Corp. | 3.250% | 12/4/24 | 4,372 | 4,299 | ||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 2,370 | 2,361 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 5,868 | 5,533 | ||
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 6,588 | 6,103 | ||
Owl Rock Capital Corp. | 4.250% | 1/15/26 | 4,513 | 4,155 | ||
Owl Rock Capital Corp. | 3.400% | 7/15/26 | 7,445 | 6,546 | ||
Owl Rock Capital Corp. | 2.625% | 1/15/27 | 4,670 | 3,885 | ||
4 | Owl Rock Core Income Corp. | 5.500% | 3/21/25 | 1,805 | 1,732 | |
Owl Rock Technology Finance Corp. | 2.500% | 1/15/27 | 1,690 | 1,437 | ||
PNC Bank NA | 3.800% | 7/25/23 | 4,848 | 4,868 | ||
2 | PNC Bank NA | 3.300% | 10/30/24 | 17,949 | 17,793 | |
2 | PNC Bank NA | 2.950% | 2/23/25 | 6,450 | 6,286 | |
2 | PNC Bank NA | 3.875% | 4/10/25 | 4,000 | 3,962 | |
2 | PNC Bank NA | 3.250% | 6/1/25 | 1,997 | 1,968 | |
2 | PNC Bank NA | 4.200% | 11/1/25 | 5,291 | 5,285 | |
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 8,817 | 8,820 | ||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 11,418 | 11,463 | ||
PNC Financial Services Group Inc. | 2.200% | 11/1/24 | 2,407 | 2,332 | ||
PNC Financial Services Group Inc. | 1.150% | 8/13/26 | 6,663 | 5,956 | ||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 13,235 | 12,626 | ||
Principal Financial Group Inc. | 3.125% | 5/15/23 | 4,724 | 4,712 | ||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 1,551 | 1,517 | ||
Progressive Corp. | 2.500% | 3/15/27 | 5,860 | 5,530 | ||
Prospect Capital Corp. | 5.875% | 3/15/23 | 376 | 377 | ||
Prospect Capital Corp. | 3.706% | 1/22/26 | 4,126 | 3,671 | ||
Prospect Capital Corp. | 3.364% | 11/15/26 | 1,340 | 1,137 | ||
2 | Prudential Financial Inc. | 1.500% | 3/10/26 | 182 | 167 | |
2 | Prudential Financial Inc. | 5.625% | 6/15/43 | 7,882 | 7,693 | |
2 | Prudential Financial Inc. | 5.200% | 3/15/44 | 6,260 | 5,926 | |
2 | Prudential Financial Inc. | 5.375% | 5/15/45 | 4,901 | 4,684 | |
Regions Financial Corp. | 2.250% | 5/18/25 | 6,359 | 6,070 | ||
2 | Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 5,565 | 5,613 | |
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 743 | 730 | ||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 3,476 | 3,447 | ||
2 | Royal Bank of Canada | 3.700% | 10/5/23 | 13,793 | 13,880 | |
2 | Royal Bank of Canada | 0.500% | 10/26/23 | 9,655 | 9,337 | |
2 | Royal Bank of Canada | 0.425% | 1/19/24 | 6,720 | 6,436 | |
2 | Royal Bank of Canada | 2.550% | 7/16/24 | 11,464 | 11,203 | |
Royal Bank of Canada | 0.650% | 7/29/24 | 1,423 | 1,336 | ||
2 | Royal Bank of Canada | 2.250% | 11/1/24 | 25,452 | 24,598 | |
2 | Royal Bank of Canada | 1.600% | 1/21/25 | 6,015 | 5,699 | |
Royal Bank of Canada | 3.375% | 4/14/25 | 9,260 | 9,136 | ||
2 | Royal Bank of Canada | 1.150% | 6/10/25 | 15,207 | 14,069 | |
2 | Royal Bank of Canada | 0.875% | 1/20/26 | 12,271 | 11,002 | |
2 | Royal Bank of Canada | 4.650% | 1/27/26 | 14,104 | 14,254 | |
Royal Bank of Canada | 1.200% | 4/27/26 | 16,249 | 14,598 | ||
2 | Royal Bank of Canada | 1.150% | 7/14/26 | 7,165 | 6,395 | |
2 | Royal Bank of Canada | 1.400% | 11/2/26 | 9,871 | 8,766 | |
2 | Royal Bank of Canada | 2.050% | 1/21/27 | 3,175 | 2,895 | |
Royal Bank of Canada | 3.625% | 5/4/27 | 1,215 | 1,180 | ||
Santander Holdings USA Inc. | 3.500% | 6/7/24 | 10,927 | 10,733 | ||
Santander Holdings USA Inc. | 3.450% | 6/2/25 | 2,708 | 2,611 | ||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 11,111 | 11,074 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 19,431 | 18,219 | ||
Santander Holdings USA Inc. | 2.490% | 1/6/28 | 7,260 | 6,407 | ||
2 | Santander UK Group Holdings plc | 4.796% | 11/15/24 | 7,710 | 7,714 | |
Santander UK Group Holdings plc | 1.089% | 3/15/25 | 7,575 | 7,080 | ||
2 | Santander UK Group Holdings plc | 1.532% | 8/21/26 | 2,724 | 2,440 | |
Santander UK Group Holdings plc | 1.673% | 6/14/27 | 9,530 | 8,328 | ||
Santander UK Group Holdings plc | 2.469% | 1/11/28 | 6,890 | 6,111 | ||
Santander UK plc | 4.000% | 3/13/24 | 13,757 | 13,778 | ||
Santander UK plc | 2.875% | 6/18/24 | 2,657 | 2,591 | ||
2 | Signature Bank | 4.000% | 10/15/30 | 2,725 | 2,601 | |
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 637 | 614 | ||
Sixth Street Specialty Lending Inc. | 2.500% | 8/1/26 | 2,912 | 2,540 | ||
State Street Corp. | 3.100% | 5/15/23 | 6,642 | 6,625 | ||
State Street Corp. | 3.700% | 11/20/23 | 13,002 | 13,098 | ||
2 | State Street Corp. | 3.776% | 12/3/24 | 8,038 | 8,029 | |
State Street Corp. | 3.300% | 12/16/24 | 14,594 | 14,538 | ||
State Street Corp. | 3.550% | 8/18/25 | 10,726 | 10,672 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | State Street Corp. | 2.354% | 11/1/25 | 8,485 | 8,163 | |
State Street Corp. | 2.901% | 3/30/26 | 7,652 | 7,413 | ||
State Street Corp. | 2.650% | 5/19/26 | 103 | 99 | ||
State Street Corp. | 2.203% | 2/7/28 | 5,000 | 4,577 | ||
Stifel Financial Corp. | 4.250% | 7/18/24 | 3,335 | 3,345 | ||
2 | Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 1,145 | 1,133 | |
2 | Sumitomo Mitsui Banking Corp. | 3.650% | 7/23/25 | 5,205 | 5,122 | |
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 6,445 | 6,468 | ||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 11,134 | 11,197 | ||
Sumitomo Mitsui Financial Group Inc. | 0.508% | 1/12/24 | 4,344 | 4,138 | ||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 14,753 | 14,371 | ||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 7,151 | 6,898 | ||
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 9,346 | 8,941 | ||
Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 37,321 | 34,372 | ||
Sumitomo Mitsui Financial Group Inc. | 0.948% | 1/12/26 | 8,196 | 7,305 | ||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 8,913 | 8,753 | ||
Sumitomo Mitsui Financial Group Inc. | 1.402% | 9/17/26 | 18,120 | 16,028 | ||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 16,199 | 15,309 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 19,429 | 18,638 | ||
Sumitomo Mitsui Financial Group Inc. | 2.174% | 1/14/27 | 14,574 | 13,206 | ||
SVB Financial Group | 3.500% | 1/29/25 | 2,520 | 2,467 | ||
SVB Financial Group | 1.800% | 10/28/26 | 5,725 | 5,092 | ||
SVB Financial Group | 4.345% | 4/29/28 | 9,000 | 8,745 | ||
2 | Svenska Handelsbanken AB | 3.900% | 11/20/23 | 14,193 | 14,262 | |
Swiss Re America Holding Corp. | 7.000% | 2/15/26 | 5,023 | 5,514 | ||
Synchrony Financial | 4.375% | 3/19/24 | 7,368 | 7,311 | ||
Synchrony Financial | 4.250% | 8/15/24 | 10,719 | 10,670 | ||
Synchrony Financial | 4.500% | 7/23/25 | 5,321 | 5,170 | ||
Synchrony Financial | 3.700% | 8/4/26 | 4,227 | 3,919 | ||
2 | Toronto-Dominion Bank | 0.300% | 6/2/23 | 14,831 | 14,381 | |
2 | Toronto-Dominion Bank | 0.750% | 6/12/23 | 4,313 | 4,186 | |
2 | Toronto-Dominion Bank | 3.500% | 7/19/23 | 13,629 | 13,670 | |
2 | Toronto-Dominion Bank | 0.450% | 9/11/23 | 12,470 | 12,072 | |
Toronto-Dominion Bank | 0.550% | 3/4/24 | 498 | 474 | ||
2 | Toronto-Dominion Bank | 2.350% | 3/8/24 | 4,675 | 4,579 | |
2 | Toronto-Dominion Bank | 3.250% | 3/11/24 | 12,201 | 12,119 | |
2 | Toronto-Dominion Bank | 2.650% | 6/12/24 | 29,798 | 29,240 | |
Toronto-Dominion Bank | 1.250% | 12/13/24 | 11,755 | 11,109 | ||
2 | Toronto-Dominion Bank | 1.450% | 1/10/25 | 7,750 | 7,338 | |
Toronto-Dominion Bank | 3.766% | 6/6/25 | 13,200 | 13,125 | ||
2 | Toronto-Dominion Bank | 1.150% | 6/12/25 | 4,224 | 3,901 | |
2 | Toronto-Dominion Bank | 0.750% | 9/11/25 | 20,852 | 18,824 | |
2 | Toronto-Dominion Bank | 0.750% | 1/6/26 | 4,365 | 3,902 | |
2 | Toronto-Dominion Bank | 1.200% | 6/3/26 | 3,160 | 2,828 | |
2 | Toronto-Dominion Bank | 1.250% | 9/10/26 | 13,337 | 11,839 | |
2 | Toronto-Dominion Bank | 1.950% | 1/12/27 | 6,325 | 5,715 | |
2 | Toronto-Dominion Bank | 2.800% | 3/10/27 | 9,529 | 8,921 | |
Toronto-Dominion Bank | 4.108% | 6/8/27 | 6,000 | 5,937 | ||
Trinity Acquisition plc | 4.400% | 3/15/26 | 6,483 | 6,401 | ||
2 | Truist Bank | 3.200% | 4/1/24 | 13,480 | 13,418 | |
2 | Truist Bank | 3.689% | 8/2/24 | 10,672 | 10,661 | |
2 | Truist Bank | 2.150% | 12/6/24 | 8,924 | 8,604 | |
2 | Truist Bank | 1.500% | 3/10/25 | 10,349 | 9,768 | |
2 | Truist Bank | 3.625% | 9/16/25 | 14,292 | 14,025 | |
2 | Truist Bank | 3.800% | 10/30/26 | 3,151 | 3,075 | |
2 | Truist Financial Corp. | 3.750% | 12/6/23 | 9,008 | 9,065 | |
2 | Truist Financial Corp. | 2.500% | 8/1/24 | 2,265 | 2,211 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Truist Financial Corp. | 2.850% | 10/26/24 | 14,452 | 14,163 | |
Truist Financial Corp. | 4.000% | 5/1/25 | 14,480 | 14,512 | ||
2 | Truist Financial Corp. | 3.700% | 6/5/25 | 3,093 | 3,080 | |
2 | Truist Financial Corp. | 1.267% | 3/2/27 | 9,004 | 8,086 | |
2 | Truist Financial Corp. | 4.123% | 6/6/28 | 10,000 | 9,873 | |
Unum Group | 4.000% | 3/15/24 | 2,990 | 2,982 | ||
2 | US Bancorp | 3.700% | 1/30/24 | 6,947 | 6,983 | |
US Bancorp | 3.375% | 2/5/24 | 9,608 | 9,626 | ||
US Bancorp | 2.400% | 7/30/24 | 11,930 | 11,643 | ||
2 | US Bancorp | 3.600% | 9/11/24 | 2,734 | 2,728 | |
US Bancorp | 1.450% | 5/12/25 | 11,871 | 11,146 | ||
2 | US Bancorp | 3.950% | 11/17/25 | 2,700 | 2,713 | |
2 | US Bancorp | 3.100% | 4/27/26 | 12,587 | 12,141 | |
2 | US Bancorp | 2.375% | 7/22/26 | 9,823 | 9,265 | |
2 | US Bancorp | 3.150% | 4/27/27 | 14,010 | 13,487 | |
2 | US Bank NA | 3.400% | 7/24/23 | 8,205 | 8,196 | |
2 | US Bank NA | 2.050% | 1/21/25 | 6,900 | 6,619 | |
2 | US Bank NA | 2.800% | 1/27/25 | 8,799 | 8,597 | |
Visa Inc. | 3.150% | 12/14/25 | 31,975 | 31,563 | ||
Visa Inc. | 1.900% | 4/15/27 | 12,000 | 11,076 | ||
Voya Financial Inc. | 3.650% | 6/15/26 | 3,500 | 3,400 | ||
Wachovia Corp. | 7.574% | 8/1/26 | 899 | 987 | ||
Wells Fargo & Co. | 4.125% | 8/15/23 | 7,145 | 7,194 | ||
Wells Fargo & Co. | 4.480% | 1/16/24 | 3,483 | 3,523 | ||
2 | Wells Fargo & Co. | 3.750% | 1/24/24 | 15,477 | 15,507 | |
2 | Wells Fargo & Co. | 1.654% | 6/2/24 | 26,934 | 26,310 | |
2 | Wells Fargo & Co. | 3.300% | 9/9/24 | 3,466 | 3,426 | |
2 | Wells Fargo & Co. | 3.000% | 2/19/25 | 23,457 | 22,943 | |
2 | Wells Fargo & Co. | 3.550% | 9/29/25 | 28,041 | 27,529 | |
2 | Wells Fargo & Co. | 2.406% | 10/30/25 | 39,150 | 37,333 | |
2 | Wells Fargo & Co. | 2.164% | 2/11/26 | 48,669 | 45,821 | |
Wells Fargo & Co. | 3.000% | 4/22/26 | 29,048 | 27,660 | ||
2 | Wells Fargo & Co. | 3.908% | 4/25/26 | 15,223 | 14,979 | |
2 | Wells Fargo & Co. | 2.188% | 4/30/26 | 37,660 | 35,305 | |
2 | Wells Fargo & Co. | 4.100% | 6/3/26 | 10,198 | 10,024 | |
Wells Fargo & Co. | 3.000% | 10/23/26 | 35,391 | 33,416 | ||
2 | Wells Fargo & Co. | 3.196% | 6/17/27 | 1,052 | 997 | |
2 | Wells Fargo & Co. | 3.526% | 3/24/28 | 32,330 | 30,678 | |
2 | Wells Fargo & Co. | 3.584% | 5/22/28 | 18,873 | 17,875 | |
Western Alliance Bancorp | 3.000% | 6/15/31 | 1,720 | 1,539 | ||
Western Union Co. | 2.850% | 1/10/25 | 6,289 | 6,039 | ||
Western Union Co. | 1.350% | 3/15/26 | 4,825 | 4,307 | ||
Westpac Banking Corp. | 3.650% | 5/15/23 | 14,488 | 14,506 | ||
Westpac Banking Corp. | 3.300% | 2/26/24 | 9,891 | 9,863 | ||
Westpac Banking Corp. | 1.019% | 11/18/24 | 10,600 | 9,970 | ||
Westpac Banking Corp. | 2.350% | 2/19/25 | 18,759 | 18,124 | ||
Westpac Banking Corp. | 2.850% | 5/13/26 | 22,102 | 21,204 | ||
Westpac Banking Corp. | 3.350% | 3/8/27 | 5,737 | 5,552 | ||
2 | Westpac Banking Corp. | 2.894% | 2/4/30 | 9,836 | 9,321 | |
2 | Westpac Banking Corp. | 4.322% | 11/23/31 | 2,019 | 1,945 | |
Willis North America Inc. | 3.600% | 5/15/24 | 2,323 | 2,289 | ||
Willis North America Inc. | 4.650% | 6/15/27 | 7,109 | 6,999 | ||
7,588,434 | ||||||
Health Care (2.1%) | ||||||
Abbott Laboratories | 3.400% | 11/30/23 | 6,623 | 6,650 | ||
Abbott Laboratories | 2.950% | 3/15/25 | 1,670 | 1,649 | ||
Abbott Laboratories | 3.875% | 9/15/25 | 9,801 | 9,907 | ||
Abbott Laboratories | 3.750% | 11/30/26 | 11,751 | 11,840 | ||
AbbVie Inc. | 3.750% | 11/14/23 | 13,373 | 13,424 | ||
AbbVie Inc. | 3.850% | 6/15/24 | 20,882 | 20,877 | ||
AbbVie Inc. | 2.600% | 11/21/24 | 33,795 | 32,742 | ||
AbbVie Inc. | 3.800% | 3/15/25 | 25,777 | 25,600 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 34,662 | 34,213 | ||
AbbVie Inc. | 3.200% | 5/14/26 | 2,252 | 2,168 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 46,683 | 44,248 | ||
Aetna Inc. | 3.500% | 11/15/24 | 3,848 | 3,806 | ||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 3,703 | 3,538 | ||
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 12,020 | 11,920 | ||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 4,367 | 4,273 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Amgen Inc. | 2.250% | 8/19/23 | 6,650 | 6,575 | ||
Amgen Inc. | 3.625% | 5/22/24 | 7,411 | 7,398 | ||
Amgen Inc. | 1.900% | 2/21/25 | 8,003 | 7,649 | ||
Amgen Inc. | 3.125% | 5/1/25 | 2,005 | 1,969 | ||
Amgen Inc. | 2.600% | 8/19/26 | 2,275 | 2,155 | ||
Amgen Inc. | 2.200% | 2/21/27 | 22,927 | 21,083 | ||
AstraZeneca Finance LLC | 0.700% | 5/28/24 | 8,845 | 8,391 | ||
AstraZeneca Finance LLC | 1.200% | 5/28/26 | 22,883 | 20,679 | ||
AstraZeneca plc | 3.500% | 8/17/23 | 7,096 | 7,120 | ||
AstraZeneca plc | 3.375% | 11/16/25 | 18,973 | 18,788 | ||
AstraZeneca plc | 0.700% | 4/8/26 | 11,345 | 10,111 | ||
AstraZeneca plc | 3.125% | 6/12/27 | 6,900 | 6,648 | ||
Baxalta Inc. | 4.000% | 6/23/25 | 12,190 | 12,097 | ||
Baxter International Inc. | 0.868% | 12/1/23 | 10,866 | 10,429 | ||
Baxter International Inc. | 1.322% | 11/29/24 | 12,190 | 11,446 | ||
Baxter International Inc. | 2.600% | 8/15/26 | 5,894 | 5,521 | ||
Baxter International Inc. | 1.915% | 2/1/27 | 10,945 | 9,802 | ||
Becton Dickinson & Co. | 3.363% | 6/6/24 | 16,323 | 16,154 | ||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 3,634 | 3,616 | ||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 12,000 | 11,616 | ||
Biogen Inc. | 4.050% | 9/15/25 | 11,232 | 11,120 | ||
Bio-Rad Laboratories Inc. | 3.300% | 3/15/27 | 3,250 | ��3,071 | ||
Boston Scientific Corp. | 3.450% | 3/1/24 | 5,393 | 5,382 | ||
Boston Scientific Corp. | 1.900% | 6/1/25 | 11,301 | 10,666 | ||
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 4,225 | 4,229 | ||
Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 39,622 | 39,272 | ||
Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | 4,928 | 4,495 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 15,922 | 15,714 | ||
Cardinal Health Inc. | 3.079% | 6/15/24 | 6,912 | 6,799 | ||
Cardinal Health Inc. | 3.750% | 9/15/25 | 3,147 | 3,111 | ||
Cardinal Health Inc. | 3.410% | 6/15/27 | 2,725 | 2,622 | ||
2 | Cigna Corp. | 3.000% | 7/15/23 | 9,442 | 9,378 | |
Cigna Corp. | 3.750% | 7/15/23 | 1,002 | 1,003 | ||
Cigna Corp. | 0.613% | 3/15/24 | 3,688 | 3,512 | ||
2 | Cigna Corp. | 3.500% | 6/15/24 | 7,606 | 7,555 | |
2 | Cigna Corp. | 3.250% | 4/15/25 | 13,019 | 12,772 | |
Cigna Corp. | 4.125% | 11/15/25 | 22,262 | 22,322 | ||
2 | Cigna Corp. | 4.500% | 2/25/26 | 13,170 | 13,343 | |
Cigna Corp. | 1.250% | 3/15/26 | 6,075 | 5,482 | ||
2 | Cigna Corp. | 3.400% | 3/1/27 | 18,418 | 17,710 | |
CommonSpirit Health | 2.760% | 10/1/24 | 6,289 | 6,121 | ||
CommonSpirit Health | 1.547% | 10/1/25 | 5,806 | 5,323 | ||
CVS Health Corp. | 3.375% | 8/12/24 | 7,704 | 7,669 | ||
CVS Health Corp. | 2.625% | 8/15/24 | 11,756 | 11,503 | ||
CVS Health Corp. | 4.100% | 3/25/25 | 200 | 201 | ||
CVS Health Corp. | 3.875% | 7/20/25 | 30,606 | 30,485 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 22,213 | 21,176 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 2,420 | 2,319 | ||
CVS Health Corp. | 3.625% | 4/1/27 | 3,000 | 2,922 | ||
Danaher Corp. | 3.350% | 9/15/25 | 1,746 | 1,720 | ||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 6,464 | 6,204 | ||
Elevance Health Inc. | 3.500% | 8/15/24 | 20,500 | 20,418 | ||
Elevance Health Inc. | 3.350% | 12/1/24 | 11,517 | 11,373 | ||
Elevance Health Inc. | 2.375% | 1/15/25 | 11,019 | 10,623 | ||
Elevance Health Inc. | 1.500% | 3/15/26 | 3,865 | 3,535 | ||
Gilead Sciences Inc. | 2.500% | 9/1/23 | 8,685 | 8,600 | ||
Gilead Sciences Inc. | 0.750% | 9/29/23 | 6,186 | 5,989 | ||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 7,702 | 7,712 | ||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 10,100 | 9,988 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 25,039 | 24,665 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 13,575 | 12,852 | ||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 9,389 | 9,415 | ||
GlaxoSmithKline Capital plc | 0.534% | 10/1/23 | 10,974 | 10,606 | ||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 6,521 | 6,470 | ||
HCA Inc. | 5.000% | 3/15/24 | 17,131 | 17,190 | ||
HCA Inc. | 5.375% | 2/1/25 | 20,200 | 20,161 | ||
HCA Inc. | 5.250% | 4/15/25 | 16,748 | 16,791 | ||
HCA Inc. | 5.875% | 2/15/26 | 11,200 | 11,274 | ||
HCA Inc. | 5.250% | 6/15/26 | 8,708 | 8,647 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
HCA Inc. | 5.375% | 9/1/26 | 8,950 | 8,875 | ||
HCA Inc. | 4.500% | 2/15/27 | 1,255 | 1,208 | ||
4 | HCA Inc. | 3.125% | 3/15/27 | 13,190 | 12,056 | |
Humana Inc. | 0.650% | 8/3/23 | 4,816 | 4,667 | ||
Humana Inc. | 3.850% | 10/1/24 | 6,121 | 6,130 | ||
Humana Inc. | 4.500% | 4/1/25 | 5,060 | 5,118 | ||
Humana Inc. | 3.950% | 3/15/27 | 2,265 | 2,225 | ||
Johnson & Johnson | 3.375% | 12/5/23 | 5,604 | 5,632 | ||
Johnson & Johnson | 2.625% | 1/15/25 | 3,883 | 3,837 | ||
Johnson & Johnson | 0.550% | 9/1/25 | 9,690 | 8,945 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 11,288 | 10,970 | ||
Johnson & Johnson | 2.950% | 3/3/27 | 13,168 | 12,867 | ||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 3,228 | 3,136 | ||
Laboratory Corp. of America Holdings | 4.000% | 11/1/23 | 2,137 | 2,144 | ||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 6,999 | 6,895 | ||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 7,067 | 6,762 | ||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 4,134 | 4,075 | ||
Laboratory Corp. of America Holdings | 1.550% | 6/1/26 | 5,140 | 4,598 | ||
McKesson Corp. | 3.796% | 3/15/24 | 5,374 | 5,387 | ||
McKesson Corp. | 0.900% | 12/3/25 | 5,586 | 5,029 | ||
Merck & Co. Inc. | 2.900% | 3/7/24 | 7,469 | 7,430 | ||
Merck & Co. Inc. | 2.750% | 2/10/25 | 8,779 | 8,665 | ||
Merck & Co. Inc. | 0.750% | 2/24/26 | 8,595 | 7,797 | ||
Merck & Co. Inc. | 1.700% | 6/10/27 | 3,000 | 2,727 | ||
Mylan Inc. | 4.200% | 11/29/23 | 5,900 | 5,884 | ||
Novartis Capital Corp. | 3.400% | 5/6/24 | 16,891 | 16,972 | ||
Novartis Capital Corp. | 1.750% | 2/14/25 | 8,671 | 8,370 | ||
Novartis Capital Corp. | 3.000% | 11/20/25 | 4,962 | 4,897 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 16,816 | 15,653 | ||
Novartis Capital Corp. | 3.100% | 5/17/27 | 4,474 | 4,365 | ||
2 | PeaceHealth Obligated Group | 1.375% | 11/15/25 | 1,810 | 1,665 | |
PerkinElmer Inc. | 0.550% | 9/15/23 | 4,905 | 4,722 | ||
PerkinElmer Inc. | 0.850% | 9/15/24 | 5,150 | 4,778 | ||
Pfizer Inc. | 3.200% | 9/15/23 | 4,988 | 5,002 | ||
Pfizer Inc. | 2.950% | 3/15/24 | 5,016 | 4,995 | ||
Pfizer Inc. | 3.400% | 5/15/24 | 7,848 | 7,891 | ||
Pfizer Inc. | 0.800% | 5/28/25 | 4,025 | 3,753 | ||
Pfizer Inc. | 2.750% | 6/3/26 | 11,840 | 11,535 | ||
Pfizer Inc. | 3.000% | 12/15/26 | 8,696 | 8,503 | ||
2 | Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 2,617 | 2,498 | |
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 200 | 201 | ||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 5,147 | 5,061 | ||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 7,504 | 7,311 | ||
Royalty Pharma plc | 0.750% | 9/2/23 | 11,164 | 10,748 | ||
Royalty Pharma plc | 1.200% | 9/2/25 | 7,468 | 6,691 | ||
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 8,321 | 8,229 | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 24,277 | 23,311 | ||
2 | SSM Health Care Corp. | 3.823% | 6/1/27 | 2,344 | 2,334 | |
Stryker Corp. | 0.600% | 12/1/23 | 2,433 | 2,333 | ||
Stryker Corp. | 3.375% | 5/15/24 | 4,790 | 4,764 | ||
Stryker Corp. | 1.150% | 6/15/25 | 3,299 | 3,047 | ||
Stryker Corp. | 3.375% | 11/1/25 | 5,670 | 5,552 | ||
Stryker Corp. | 3.500% | 3/15/26 | 1,535 | 1,506 | ||
2 | Sutter Health | 1.321% | 8/15/25 | 2,580 | 2,377 | |
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 19,179 | 19,318 | ||
Thermo Fisher Scientific Inc. | 0.797% | 10/18/23 | 9,970 | 9,673 | ||
Thermo Fisher Scientific Inc. | 1.215% | 10/18/24 | 16,220 | 15,385 | ||
UnitedHealth Group Inc. | 3.500% | 2/15/24 | 3,881 | 3,897 | ||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 5,364 | 5,260 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 15,996 | 16,013 | ||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 7,365 | 7,354 | ||
UnitedHealth Group Inc. | 1.250% | 1/15/26 | 1,123 | 1,036 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 1,930 | 1,890 | ||
UnitedHealth Group Inc. | 1.150% | 5/15/26 | 12,696 | 11,552 | ||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 3,620 | 3,570 | ||
UnitedHealth Group Inc. | 3.375% | 4/15/27 | 10,054 | 9,868 | ||
UnitedHealth Group Inc. | 3.700% | 5/15/27 | 550 | 548 | ||
4 | Universal Health Services Inc. | 1.650% | 9/1/26 | 3,525 | 3,054 | |
2 | UPMC | 3.600% | 4/3/25 | 4,985 | 4,953 | |
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 22,100 | 20,837 | ||
Viatris Inc. | 1.650% | 6/22/25 | 6,900 | 6,258 | ||
Wyeth LLC | 7.250% | 3/1/23 | 1,000 | 1,028 | ||
Wyeth LLC | 6.450% | 2/1/24 | 5,937 | 6,209 | ||
Zimmer Biomet Holdings Inc. | 1.450% | 11/22/24 | 5,325 | 5,023 | ||
Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | 11,432 | 10,977 | ||
Zoetis Inc. | 4.500% | 11/13/25 | 138 | 140 | ||
1,443,578 | ||||||
Industrials (1.7%) | ||||||
2 | 3M Co. | 3.250% | 2/14/24 | 12,640 | 12,646 | |
3M Co. | 2.000% | 2/14/25 | 6,730 | 6,480 | ||
3M Co. | 2.650% | 4/15/25 | 3,125 | 3,050 | ||
2 | 3M Co. | 3.000% | 8/7/25 | 8,375 | 8,240 | |
2 | 3M Co. | 2.250% | 9/19/26 | 2,674 | 2,527 | |
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 3,362 | 3,267 | ||
Amphenol Corp. | 3.200% | 4/1/24 | 3,030 | 3,003 | ||
Amphenol Corp. | 2.050% | 3/1/25 | 3,050 | 2,900 | ||
2 | BNSF Funding Trust I | 6.613% | 12/15/55 | 3,689 | 3,625 | |
Boeing Co. | 4.508% | 5/1/23 | 27,899 | 28,019 | ||
Boeing Co. | 1.875% | 6/15/23 | 8,040 | 7,871 | ||
Boeing Co. | 1.950% | 2/1/24 | 9,675 | 9,345 | ||
Boeing Co. | 1.433% | 2/4/24 | 22,200 | 21,238 | ||
Boeing Co. | 2.800% | 3/1/24 | 2,170 | 2,127 | ||
Boeing Co. | 2.850% | 10/30/24 | 8,550 | 8,298 | ||
Boeing Co. | 4.875% | 5/1/25 | 30,407 | 30,293 | ||
Boeing Co. | 2.600% | 10/30/25 | 4,884 | 4,558 | ||
Boeing Co. | 2.750% | 2/1/26 | 5,000 | 4,642 | ||
Boeing Co. | 2.196% | 2/4/26 | 49,662 | 44,819 | ||
Boeing Co. | 3.100% | 5/1/26 | 5,174 | 4,843 | ||
Boeing Co. | 2.250% | 6/15/26 | 10,736 | 9,684 | ||
Boeing Co. | 2.700% | 2/1/27 | 10,359 | 9,220 | ||
Boeing Co. | 5.040% | 5/1/27 | 27,501 | 27,167 | ||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 8,493 | 8,542 | ||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 5,764 | 5,801 | ||
Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 1,738 | 1,741 | ||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 9,129 | 9,028 | ||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 5,019 | 5,042 | ||
Canadian National Railway Co. | 2.750% | 3/1/26 | 4,507 | 4,329 | ||
Canadian Pacific Railway Co. | 1.350% | 12/2/24 | 13,000 | 12,258 | ||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 5,496 | 5,330 | ||
Canadian Pacific Railway Co. | 1.750% | 12/2/26 | 9,380 | 8,493 | ||
Carrier Global Corp. | 2.242% | 2/15/25 | 33,958 | 32,262 | ||
Carrier Global Corp. | 2.493% | 2/15/27 | 17,150 | 15,651 | ||
Caterpillar Financial Services Corp. | 0.650% | 7/7/23 | 8,358 | 8,149 | ||
2 | Caterpillar Financial Services Corp. | 0.450% | 9/14/23 | 4,705 | 4,566 | |
2 | Caterpillar Financial Services Corp. | 3.750% | 11/24/23 | 3,836 | 3,867 | |
2 | Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 7,784 | 7,840 | |
2 | Caterpillar Financial Services Corp. | 0.950% | 1/10/24 | 8,918 | 8,626 | |
2 | Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 4,608 | 4,567 | |
2 | Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 4,085 | 4,082 | |
2 | Caterpillar Financial Services Corp. | 0.600% | 9/13/24 | 6,315 | 5,943 | |
2 | Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | 14,391 | 13,969 | |
2 | Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 9,473 | 9,461 | |
2 | Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 3,885 | 3,667 | |
2 | Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | 5,080 | 4,617 | |
Caterpillar Financial Services Corp. | 0.900% | 3/2/26 | 8,381 | 7,617 | ||
2 | Caterpillar Financial Services Corp. | 1.150% | 9/14/26 | 3,250 | 2,929 | |
2 | Caterpillar Financial Services Corp. | 1.700% | 1/8/27 | 9,126 | 8,366 | |
Caterpillar Inc. | 3.400% | 5/15/24 | 16,337 | 16,391 | ||
CNH Industrial Capital LLC | 1.950% | 7/2/23 | 6,458 | 6,312 | ||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 4,777 | 4,778 | ||
CNH Industrial Capital LLC | 1.875% | 1/15/26 | 3,940 | 3,576 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CNH Industrial NV | 4.500% | 8/15/23 | 6,330 | 6,388 | ||
2 | Continental Airlines Pass-Through Trust Class A Series 2012-2 | 4.000% | 10/29/24 | 4,048 | 3,856 | |
Crane Holdings Co. | 4.450% | 12/15/23 | 2,500 | 2,518 | ||
CSX Corp. | 3.400% | 8/1/24 | 4,344 | 4,315 | ||
CSX Corp. | 3.350% | 11/1/25 | 8,285 | 8,141 | ||
CSX Corp. | 2.600% | 11/1/26 | 5,040 | 4,745 | ||
CSX Corp. | 3.250% | 6/1/27 | 237 | 227 | ||
Cummins Inc. | 3.650% | 10/1/23 | 6,221 | 6,248 | ||
Cummins Inc. | 0.750% | 9/1/25 | 2,396 | 2,188 | ||
Deere & Co. | 2.750% | 4/15/25 | 3,694 | 3,615 | ||
4 | Delta Air Lines Inc. | 7.000% | 5/1/25 | 5,843 | 5,914 | |
4 | Delta Air Lines Inc. | 4.500% | 10/20/25 | 3,600 | 3,497 | |
2 | Delta Air Lines Pass-Through Trust Class AA Series 2019-1 | 3.204% | 4/25/24 | 2,900 | 2,800 | |
Dover Corp. | 3.150% | 11/15/25 | 3,871 | 3,803 | ||
Emerson Electric Co. | 3.150% | 6/1/25 | 854 | 845 | ||
Emerson Electric Co. | 0.875% | 10/15/26 | 3,752 | 3,317 | ||
FedEx Corp. | 3.250% | 4/1/26 | 1,625 | 1,594 | ||
Fortive Corp. | 3.150% | 6/15/26 | 4,723 | 4,466 | ||
General Dynamics Corp. | 1.875% | 8/15/23 | 5,907 | 5,829 | ||
General Dynamics Corp. | 2.375% | 11/15/24 | 6,635 | 6,460 | ||
General Dynamics Corp. | 3.250% | 4/1/25 | 4,000 | 3,967 | ||
General Dynamics Corp. | 3.500% | 5/15/25 | 2,857 | 2,849 | ||
General Dynamics Corp. | 3.500% | 4/1/27 | 3,740 | 3,677 | ||
General Electric Co. | 2.700% | 10/9/22 | 1,075 | 1,076 | ||
Honeywell International Inc. | 2.300% | 8/15/24 | 12,285 | 12,066 | ||
Honeywell International Inc. | 1.350% | 6/1/25 | 1,744 | 1,644 | ||
Honeywell International Inc. | 2.500% | 11/1/26 | 13,024 | 12,444 | ||
Honeywell International Inc. | 1.100% | 3/1/27 | 6,646 | 5,912 | ||
Huntington Ingalls Industries Inc. | 0.670% | 8/16/23 | 2,692 | 2,594 | ||
Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 3,900 | 3,808 | ||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 5,652 | 5,670 | ||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 6,866 | 6,566 | ||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 5,523 | 5,456 | ||
2 | John Deere Capital Corp. | 0.700% | 7/5/23 | 6,563 | 6,407 | |
2 | John Deere Capital Corp. | 0.400% | 10/10/23 | 3,350 | 3,242 | |
John Deere Capital Corp. | 3.650% | 10/12/23 | 7,052 | 7,104 | ||
2 | John Deere Capital Corp. | 0.900% | 1/10/24 | 7,109 | 6,875 | |
2 | John Deere Capital Corp. | 3.450% | 1/10/24 | 2,025 | 2,030 | |
2 | John Deere Capital Corp. | 0.450% | 1/17/24 | 2,923 | 2,804 | |
2 | John Deere Capital Corp. | 2.600% | 3/7/24 | 6,173 | 6,107 | |
2 | John Deere Capital Corp. | 0.450% | 6/7/24 | 6,453 | 6,120 | |
2 | John Deere Capital Corp. | 3.350% | 6/12/24 | 547 | 548 | |
2 | John Deere Capital Corp. | 2.650% | 6/24/24 | 10,002 | 9,894 | |
2 | John Deere Capital Corp. | 0.625% | 9/10/24 | 5,650 | 5,336 | |
2 | John Deere Capital Corp. | 2.050% | 1/9/25 | 8,359 | 8,095 | |
2 | John Deere Capital Corp. | 1.250% | 1/10/25 | 6,275 | 5,957 | |
John Deere Capital Corp. | 3.400% | 6/6/25 | 6,000 | 5,981 | ||
2 | John Deere Capital Corp. | 0.700% | 1/15/26 | 8,245 | 7,452 | |
2 | John Deere Capital Corp. | 1.050% | 6/17/26 | 4,455 | 4,033 | |
2 | John Deere Capital Corp. | 2.250% | 9/14/26 | 5,004 | 4,707 | |
2 | John Deere Capital Corp. | 1.300% | 10/13/26 | 5,505 | 4,987 | |
2 | John Deere Capital Corp. | 1.700% | 1/11/27 | 5,300 | 4,841 | |
2 | John Deere Capital Corp. | 1.750% | 3/9/27 | 1,242 | 1,134 | |
2 | Johnson Controls International plc | 3.900% | 2/14/26 | 2,952 | 2,935 | |
Keysight Technologies Inc. | 4.550% | 10/30/24 | 5,234 | 5,304 | ||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 5,625 | 5,645 | ||
L3Harris Technologies Inc. | 3.950% | 5/28/24 | 1,380 | 1,384 | ||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 4,350 | 4,296 | ||
Lennox International Inc. | 3.000% | 11/15/23 | 1,775 | 1,757 | ||
Lennox International Inc. | 1.350% | 8/1/25 | 3,773 | 3,459 | ||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 9,375 | 9,391 | ||
Norfolk Southern Corp. | 3.850% | 1/15/24 | 3,508 | 3,515 | ||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 432 | 429 | ||
Norfolk Southern Corp. | 2.900% | 6/15/26 | 7,910 | 7,571 | ||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 12,337 | 12,335 | ||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 7,166 | 7,016 | ||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 5,677 | 5,453 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Otis Worldwide Corp. | 2.056% | 4/5/25 | 19,076 | 18,063 | ||
Otis Worldwide Corp. | 2.293% | 4/5/27 | 4,634 | 4,204 | ||
PACCAR Financial Corp. | 3.400% | 8/9/23 | 2,978 | 2,981 | ||
2 | PACCAR Financial Corp. | 0.350% | 8/11/23 | 2,835 | 2,747 | |
2 | PACCAR Financial Corp. | 0.350% | 2/2/24 | 3,873 | 3,695 | |
2 | PACCAR Financial Corp. | 3.150% | 6/13/24 | 2,000 | 1,991 | |
2 | PACCAR Financial Corp. | 2.150% | 8/15/24 | 2,242 | 2,183 | |
2 | PACCAR Financial Corp. | 0.900% | 11/8/24 | 3,057 | 2,875 | |
2 | PACCAR Financial Corp. | 1.800% | 2/6/25 | 3,630 | 3,472 | |
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 11,609 | 11,347 | ||
Parker-Hannifin Corp. | 3.650% | 6/15/24 | 9,900 | 9,835 | ||
2 | Parker-Hannifin Corp. | 3.300% | 11/21/24 | 9,570 | 9,436 | |
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 2,745 | 2,620 | ||
Parker-Hannifin Corp. | 4.250% | 9/15/27 | 4,490 | 4,467 | ||
Precision Castparts Corp. | 3.250% | 6/15/25 | 4,958 | 4,940 | ||
Raytheon Technologies Corp. | 3.700% | 12/15/23 | 2,457 | 2,465 | ||
Raytheon Technologies Corp. | 3.200% | 3/15/24 | 11,498 | 11,467 | ||
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 17,208 | 17,280 | ||
Raytheon Technologies Corp. | 3.500% | 3/15/27 | 7,196 | 7,032 | ||
Raytheon Technologies Corp. | 3.125% | 5/4/27 | 10,502 | 10,049 | ||
Republic Services Inc. | 2.500% | 8/15/24 | 5,660 | 5,483 | ||
Republic Services Inc. | 3.200% | 3/15/25 | 7,634 | 7,502 | ||
Republic Services Inc. | 0.875% | 11/15/25 | 3,638 | 3,281 | ||
Republic Services Inc. | 2.900% | 7/1/26 | 4,858 | 4,638 | ||
Rockwell Automation Inc. | 0.350% | 8/15/23 | 4,000 | 3,880 | ||
Rockwell Automation Inc. | 2.875% | 3/1/25 | 616 | 603 | ||
2 | Ryder System Inc. | 3.750% | 6/9/23 | 6,175 | 6,156 | |
2 | Ryder System Inc. | 3.875% | 12/1/23 | 1,532 | 1,529 | |
2 | Ryder System Inc. | 3.650% | 3/18/24 | 2,782 | 2,759 | |
2 | Ryder System Inc. | 2.500% | 9/1/24 | 6,083 | 5,849 | |
2 | Ryder System Inc. | 4.625% | 6/1/25 | 8,404 | 8,456 | |
2 | Ryder System Inc. | 3.350% | 9/1/25 | 832 | 804 | |
2 | Ryder System Inc. | 1.750% | 9/1/26 | 3,441 | 3,115 | |
2 | Ryder System Inc. | 2.850% | 3/1/27 | 1,660 | 1,540 | |
Southwest Airlines Co. | 5.250% | 5/4/25 | 14,868 | 15,166 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 12,280 | 12,389 | ||
Teledyne Technologies Inc. | 0.650% | 4/1/23 | 4,410 | 4,292 | ||
Teledyne Technologies Inc. | 0.950% | 4/1/24 | 13,505 | 12,774 | ||
Teledyne Technologies Inc. | 1.600% | 4/1/26 | 7,033 | 6,303 | ||
Textron Inc. | 4.300% | 3/1/24 | 810 | 814 | ||
Textron Inc. | 3.875% | 3/1/25 | 4,084 | 4,057 | ||
Textron Inc. | 4.000% | 3/15/26 | 2,350 | 2,321 | ||
Textron Inc. | 3.650% | 3/15/27 | 3,772 | 3,646 | ||
Timken Co. | 3.875% | 9/1/24 | 775 | 767 | ||
Trane Technologies Luxembourg Finance SA | 3.550% | 11/1/24 | 4,935 | 4,868 | ||
Trimble Inc. | 4.750% | 12/1/24 | 3,532 | 3,546 | ||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 2,500 | 2,491 | ||
Tyco Electronics Group SA | 3.700% | 2/15/26 | 2,870 | 2,861 | ||
Union Pacific Corp. | 3.500% | 6/8/23 | 6,460 | 6,459 | ||
Union Pacific Corp. | 3.646% | 2/15/24 | 3,807 | 3,812 | ||
Union Pacific Corp. | 3.150% | 3/1/24 | 9,184 | 9,119 | ||
Union Pacific Corp. | 3.750% | 3/15/24 | 1,738 | 1,742 | ||
Union Pacific Corp. | 3.250% | 1/15/25 | 6,789 | 6,750 | ||
Union Pacific Corp. | 3.750% | 7/15/25 | 1,517 | 1,518 | ||
Union Pacific Corp. | 3.250% | 8/15/25 | 4,168 | 4,103 | ||
Union Pacific Corp. | 2.750% | 3/1/26 | 3,147 | 3,020 | ||
2 | United Airlines Pass-Through Trust Class A Series 2012-1 | 4.150% | 4/11/24 | 3,690 | 3,575 | |
2 | United Airlines Pass-Through Trust Class A Series 2013-1 | 4.300% | 8/15/25 | 505 | 480 | |
2 | United Airlines Pass-Through Trust Class A Series 2014-1 | 4.000% | 4/11/26 | 2,761 | 2,579 | |
2 | United Airlines Pass-Through Trust Class A Series 2014-2 | 3.750% | 9/3/26 | 4,468 | 4,196 | |
2 | United Airlines Pass-Through Trust Class B Series 2020-1 | 4.875% | 1/15/26 | 6,142 | 5,812 | |
United Parcel Service Inc. | 2.200% | 9/1/24 | 5,748 | 5,610 | ||
United Parcel Service Inc. | 2.800% | 11/15/24 | 1,999 | 1,975 | ||
United Parcel Service Inc. | 3.900% | 4/1/25 | 1,811 | 1,826 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United Parcel Service Inc. | 2.400% | 11/15/26 | 4,560 | 4,333 | ||
Vontier Corp. | 1.800% | 4/1/26 | 4,572 | 4,002 | ||
Waste Management Inc. | 0.750% | 11/15/25 | 4,068 | 3,700 | ||
Westinghouse Air Brake Technologies Corp. | 4.400% | 3/15/24 | 6,300 | 6,287 | ||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 4,853 | 4,634 | ||
Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | 6,635 | 6,095 | ||
WW Grainger Inc. | 1.850% | 2/15/25 | 4,375 | 4,164 | ||
Xylem Inc. | 3.250% | 11/1/26 | 2,046 | 1,975 | ||
1,181,106 | ||||||
Materials (0.5%) | ||||||
Air Products and Chemicals Inc. | 3.350% | 7/31/24 | 4,510 | 4,499 | ||
Air Products and Chemicals Inc. | 1.500% | 10/15/25 | 3,259 | 3,069 | ||
Air Products and Chemicals Inc. | 1.850% | 5/15/27 | 4,927 | 4,487 | ||
Amcor Flexibles North America Inc. | 4.000% | 5/17/25 | 4,058 | 4,011 | ||
ArcelorMittal SA | 4.550% | 3/11/26 | 2,266 | 2,234 | ||
Berry Global Inc. | 0.950% | 2/15/24 | 5,189 | 4,915 | ||
Berry Global Inc. | 1.570% | 1/15/26 | 13,411 | 11,973 | ||
Berry Global Inc. | 1.650% | 1/15/27 | 3,997 | 3,476 | ||
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 7,443 | 7,495 | ||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 3,022 | 2,982 | ||
Celanese US Holdings LLC | 3.500% | 5/8/24 | 4,007 | 3,953 | ||
Celanese US Holdings LLC | 1.400% | 8/5/26 | 3,470 | 2,983 | ||
Celulosa Arauco y Constitucion SA | 4.500% | 8/1/24 | 3,755 | 3,736 | ||
Dow Chemical Co. | 4.550% | 11/30/25 | 269 | 274 | ||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 20,693 | 20,817 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 7,775 | 7,829 | ||
Eastman Chemical Co. | 3.800% | 3/15/25 | 6,237 | 6,164 | ||
Ecolab Inc. | 0.900% | 12/15/23 | 3,300 | 3,201 | ||
Ecolab Inc. | 2.700% | 11/1/26 | 7,572 | 7,268 | ||
EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | 3,974 | 3,729 | ||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 2,941 | 2,911 | ||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 6,354 | 6,293 | ||
FMC Corp. | 4.100% | 2/1/24 | 650 | 651 | ||
FMC Corp. | 3.200% | 10/1/26 | 5,260 | 5,006 | ||
Freeport-McMoRan Inc. | 4.550% | 11/14/24 | 2,960 | 2,946 | ||
Freeport-McMoRan Inc. | 5.000% | 9/1/27 | 1,225 | 1,216 | ||
Georgia-Pacific LLC | 8.000% | 1/15/24 | 7,741 | 8,202 | ||
4 | Georgia-Pacific LLC | 0.625% | 5/15/24 | 3,000 | 2,816 | |
4 | Georgia-Pacific LLC | 1.750% | 9/30/25 | 2,600 | 2,410 | |
4 | Georgia-Pacific LLC | 2.100% | 4/30/27 | 1,900 | 1,739 | |
Kinross Gold Corp. | 5.950% | 3/15/24 | 4,124 | 4,221 | ||
Linde Inc. | 2.650% | 2/5/25 | 1,861 | 1,830 | ||
Linde Inc. | 3.200% | 1/30/26 | 5,051 | 5,025 | ||
LYB International Finance BV | 4.000% | 7/15/23 | 789 | 788 | ||
LYB International Finance III LLC | 1.250% | 10/1/25 | 3,082 | 2,789 | ||
LyondellBasell Industries NV | 5.750% | 4/15/24 | 6,085 | 6,223 | ||
Martin Marietta Materials Inc. | 0.650% | 7/15/23 | 1,500 | 1,449 | ||
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 1,950 | 1,960 | ||
Mosaic Co. | 4.250% | 11/15/23 | 7,750 | 7,800 | ||
Nucor Corp. | 3.950% | 5/23/25 | 1,815 | 1,809 | ||
Nucor Corp. | 2.000% | 6/1/25 | 7,192 | 6,768 | ||
Nucor Corp. | 4.300% | 5/23/27 | 2,200 | 2,191 | ||
Nutrien Ltd. | 3.000% | 4/1/25 | 4,923 | 4,803 | ||
Nutrien Ltd. | 4.000% | 12/15/26 | 4,240 | 4,236 | ||
Packaging Corp. of America | 3.650% | 9/15/24 | 2,043 | 2,026 | ||
PPG Industries Inc. | 2.400% | 8/15/24 | 2,150 | 2,091 | ||
PPG Industries Inc. | 1.200% | 3/15/26 | 5,946 | 5,328 | ||
Reliance Steel & Aluminum Co. | 1.300% | 8/15/25 | 2,500 | 2,274 | ||
RPM International Inc. | 3.750% | 3/15/27 | 5,700 | 5,469 | ||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 9,559 | 9,483 | ||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 4,790 | 4,703 | ||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 4,099 | 4,071 | ||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 6,000 | 5,726 | ||
Southern Copper Corp. | 3.875% | 4/23/25 | 4,700 | 4,648 | ||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 3,337 | 3,236 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 9,943 | 9,416 | ||
Vale Overseas Ltd. | 6.250% | 8/10/26 | 12,080 | 12,621 | ||
Vulcan Materials Co. | 4.500% | 4/1/25 | 3,012 | 3,054 | ||
Vulcan Materials Co. | 3.900% | 4/1/27 | 2,326 | 2,288 | ||
Westlake Corp. | 3.600% | 8/15/26 | 8,613 | 8,386 | ||
WRKCo Inc. | 3.000% | 9/15/24 | 7,261 | 7,085 | ||
WRKCo Inc. | 3.750% | 3/15/25 | 6,919 | 6,847 | ||
WRKCo Inc. | 4.650% | 3/15/26 | 5,346 | 5,377 | ||
299,306 | ||||||
Real Estate (0.9%) | ||||||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 13,222 | 13,000 | ||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 4,282 | 4,203 | ||
American Campus Communities Operating Partnership LP | 3.750% | 4/15/23 | 2,784 | 2,777 | ||
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 3,870 | 3,885 | ||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 1,478 | 1,444 | ||
American Tower Corp. | 0.600% | 1/15/24 | 1,950 | 1,850 | ||
American Tower Corp. | 5.000% | 2/15/24 | 7,368 | 7,459 | ||
American Tower Corp. | 3.375% | 5/15/24 | 4,650 | 4,580 | ||
American Tower Corp. | 2.950% | 1/15/25 | 5,650 | 5,455 | ||
American Tower Corp. | 2.400% | 3/15/25 | 9,343 | 8,829 | ||
American Tower Corp. | 4.000% | 6/1/25 | 7,635 | 7,552 | ||
American Tower Corp. | 1.300% | 9/15/25 | 168 | 152 | ||
American Tower Corp. | 4.400% | 2/15/26 | 3,900 | 3,880 | ||
American Tower Corp. | 1.600% | 4/15/26 | 2,350 | 2,106 | ||
American Tower Corp. | 1.450% | 9/15/26 | 3,475 | 3,040 | ||
American Tower Corp. | 3.375% | 10/15/26 | 9,933 | 9,392 | ||
American Tower Corp. | 2.750% | 1/15/27 | 4,178 | 3,818 | ||
American Tower Corp. | 3.125% | 1/15/27 | 4,179 | 3,875 | ||
American Tower Corp. | 3.650% | 3/15/27 | 5,000 | 4,757 | ||
2 | AvalonBay Communities Inc. | 4.200% | 12/15/23 | 5,541 | 5,564 | |
2 | AvalonBay Communities Inc. | 3.500% | 11/15/24 | 3,623 | 3,578 | |
2 | AvalonBay Communities Inc. | 3.450% | 6/1/25 | 4,111 | 4,045 | |
2 | AvalonBay Communities Inc. | 3.500% | 11/15/25 | 3,909 | 3,797 | |
2 | AvalonBay Communities Inc. | 2.900% | 10/15/26 | 3,319 | 3,149 | |
2 | AvalonBay Communities Inc. | 3.350% | 5/15/27 | 3,693 | 3,534 | |
Boston Properties LP | 3.125% | 9/1/23 | 4,195 | 4,157 | ||
Boston Properties LP | 3.800% | 2/1/24 | 7,533 | 7,502 | ||
Boston Properties LP | 3.200% | 1/15/25 | 9,340 | 9,106 | ||
Boston Properties LP | 2.750% | 10/1/26 | 9,064 | 8,445 | ||
Brandywine Operating Partnership LP | 4.100% | 10/1/24 | 1,453 | 1,441 | ||
Brixmor Operating Partnership LP | 3.650% | 6/15/24 | 5,050 | 4,979 | ||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 5,717 | 5,629 | ||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 7,695 | 7,369 | ||
CBRE Services Inc. | 4.875% | 3/1/26 | 5,030 | 5,078 | ||
Corporate Office Properties LP | 2.250% | 3/15/26 | 1,844 | 1,671 | ||
Crown Castle International Corp. | 3.200% | 9/1/24 | 7,260 | 7,111 | ||
Crown Castle International Corp. | 1.350% | 7/15/25 | 8,570 | 7,830 | ||
Crown Castle International Corp. | 4.450% | 2/15/26 | 9,185 | 9,098 | ||
Crown Castle International Corp. | 3.700% | 6/15/26 | 5,780 | 5,583 | ||
Crown Castle International Corp. | 1.050% | 7/15/26 | 8,850 | 7,672 | ||
Crown Castle International Corp. | 4.000% | 3/1/27 | 6,015 | 5,837 | ||
Crown Castle International Corp. | 2.900% | 3/15/27 | 4,066 | 3,762 | ||
CubeSmart LP | 4.000% | 11/15/25 | 550 | 543 | ||
CubeSmart LP | 3.125% | 9/1/26 | 3,385 | 3,217 | ||
EPR Properties | 4.500% | 4/1/25 | 444 | 430 | ||
EPR Properties | 4.750% | 12/15/26 | 580 | 543 | ||
EPR Properties | 4.500% | 6/1/27 | 1,333 | 1,206 | ||
Equinix Inc. | 2.625% | 11/18/24 | 11,042 | 10,603 | ||
Equinix Inc. | 1.250% | 7/15/25 | 2,900 | 2,636 | ||
Equinix Inc. | 1.000% | 9/15/25 | 6,525 | 5,851 | ||
Equinix Inc. | 1.450% | 5/15/26 | 3,893 | 3,463 | ||
Equinix Inc. | 2.900% | 11/18/26 | 4,853 | 4,506 | ||
ERP Operating LP | 3.375% | 6/1/25 | 3,050 | 2,983 | ||
ERP Operating LP | 2.850% | 11/1/26 | 3,573 | 3,386 | ||
Essex Portfolio LP | 3.250% | 5/1/23 | 2,756 | 2,740 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Essex Portfolio LP | 3.875% | 5/1/24 | 6,270 | 6,250 | ||
Essex Portfolio LP | 3.500% | 4/1/25 | 4,012 | 3,935 | ||
Essex Portfolio LP | 3.375% | 4/15/26 | 3,850 | 3,720 | ||
Federal Realty OP LP | 3.950% | 1/15/24 | 5,337 | 5,322 | ||
GLP Capital LP | 5.375% | 11/1/23 | 4,550 | 4,533 | ||
GLP Capital LP | 3.350% | 9/1/24 | 4,150 | 3,987 | ||
GLP Capital LP | 5.250% | 6/1/25 | 6,299 | 6,188 | ||
GLP Capital LP | 5.375% | 4/15/26 | 8,203 | 8,028 | ||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 3,468 | 3,298 | ||
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 3,188 | 3,134 | ||
Healthpeak Properties Inc. | 4.000% | 6/1/25 | 3,957 | 3,936 | ||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 3,101 | 2,975 | ||
Highwoods Realty LP | 3.875% | 3/1/27 | 2,755 | 2,656 | ||
Host Hotels & Resorts LP | 3.875% | 4/1/24 | 1,961 | 1,945 | ||
2 | Host Hotels & Resorts LP | 4.000% | 6/15/25 | 1,090 | 1,065 | |
2 | Host Hotels & Resorts LP | 4.500% | 2/1/26 | 3,665 | 3,609 | |
Kilroy Realty LP | 3.450% | 12/15/24 | 4,644 | 4,528 | ||
Kilroy Realty LP | 4.375% | 10/1/25 | 2,403 | 2,368 | ||
Kimco Realty Corp. | 3.500% | 4/15/23 | 1,250 | 1,247 | ||
Kimco Realty Corp. | 2.700% | 3/1/24 | 593 | 581 | ||
Kimco Realty Corp. | 3.300% | 2/1/25 | 4,034 | 3,949 | ||
Kimco Realty Corp. | 3.850% | 6/1/25 | 2,025 | 1,995 | ||
Kimco Realty Corp. | 2.800% | 10/1/26 | 5,170 | 4,842 | ||
Kimco Realty Corp. | 3.800% | 4/1/27 | 2,750 | 2,657 | ||
Kite Realty Group LP | 4.000% | 10/1/26 | 2,978 | 2,851 | ||
Kite Realty Group Trust | 4.000% | 3/15/25 | 470 | 459 | ||
Life Storage LP | 3.500% | 7/1/26 | 2,483 | 2,374 | ||
Mid-America Apartments LP | 4.300% | 10/15/23 | 3,996 | 4,018 | ||
Mid-America Apartments LP | 3.750% | 6/15/24 | 5,865 | 5,843 | ||
Mid-America Apartments LP | 4.000% | 11/15/25 | 1,859 | 1,844 | ||
Mid-America Apartments LP | 1.100% | 9/15/26 | 1,385 | 1,216 | ||
Mid-America Apartments LP | 3.600% | 6/1/27 | 3,146 | 3,026 | ||
National Retail Properties Inc. | 3.900% | 6/15/24 | 1,835 | 1,831 | ||
National Retail Properties Inc. | 4.000% | 11/15/25 | 139 | 138 | ||
National Retail Properties Inc. | 3.600% | 12/15/26 | 6,566 | 6,326 | ||
Office Properties Income Trust | 4.250% | 5/15/24 | 4,433 | 4,306 | ||
Office Properties Income Trust | 4.500% | 2/1/25 | 5,450 | 5,218 | ||
Office Properties Income Trust | 2.650% | 6/15/26 | 3,400 | 2,891 | ||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 4,307 | 4,315 | ||
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 4,755 | 4,769 | ||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 4,086 | 4,039 | ||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 9,027 | 8,940 | ||
Physicians Realty LP | 4.300% | 3/15/27 | 3,662 | 3,589 | ||
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 2,705 | 2,690 | ||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 3,085 | 3,101 | ||
Prologis LP | 3.250% | 10/1/26 | 5,153 | 5,005 | ||
Prologis LP | 2.125% | 4/15/27 | 5,957 | 5,459 | ||
Public Storage | 0.875% | 2/15/26 | 1,478 | 1,320 | ||
Public Storage | 1.500% | 11/9/26 | 1,325 | 1,196 | ||
Realty Income Corp. | 4.600% | 2/6/24 | 8,666 | 8,739 | ||
Realty Income Corp. | 3.875% | 7/15/24 | 3,125 | 3,125 | ||
Realty Income Corp. | 3.875% | 4/15/25 | 1,770 | 1,763 | ||
Realty Income Corp. | 4.625% | 11/1/25 | 4,227 | 4,285 | ||
Realty Income Corp. | 0.750% | 3/15/26 | 5,644 | 4,968 | ||
Realty Income Corp. | 4.875% | 6/1/26 | 3,106 | 3,167 | ||
Realty Income Corp. | 4.125% | 10/15/26 | 6,212 | 6,176 | ||
Realty Income Corp. | 3.000% | 1/15/27 | 12,449 | 11,788 | ||
Regency Centers LP | 3.600% | 2/1/27 | 4,060 | 3,928 | ||
Sabra Health Care LP | 5.125% | 8/15/26 | 3,997 | 3,885 | ||
Simon Property Group LP | 2.000% | 9/13/24 | 10,736 | 10,277 | ||
Simon Property Group LP | 3.375% | 10/1/24 | 19,233 | 19,023 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 12,114 | 11,839 | ||
Simon Property Group LP | 3.300% | 1/15/26 | 3,429 | 3,315 | ||
Simon Property Group LP | 3.250% | 11/30/26 | 2,315 | 2,209 | ||
SITE Centers Corp. | 3.625% | 2/1/25 | 2,977 | 2,891 | ||
SITE Centers Corp. | 4.700% | 6/1/27 | 4,950 | 4,850 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Spirit Realty LP | 3.200% | 1/15/27 | 877 | 806 | ||
Tanger Properties LP | 3.125% | 9/1/26 | 3,446 | 3,239 | ||
2 | UDR Inc. | 2.950% | 9/1/26 | 2,647 | 2,487 | |
Ventas Realty LP | 3.500% | 4/15/24 | 4,285 | 4,239 | ||
Ventas Realty LP | 3.750% | 5/1/24 | 1,530 | 1,520 | ||
Ventas Realty LP | 2.650% | 1/15/25 | 4,634 | 4,434 | ||
Ventas Realty LP | 3.500% | 2/1/25 | 7,413 | 7,239 | ||
Ventas Realty LP | 4.125% | 1/15/26 | 250 | 247 | ||
Ventas Realty LP | 3.250% | 10/15/26 | 6,582 | 6,215 | ||
Ventas Realty LP | 3.850% | 4/1/27 | 545 | 526 | ||
VICI Properties LP | 4.375% | 5/15/25 | 4,165 | 4,081 | ||
Vornado Realty LP | 3.500% | 1/15/25 | 4,674 | 4,526 | ||
Vornado Realty LP | 2.150% | 6/1/26 | 5,912 | 5,261 | ||
Welltower Inc. | 4.500% | 1/15/24 | 4,949 | 4,975 | ||
Welltower Inc. | 3.625% | 3/15/24 | 6,143 | 6,094 | ||
Welltower Inc. | 4.000% | 6/1/25 | 23,083 | 22,959 | ||
WP Carey Inc. | 4.600% | 4/1/24 | 1,279 | 1,286 | ||
WP Carey Inc. | 4.000% | 2/1/25 | 1,744 | 1,738 | ||
WP Carey Inc. | 4.250% | 10/1/26 | 2,570 | 2,542 | ||
624,252 | ||||||
Technology (2.3%) | ||||||
Adobe Inc. | 1.900% | 2/1/25 | 10,479 | 10,088 | ||
Adobe Inc. | 3.250% | 2/1/25 | 7,913 | 7,880 | ||
Adobe Inc. | 2.150% | 2/1/27 | 8,215 | 7,682 | ||
Altera Corp. | 4.100% | 11/15/23 | 1,847 | 1,866 | ||
Analog Devices Inc. | 2.950% | 4/1/25 | 30 | 29 | ||
Analog Devices Inc. | 3.500% | 12/5/26 | 6,934 | 6,851 | ||
Apple Inc. | 3.000% | 2/9/24 | 19,248 | 19,214 | ||
Apple Inc. | 3.450% | 5/6/24 | 23,909 | 24,025 | ||
Apple Inc. | 2.850% | 5/11/24 | 22,344 | 22,209 | ||
Apple Inc. | 1.800% | 9/11/24 | 5,469 | 5,301 | ||
Apple Inc. | 2.750% | 1/13/25 | 12,091 | 11,958 | ||
Apple Inc. | 2.500% | 2/9/25 | 11,961 | 11,735 | ||
Apple Inc. | 1.125% | 5/11/25 | 23,762 | 22,345 | ||
Apple Inc. | 3.200% | 5/13/25 | 10,161 | 10,160 | ||
Apple Inc. | 0.550% | 8/20/25 | 12,830 | 11,772 | ||
Apple Inc. | 0.700% | 2/8/26 | 16,503 | 15,034 | ||
Apple Inc. | 3.250% | 2/23/26 | 39,776 | 39,481 | ||
Apple Inc. | 2.450% | 8/4/26 | 22,910 | 21,986 | ||
Apple Inc. | 2.050% | 9/11/26 | 16,751 | 15,787 | ||
Apple Inc. | 3.350% | 2/9/27 | 21,602 | 21,462 | ||
Apple Inc. | 3.200% | 5/11/27 | 14,062 | 13,848 | ||
Applied Materials Inc. | 3.900% | 10/1/25 | 5,053 | 5,102 | ||
Applied Materials Inc. | 3.300% | 4/1/27 | 8,214 | 8,032 | ||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 5,440 | 5,321 | ||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 2,538 | 2,508 | ||
Autodesk Inc. | 4.375% | 6/15/25 | 2,636 | 2,658 | ||
Autodesk Inc. | 3.500% | 6/15/27 | 4,360 | 4,175 | ||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 7,352 | 7,348 | ||
Avnet Inc. | 4.625% | 4/15/26 | 4,545 | 4,563 | ||
Block Financial LLC | 5.250% | 10/1/25 | 2,347 | 2,382 | ||
Broadcom Corp. | 3.875% | 1/15/27 | 23,620 | 22,770 | ||
Broadcom Inc. | 2.250% | 11/15/23 | 1,850 | 1,808 | ||
Broadcom Inc. | 3.625% | 10/15/24 | 10,260 | 10,152 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 7,046 | 6,784 | ||
Broadcom Inc. | 3.459% | 9/15/26 | 10,535 | 10,114 | ||
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 4,470 | 4,319 | ||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 3,026 | 3,057 | ||
CDW LLC | 5.500% | 12/1/24 | 2,738 | 2,750 | ||
CDW LLC | 4.125% | 5/1/25 | 2,700 | 2,626 | ||
CDW LLC | 2.670% | 12/1/26 | 3,065 | 2,733 | ||
CGI Inc. | 1.450% | 9/14/26 | 4,218 | 3,724 | ||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 10,398 | 10,274 | ||
Cisco Systems Inc. | 2.200% | 9/20/23 | 1,189 | 1,178 | ||
Cisco Systems Inc. | 3.625% | 3/4/24 | 2,975 | 2,998 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 5,917 | 5,821 | ||
Cisco Systems Inc. | 2.500% | 9/20/26 | 8,426 | 8,098 | ||
Citrix Systems Inc. | 1.250% | 3/1/26 | 3,411 | 3,296 | ||
Dell International LLC | 4.000% | 7/15/24 | 7,374 | 7,353 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Dell International LLC | 5.850% | 7/15/25 | 17,109 | 17,657 | ||
Dell International LLC | 6.020% | 6/15/26 | 38,366 | 39,793 | ||
Dell International LLC | 4.900% | 10/1/26 | 18,773 | 18,787 | ||
DXC Technology Co. | 1.800% | 9/15/26 | 6,861 | 6,082 | ||
Equifax Inc. | 2.600% | 12/1/24 | 5,557 | 5,362 | ||
Equifax Inc. | 2.600% | 12/15/25 | 5,488 | 5,168 | ||
Fidelity National Information Services Inc. | 0.600% | 3/1/24 | 2,217 | 2,098 | ||
Fidelity National Information Services Inc. | 1.150% | 3/1/26 | 12,382 | 10,985 | ||
Fiserv Inc. | 3.800% | 10/1/23 | 16,424 | 16,453 | ||
Fiserv Inc. | 2.750% | 7/1/24 | 22,141 | 21,613 | ||
Fiserv Inc. | 3.850% | 6/1/25 | 4,780 | 4,735 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 17,987 | 17,087 | ||
Flex Ltd. | 4.750% | 6/15/25 | 1,345 | 1,352 | ||
Flex Ltd. | 3.750% | 2/1/26 | 3,285 | 3,138 | ||
Fortinet Inc. | 1.000% | 3/15/26 | 4,390 | 3,864 | ||
Global Payments Inc. | 1.500% | 11/15/24 | 6,000 | 5,627 | ||
Global Payments Inc. | 2.650% | 2/15/25 | 11,252 | 10,730 | ||
Global Payments Inc. | 1.200% | 3/1/26 | 6,994 | 6,170 | ||
Global Payments Inc. | 4.800% | 4/1/26 | 6,392 | 6,395 | ||
Global Payments Inc. | 2.150% | 1/15/27 | 5,304 | 4,701 | ||
GXO Logistics Inc. | 1.650% | 7/15/26 | 4,265 | 3,718 | ||
Harman International Industries Inc. | 4.150% | 5/15/25 | 3,072 | 3,069 | ||
Hewlett Packard Enterprise Co. | 4.450% | 10/2/23 | 9,309 | 9,387 | ||
Hewlett Packard Enterprise Co. | 1.450% | 4/1/24 | 5,409 | 5,207 | ||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 18,691 | 19,019 | ||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 7,540 | 6,897 | ||
HP Inc. | 2.200% | 6/17/25 | 17,791 | 16,789 | ||
HP Inc. | 1.450% | 6/17/26 | 11,061 | 9,786 | ||
HP Inc. | 3.000% | 6/17/27 | 8,053 | 7,444 | ||
Hubbell Inc. | 3.350% | 3/1/26 | 1,885 | 1,834 | ||
Intel Corp. | 2.875% | 5/11/24 | 8,929 | 8,896 | ||
Intel Corp. | 3.400% | 3/25/25 | 9,900 | 9,878 | ||
Intel Corp. | 3.700% | 7/29/25 | 19,243 | 19,338 | ||
Intel Corp. | 2.600% | 5/19/26 | 8,589 | 8,311 | ||
Intel Corp. | 3.750% | 3/25/27 | 10,194 | 10,241 | ||
Intel Corp. | 3.150% | 5/11/27 | 3,095 | 3,026 | ||
International Business Machines Corp. | 3.375% | 8/1/23 | 8,951 | 8,969 | ||
International Business Machines Corp. | 3.625% | 2/12/24 | 10,370 | 10,400 | ||
International Business Machines Corp. | 3.000% | 5/15/24 | 25,462 | 25,265 | ||
International Business Machines Corp. | 7.000% | 10/30/25 | 8,960 | 9,840 | ||
International Business Machines Corp. | 3.450% | 2/19/26 | 5,290 | 5,222 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 25,126 | 24,546 | ||
International Business Machines Corp. | 3.300% | 1/27/27 | 3,158 | 3,068 | ||
International Business Machines Corp. | 1.700% | 5/15/27 | 11,207 | 10,087 | ||
Intuit Inc. | 0.650% | 7/15/23 | 6,124 | 5,951 | ||
Intuit Inc. | 0.950% | 7/15/25 | 2,452 | 2,260 | ||
2 | J Paul Getty Trust | 0.391% | 1/1/24 | 2,625 | 2,518 | |
Juniper Networks Inc. | 1.200% | 12/10/25 | 3,170 | 2,839 | ||
KLA Corp. | 4.650% | 11/1/24 | 15,802 | 15,998 | ||
4 | Kyndryl Holdings Inc. | 2.050% | 10/15/26 | 4,439 | 3,754 | |
Lam Research Corp. | 3.800% | 3/15/25 | 2,334 | 2,336 | ||
Lam Research Corp. | 3.750% | 3/15/26 | 7,531 | 7,517 | ||
Legrand France SA | 8.500% | 2/15/25 | 3,443 | 3,803 | ||
Leidos Inc. | 3.625% | 5/15/25 | 4,502 | 4,410 | ||
Marvell Technology Inc. | 1.650% | 4/15/26 | 2,654 | 2,379 | ||
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 3,913 | 3,730 | ||
Microchip Technology Inc. | 4.250% | 9/1/25 | 8,301 | 8,098 | ||
Micron Technology Inc. | 4.975% | 2/6/26 | 70 | 71 | ||
Micron Technology Inc. | 4.185% | 2/15/27 | 11,252 | 11,004 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Microsoft Corp. | 2.000% | 8/8/23 | 10,039 | 9,939 | ||
Microsoft Corp. | 3.625% | 12/15/23 | 5,697 | 5,753 | ||
Microsoft Corp. | 2.875% | 2/6/24 | 16,332 | 16,309 | ||
Microsoft Corp. | 2.700% | 2/12/25 | 12,065 | 11,976 | ||
Microsoft Corp. | 3.125% | 11/3/25 | 29,146 | 29,124 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 36,530 | 35,220 | ||
Microsoft Corp. | 3.300% | 2/6/27 | 34,442 | 34,358 | ||
Moody's Corp. | 4.875% | 2/15/24 | 1,964 | 2,002 | ||
Moody's Corp. | 3.750% | 3/24/25 | 6,245 | 6,234 | ||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 582 | 580 | ||
NetApp Inc. | 3.300% | 9/29/24 | 4,300 | 4,220 | ||
NetApp Inc. | 1.875% | 6/22/25 | 5,736 | 5,350 | ||
NVIDIA Corp. | 0.584% | 6/14/24 | 11,518 | 10,930 | ||
NVIDIA Corp. | 3.200% | 9/16/26 | 9,542 | 9,461 | ||
NXP BV | 4.875% | 3/1/24 | 4,912 | 4,963 | ||
NXP BV | 2.700% | 5/1/25 | 4,267 | 4,062 | ||
NXP BV | 5.350% | 3/1/26 | 3,178 | 3,247 | ||
NXP BV | 3.875% | 6/18/26 | 7,704 | 7,432 | ||
NXP BV | 3.150% | 5/1/27 | 5,139 | 4,781 | ||
NXP BV | 4.400% | 6/1/27 | 2,555 | 2,526 | ||
Oracle Corp. | 3.625% | 7/15/23 | 5,447 | 5,439 | ||
Oracle Corp. | 2.400% | 9/15/23 | 17,503 | 17,235 | ||
Oracle Corp. | 3.400% | 7/8/24 | 16,519 | 16,296 | ||
Oracle Corp. | 2.950% | 11/15/24 | 11,509 | 11,162 | ||
Oracle Corp. | 2.500% | 4/1/25 | 25,149 | 23,891 | ||
Oracle Corp. | 2.950% | 5/15/25 | 22,662 | 21,728 | ||
Oracle Corp. | 1.650% | 3/25/26 | 25,404 | 22,754 | ||
Oracle Corp. | 2.650% | 7/15/26 | 28,457 | 26,238 | ||
Oracle Corp. | 2.800% | 4/1/27 | 19,042 | 17,396 | ||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 7,658 | 7,474 | ||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 6,495 | 6,126 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 12,210 | 11,581 | ||
4 | Qorvo Inc. | 1.750% | 12/15/24 | 3,990 | 3,733 | |
QUALCOMM Inc. | 2.900% | 5/20/24 | 5,409 | 5,384 | ||
QUALCOMM Inc. | 3.450% | 5/20/25 | 7,761 | 7,756 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 16,540 | 16,181 | ||
Roper Technologies Inc. | 3.650% | 9/15/23 | 5,304 | 5,311 | ||
Roper Technologies Inc. | 2.350% | 9/15/24 | 5,255 | 5,094 | ||
Roper Technologies Inc. | 1.000% | 9/15/25 | 10,209 | 9,227 | ||
Roper Technologies Inc. | 3.850% | 12/15/25 | 1,900 | 1,886 | ||
Roper Technologies Inc. | 3.800% | 12/15/26 | 1,823 | 1,783 | ||
S&P Global Inc. | 2.950% | 1/22/27 | 5,309 | 5,104 | ||
4 | S&P Global Inc. | 2.450% | 3/1/27 | 6,003 | 5,622 | |
Skyworks Solutions Inc. | 1.800% | 6/1/26 | 7,105 | 6,303 | ||
4 | TD SYNNEX Corp. | 1.250% | 8/9/24 | 6,286 | 5,861 | |
4 | TD SYNNEX Corp. | 1.750% | 8/9/26 | 5,216 | 4,602 | |
Texas Instruments Inc. | 2.625% | 5/15/24 | 4,150 | 4,111 | ||
Texas Instruments Inc. | 1.375% | 3/12/25 | 15,153 | 14,348 | ||
Texas Instruments Inc. | 1.125% | 9/15/26 | 4,445 | 4,044 | ||
TSMC Arizona Corp. | 1.750% | 10/25/26 | 11,050 | 10,146 | ||
TSMC Arizona Corp. | 3.875% | 4/22/27 | 8,140 | 8,113 | ||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 9,082 | 9,016 | ||
VMware Inc. | 0.600% | 8/15/23 | 10,351 | 10,001 | ||
VMware Inc. | 1.000% | 8/15/24 | 4,819 | 4,513 | ||
VMware Inc. | 4.500% | 5/15/25 | 8,570 | 8,607 | ||
VMware Inc. | 1.400% | 8/15/26 | 15,205 | 13,459 | ||
VMware Inc. | 4.650% | 5/15/27 | 5,025 | 5,004 | ||
Western Digital Corp. | 4.750% | 2/15/26 | 19,050 | 18,220 | ||
Workday Inc. | 3.500% | 4/1/27 | 7,171 | 6,870 | ||
Xilinx Inc. | 2.950% | 6/1/24 | 5,283 | 5,245 | ||
1,578,690 | ||||||
Utilities (1.3%) | ||||||
AEP Transmission Co. LLC | 3.100% | 12/1/26 | 5,090 | 4,919 | ||
AES Corp. | 1.375% | 1/15/26 | 9,710 | 8,567 | ||
2 | Alabama Power Co. | 3.550% | 12/1/23 | 2,550 | 2,558 | |
Ameren Corp. | 2.500% | 9/15/24 | 2,804 | 2,720 | ||
Ameren Corp. | 3.650% | 2/15/26 | 3,355 | 3,295 | ||
Ameren Corp. | 1.950% | 3/15/27 | 1,580 | 1,418 | ||
Ameren Illinois Co. | 3.250% | 3/1/25 | 3,450 | 3,403 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | American Electric Power Co. Inc. | 0.750% | 11/1/23 | 2,000 | 1,919 | |
American Electric Power Co. Inc. | 2.031% | 3/15/24 | 5,200 | 5,027 | ||
2 | American Electric Power Co. Inc. | 1.000% | 11/1/25 | 1,600 | 1,440 | |
American Electric Power Co. Inc. | 3.875% | 2/15/62 | 4,000 | 3,113 | ||
American Water Capital Corp. | 3.850% | 3/1/24 | 3,525 | 3,528 | ||
American Water Capital Corp. | 3.400% | 3/1/25 | 7,100 | 7,014 | ||
Appalachian Power Co. | 3.400% | 6/1/25 | 1,690 | 1,668 | ||
2 | Appalachian Power Co. | 3.300% | 6/1/27 | 769 | 737 | |
Arizona Public Service Co. | 3.150% | 5/15/25 | 2,407 | 2,357 | ||
Atmos Energy Corp. | 3.000% | 6/15/27 | 4,000 | 3,839 | ||
Avangrid Inc. | 3.150% | 12/1/24 | 7,223 | 7,060 | ||
Avangrid Inc. | 3.200% | 4/15/25 | 3,727 | 3,620 | ||
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 3,342 | 3,330 | ||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 3,025 | 2,853 | ||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 10,978 | 11,044 | ||
Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 12,365 | 12,465 | ||
Black Hills Corp. | 1.037% | 8/23/24 | 7,000 | 6,557 | ||
Black Hills Corp. | 3.950% | 1/15/26 | 4,310 | 4,268 | ||
Black Hills Corp. | 3.150% | 1/15/27 | 4,000 | 3,806 | ||
2 | CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 1,125 | 1,058 | |
2 | CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | 3,605 | 3,454 | |
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 3,532 | 3,415 | ||
CenterPoint Energy Inc. | 1.450% | 6/1/26 | 1,405 | 1,267 | ||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 4,190 | 4,053 | ||
CMS Energy Corp. | 3.000% | 5/15/26 | 3,565 | 3,423 | ||
Commonwealth Edison Co. | 2.550% | 6/15/26 | 4,234 | 4,060 | ||
2 | Connecticut Light & Power Co. | 0.750% | 12/1/25 | 7,033 | 6,351 | |
2 | Connecticut Light & Power Co. | 3.200% | 3/15/27 | 6,242 | 6,066 | |
2 | Consolidated Edison Inc. | 0.650% | 12/1/23 | 5,000 | 4,809 | |
Constellation Energy Generation LLC | 3.250% | 6/1/25 | 8,084 | 7,753 | ||
Consumers Energy Co. | 3.375% | 8/15/23 | 1,925 | 1,927 | ||
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 3,520 | 3,531 | ||
Dominion Energy Inc. | 3.071% | 8/15/24 | 6,525 | 6,372 | ||
2 | Dominion Energy Inc. | 3.300% | 3/15/25 | 5,831 | 5,713 | |
Dominion Energy Inc. | 3.900% | 10/1/25 | 7,398 | 7,373 | ||
2 | Dominion Energy Inc. | 1.450% | 4/15/26 | 5,224 | 4,726 | |
2 | Dominion Energy Inc. | 2.850% | 8/15/26 | 7,164 | 6,801 | |
2 | Dominion Energy Inc. | 3.600% | 3/15/27 | 1,800 | 1,751 | |
DTE Electric Co. | 3.650% | 3/15/24 | 3,134 | 3,153 | ||
DTE Electric Co. | 3.375% | 3/1/25 | 5,350 | 5,303 | ||
2 | DTE Energy Co. | 2.529% | 10/1/24 | 7,996 | 7,728 | |
2 | DTE Energy Co. | 1.050% | 6/1/25 | 9,600 | 8,827 | |
DTE Energy Co. | 2.850% | 10/1/26 | 7,360 | 6,962 | ||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 5,583 | 5,395 | ||
Duke Energy Corp. | 3.950% | 10/15/23 | 4,537 | 4,558 | ||
Duke Energy Corp. | 3.750% | 4/15/24 | 13,275 | 13,270 | ||
Duke Energy Corp. | 0.900% | 9/15/25 | 1,345 | 1,219 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 5,505 | 5,167 | ||
Duke Energy Corp. | 3.250% | 1/15/82 | 2,100 | 1,625 | ||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 5,675 | 5,524 | ||
Duke Energy Ohio Inc. | 3.800% | 9/1/23 | 3,699 | 3,703 | ||
Duke Energy Progress LLC | 3.375% | 9/1/23 | 2,343 | 2,347 | ||
Eastern Energy Gas Holdings LLC | 3.550% | 11/1/23 | 2,741 | 2,734 | ||
2 | Eastern Energy Gas Holdings LLC | 2.500% | 11/15/24 | 8,718 | 8,425 | |
Edison International | 3.125% | 11/15/22 | 410 | 409 | ||
Edison International | 3.550% | 11/15/24 | 9,187 | 8,970 | ||
Edison International | 4.950% | 4/15/25 | 2,242 | 2,250 | ||
Emera US Finance LP | 3.550% | 6/15/26 | 4,967 | 4,758 | ||
Enel Americas SA | 4.000% | 10/25/26 | 4,206 | 4,086 | ||
Entergy Arkansas LLC | 3.700% | 6/1/24 | 5,625 | 5,641 | ||
Entergy Arkansas LLC | 3.500% | 4/1/26 | 4,872 | 4,804 | ||
Entergy Corp. | 0.900% | 9/15/25 | 6,050 | 5,450 | ||
Entergy Corp. | 2.950% | 9/1/26 | 9,714 | 9,214 | ||
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 2,917 | 3,015 | ||
Entergy Louisiana LLC | 4.050% | 9/1/23 | 3,035 | 3,050 | ||
Entergy Louisiana LLC | 0.620% | 11/17/23 | 4,826 | 4,639 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Entergy Louisiana LLC | 0.950% | 10/1/24 | 8,000 | 7,539 | ||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 2,133 | 2,207 | ||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 4,927 | 4,563 | ||
Evergy Inc. | 2.450% | 9/15/24 | 7,794 | 7,504 | ||
Evergy Kansas Central Inc. | 2.550% | 7/1/26 | 2,238 | 2,125 | ||
Evergy Kansas Central Inc. | 3.100% | 4/1/27 | 4,737 | 4,524 | ||
2 | Eversource Energy | 3.800% | 12/1/23 | 12,982 | 12,969 | |
2 | Eversource Energy | 2.900% | 10/1/24 | 4,680 | 4,574 | |
2 | Eversource Energy | 3.150% | 1/15/25 | 2,167 | 2,118 | |
2 | Eversource Energy | 1.400% | 8/15/26 | 3,000 | 2,673 | |
2 | Exelon Corp. | 3.950% | 6/15/25 | 10,916 | 10,886 | |
Exelon Corp. | 3.400% | 4/15/26 | 7,652 | 7,426 | ||
4 | Exelon Corp. | 2.750% | 3/15/27 | 6,055 | 5,673 | |
Florida Power & Light Co. | 3.250% | 6/1/24 | 3,220 | 3,222 | ||
Florida Power & Light Co. | 2.850% | 4/1/25 | 3,405 | 3,349 | ||
Florida Power & Light Co. | 3.125% | 12/1/25 | 5,700 | 5,638 | ||
Fortis Inc. | 3.055% | 10/4/26 | 6,148 | 5,774 | ||
2 | Georgia Power Co. | 2.100% | 7/30/23 | 12,331 | 12,151 | |
2 | Georgia Power Co. | 2.200% | 9/15/24 | 8,730 | 8,424 | |
Georgia Power Co. | 3.250% | 3/30/27 | 4,373 | 4,164 | ||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 4,144 | 4,094 | ||
ITC Holdings Corp. | 3.250% | 6/30/26 | 2,997 | 2,883 | ||
2 | Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 509 | 502 | |
MidAmerican Energy Co. | 3.500% | 10/15/24 | 9,167 | 9,169 | ||
National Fuel Gas Co. | 5.200% | 7/15/25 | 2,471 | 2,500 | ||
National Fuel Gas Co. | 5.500% | 1/15/26 | 4,484 | 4,499 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 11/15/23 | 4,090 | 4,099 | ||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 5,859 | 5,808 | ||
National Rural Utilities Cooperative Finance Corp. | 0.350% | 2/8/24 | 6,868 | 6,533 | ||
National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | 5,610 | 5,487 | ||
2 | National Rural Utilities Cooperative Finance Corp. | 3.450% | 6/15/25 | 2,216 | 2,199 | |
2 | National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 8,501 | 8,306 | |
National Rural Utilities Cooperative Finance Corp. | 1.000% | 6/15/26 | 3,419 | 3,070 | ||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 4/25/27 | 6,345 | 6,116 | ||
2 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 3,050 | 2,782 | |
NextEra Energy Capital Holdings Inc. | 2.940% | 3/21/24 | 9,000 | 8,877 | ||
NextEra Energy Capital Holdings Inc. | 4.200% | 6/20/24 | 3,200 | 3,216 | ||
NextEra Energy Capital Holdings Inc. | 4.450% | 6/20/25 | 3,200 | 3,227 | ||
NextEra Energy Capital Holdings Inc. | 1.875% | 1/15/27 | 8,412 | 7,583 | ||
NextEra Energy Capital Holdings Inc. | 3.800% | 3/15/82 | 4,975 | 3,956 | ||
NiSource Inc. | 0.950% | 8/15/25 | 13,041 | 11,702 | ||
NiSource Inc. | 3.490% | 5/15/27 | 8,150 | 7,803 | ||
NSTAR Electric Co. | 3.200% | 5/15/27 | 2,899 | 2,797 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 7,383 | 7,281 | ||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 1,513 | 1,478 | ||
Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | 2,900 | 2,618 | ||
ONE Gas Inc. | 3.610% | 2/1/24 | 1,750 | 1,746 | ||
ONE Gas Inc. | 1.100% | 3/11/24 | 3,065 | 2,914 | ||
Pacific Gas & Electric Co. | 1.700% | 11/15/23 | 4,625 | 4,449 | ||
Pacific Gas & Electric Co. | 3.850% | 11/15/23 | 2,531 | 2,503 | ||
Pacific Gas & Electric Co. | 3.750% | 2/15/24 | 7,372 | 7,212 | ||
Pacific Gas & Electric Co. | 3.500% | 6/15/25 | 12,085 | 11,472 | ||
Pacific Gas & Electric Co. | 3.450% | 7/1/25 | 13,652 | 12,822 | ||
Pacific Gas & Electric Co. | 3.150% | 1/1/26 | 19,915 | 18,142 | ||
Pacific Gas & Electric Co. | 2.950% | 3/1/26 | 3,060 | 2,771 | ||
PacifiCorp | 3.600% | 4/1/24 | 3,535 | 3,543 | ||
PECO Energy Co. | 3.150% | 10/15/25 | 3,236 | 3,185 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 4,850 | 4,439 | ||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 7,401 | 7,044 | ||
2 | Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 2,867 | 2,805 | |
2 | Public Service Electric & Gas Co. | 0.950% | 3/15/26 | 845 | 765 | |
2 | Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 1,982 | 1,909 | |
Public Service Enterprise Group Inc. | 2.875% | 6/15/24 | 8,408 | 8,238 | ||
Public Service Enterprise Group Inc. | 0.800% | 8/15/25 | 7,232 | 6,534 | ||
Puget Energy Inc. | 3.650% | 5/15/25 | 4,850 | 4,756 | ||
2 | San Diego Gas & Electric Co. | 3.600% | 9/1/23 | 2,048 | 2,053 | |
San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 3,527 | 3,351 | ||
Sempra Energy | 3.300% | 4/1/25 | 6,640 | 6,488 | ||
Sempra Energy | 3.250% | 6/15/27 | 7,263 | 6,888 | ||
Sempra Energy | 4.125% | 4/1/52 | 4,955 | 3,979 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 6,869 | 6,536 | ||
2 | Southern California Edison Co. | 0.700% | 8/1/23 | 1,275 | 1,236 | |
2 | Southern California Edison Co. | 3.500% | 10/1/23 | 3,434 | 3,430 | |
Southern California Edison Co. | 1.100% | 4/1/24 | 5,825 | 5,541 | ||
2 | Southern California Edison Co. | 0.975% | 8/1/24 | 4,050 | 3,822 | |
2 | Southern California Edison Co. | 3.700% | 8/1/25 | 7,972 | 7,848 | |
2 | Southern California Edison Co. | 1.200% | 2/1/26 | 2,850 | 2,561 | |
Southern California Gas Co. | 3.150% | 9/15/24 | 1,316 | 1,308 | ||
Southern California Gas Co. | 3.200% | 6/15/25 | 3,390 | 3,325 | ||
2 | Southern California Gas Co. | 2.600% | 6/15/26 | 5,420 | 5,137 | |
Southern California Gas Co. | 2.950% | 4/15/27 | 5,540 | 5,257 | ||
Southern Co. | 2.950% | 7/1/23 | 2,528 | 2,499 | ||
Southern Co. | 4.475% | 8/1/24 | 4,760 | 4,778 | ||
Southern Co. | 3.250% | 7/1/26 | 23,527 | 22,534 | ||
2 | Southern Co. | 4.000% | 1/15/51 | 10,282 | 9,187 | |
2 | Southern Co. | 3.750% | 9/15/51 | 7,625 | 6,466 | |
Southern Co. Gas Capital Corp. | 2.450% | 10/1/23 | 11,431 | 11,271 | ||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 1,489 | 1,428 | ||
Southern Power Co. | 4.150% | 12/1/25 | 1,630 | 1,631 | ||
Southern Power Co. | 0.900% | 1/15/26 | 500 | 446 | ||
2 | Southwestern Electric Power Co. | 1.650% | 3/15/26 | 5,539 | 5,050 | |
2 | Southwestern Electric Power Co. | 2.750% | 10/1/26 | 2,988 | 2,799 | |
Southwestern Public Service Co. | 3.300% | 6/15/24 | 3,078 | 3,059 | ||
Union Electric Co. | 3.500% | 4/15/24 | 3,050 | 3,051 | ||
2 | Virginia Electric & Power Co. | 3.100% | 5/15/25 | 5,718 | 5,620 | |
2 | Virginia Electric & Power Co. | 3.150% | 1/15/26 | 10,917 | 10,601 | |
2 | Virginia Electric & Power Co. | 2.950% | 11/15/26 | 8,252 | 7,861 | |
2 | Virginia Electric & Power Co. | 3.500% | 3/15/27 | 9,045 | 8,836 | |
WEC Energy Group Inc. | 0.550% | 9/15/23 | 5,986 | 5,785 | ||
WEC Energy Group Inc. | 0.800% | 3/15/24 | 4,562 | 4,331 | ||
WEC Energy Group Inc. | 3.550% | 6/15/25 | 1,043 | 1,024 | ||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 755 | 727 | ||
Xcel Energy Inc. | 0.500% | 10/15/23 | 5,459 | 5,246 | ||
Xcel Energy Inc. | 3.300% | 6/1/25 | 5,780 | 5,677 | ||
Xcel Energy Inc. | 3.350% | 12/1/26 | 2,784 | 2,686 | ||
Xcel Energy Inc. | 1.750% | 3/15/27 | 6,255 | 5,590 | ||
898,934 | ||||||
Total Corporate Bonds (Cost $18,635,178) | 17,542,678 | |||||
Sovereign Bonds (5.8%) | ||||||
African Development Bank | 3.000% | 9/20/23 | 20,761 | 20,755 | ||
2 | African Development Bank | 0.875% | 3/23/26 | 22,665 | 20,847 | |
2 | African Development Bank | 0.875% | 7/22/26 | 16,278 | 14,855 | |
2 | Asian Development Bank | 0.250% | 7/14/23 | 48,423 | 47,146 | |
2 | Asian Development Bank | 0.250% | 10/6/23 | 35,605 | 34,428 | |
Asian Development Bank | 2.625% | 1/30/24 | 31,310 | 31,113 | ||
2 | Asian Development Bank | 0.375% | 6/11/24 | 32,303 | 30,678 | |
2 | Asian Development Bank | 0.625% | 10/8/24 | 21,970 | 20,825 | |
Asian Development Bank | 1.500% | 10/18/24 | 28,046 | 27,083 | ||
2 | Asian Development Bank | 2.000% | 1/22/25 | 5,873 | 5,718 | |
Asian Development Bank | 0.625% | 4/29/25 | 56,235 | 52,502 | ||
2 | Asian Development Bank | 2.875% | 5/6/25 | 34,485 | 34,269 | |
2 | Asian Development Bank | 0.375% | 9/3/25 | 17,140 | 15,726 | |
2 | Asian Development Bank | 0.500% | 2/4/26 | 26,164 | 23,831 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Asian Development Bank | 1.000% | 4/14/26 | 21,928 | 20,254 | |
2 | Asian Development Bank | 2.000% | 4/24/26 | 25,568 | 24,498 | |
2 | Asian Development Bank | 1.500% | 1/20/27 | 33,115 | 30,817 | |
Asian Infrastructure Investment Bank | 0.250% | 9/29/23 | 31,355 | 30,288 | ||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 26,065 | 25,625 | ||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 20,710 | 19,133 | ||
Asian Infrastructure Investment Bank | 3.375% | 6/29/25 | 15,000 | 15,012 | ||
Asian Infrastructure Investment Bank | 0.500% | 1/27/26 | 27,280 | 24,710 | ||
Canadian Government Bond | 2.000% | 11/15/22 | 1 | 1 | ||
Canadian Government Bond | 1.625% | 1/22/25 | 22,555 | 21,777 | ||
Canadian Government Bond | 2.875% | 4/28/25 | 21,440 | 21,316 | ||
Canadian Government Bond | 0.750% | 5/19/26 | 36,930 | 33,719 | ||
Corp. Andina de Fomento | 3.750% | 11/23/23 | 8,969 | 9,006 | ||
Corp. Andina de Fomento | 1.250% | 10/26/24 | 6,520 | 6,184 | ||
Corp. Andina de Fomento | 1.625% | 9/23/25 | 10,765 | 10,084 | ||
Corp. Andina de Fomento | 2.250% | 2/8/27 | 5,815 | 5,410 | ||
Council of Europe Development Bank | 0.250% | 10/20/23 | 11,250 | 10,852 | ||
Council of Europe Development Bank | 2.500% | 2/27/24 | 1,000 | 992 | ||
Council of Europe Development Bank | 0.375% | 6/10/24 | 1,446 | 1,372 | ||
Council of Europe Development Bank | 1.375% | 2/27/25 | 10,640 | 10,180 | ||
Council of Europe Development Bank | 3.000% | 6/16/25 | 12,000 | 11,958 | ||
Council of Europe Development Bank | 0.875% | 9/22/26 | 8,465 | 7,710 | ||
Equinor ASA | 2.650% | 1/15/24 | 22,856 | 22,639 | ||
Equinor ASA | 3.700% | 3/1/24 | 16,767 | 16,845 | ||
Equinor ASA | 3.250% | 11/10/24 | 11,318 | 11,260 | ||
Equinor ASA | 2.875% | 4/6/25 | 17,545 | 17,238 | ||
Equinor ASA | 1.750% | 1/22/26 | 5,569 | 5,194 | ||
2 | European Bank for Reconstruction & Development | 0.250% | 7/10/23 | 10,415 | 10,145 | |
2 | European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 3,945 | 3,788 | |
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 40,311 | 37,422 | ||
2 | European Bank for Reconstruction & Development | 0.500% | 11/25/25 | 9,730 | 8,899 | |
2 | European Bank for Reconstruction & Development | 0.500% | 1/28/26 | 19,525 | 17,767 | |
2 | European Investment Bank | 2.875% | 8/15/23 | 31,170 | 31,137 | |
European Investment Bank | 0.250% | 9/15/23 | 60,860 | 58,916 | ||
2 | European Investment Bank | 3.125% | 12/14/23 | 30,968 | 31,008 | |
European Investment Bank | 3.250% | 1/29/24 | 51,764 | 51,932 | ||
European Investment Bank | 2.625% | 3/15/24 | 25,560 | 25,382 | ||
European Investment Bank | 2.250% | 6/24/24 | 9,916 | 9,761 | ||
European Investment Bank | 0.375% | 7/24/24 | 34,500 | 32,688 | ||
European Investment Bank | 2.500% | 10/15/24 | 4,915 | 4,855 | ||
European Investment Bank | 1.875% | 2/10/25 | 36,676 | 35,586 | ||
European Investment Bank | 1.625% | 3/14/25 | 54,616 | 52,583 | ||
European Investment Bank | 0.625% | 7/25/25 | 42,435 | 39,386 | ||
European Investment Bank | 2.750% | 8/15/25 | 30,000 | 29,683 | ||
European Investment Bank | 0.375% | 12/15/25 | 14,195 | 12,926 | ||
European Investment Bank | 0.375% | 3/26/26 | 10,330 | 9,325 | ||
European Investment Bank | 2.125% | 4/13/26 | 20,120 | 19,411 | ||
European Investment Bank | 0.750% | 10/26/26 | 6,902 | 6,242 | ||
2 | European Investment Bank | 1.375% | 3/15/27 | 26,245 | 24,224 | |
6 | Export Development Canada | 2.625% | 2/21/24 | 13,520 | 13,431 | |
6 | Export Development Canada | 3.000% | 5/25/27 | 17,300 | 17,153 | |
Export-Import Bank of Korea | 3.625% | 11/27/23 | 1,720 | 1,732 | ||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 5,535 | 5,602 | ||
Export-Import Bank of Korea | 0.375% | 2/9/24 | 4,235 | 4,048 | ||
Export-Import Bank of Korea | 2.375% | 6/25/24 | 16,425 | 16,152 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Export-Import Bank of Korea | 2.875% | 1/21/25 | 8,060 | 7,939 | ||
Export-Import Bank of Korea | 1.875% | 2/12/25 | 1,685 | 1,617 | ||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 11,580 | 11,469 | ||
Export-Import Bank of Korea | 0.625% | 2/9/26 | 3,000 | 2,710 | ||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 16,860 | 16,326 | ||
Export-Import Bank of Korea | 3.250% | 8/12/26 | 3,835 | 3,793 | ||
Export-Import Bank of Korea | 1.125% | 12/29/26 | 1,615 | 1,455 | ||
Export-Import Bank of Korea | 1.625% | 1/18/27 | 6,640 | 6,100 | ||
Export-Import Bank of Korea | 2.375% | 4/21/27 | 3,865 | 3,660 | ||
7 | FMS Wertmanagement | 2.750% | 1/30/24 | 3,920 | 3,900 | |
2 | Hydro-Quebec | 8.050% | 7/7/24 | 4,565 | 4,967 | |
Inter-American Development Bank | 3.000% | 10/4/23 | 22,195 | 22,189 | ||
Inter-American Development Bank | 0.250% | 11/15/23 | 39,970 | 38,501 | ||
Inter-American Development Bank | 2.625% | 1/16/24 | 25,101 | 24,942 | ||
Inter-American Development Bank | 3.000% | 2/21/24 | 34,644 | 34,613 | ||
5 | Inter-American Development Bank | 3.250% | 7/1/24 | 14,100 | 14,134 | |
Inter-American Development Bank | 0.500% | 9/23/24 | 18,240 | 17,242 | ||
Inter-American Development Bank | 2.125% | 1/15/25 | 21,095 | 20,607 | ||
2 | Inter-American Development Bank | 1.750% | 3/14/25 | 30,486 | 29,434 | |
Inter-American Development Bank | 0.875% | 4/3/25 | 28,666 | 26,999 | ||
Inter-American Development Bank | 0.625% | 7/15/25 | 21,703 | 20,145 | ||
2 | Inter-American Development Bank | 0.875% | 4/20/26 | 34,105 | 31,323 | |
2 | Inter-American Development Bank | 2.000% | 6/2/26 | 14,567 | 13,943 | |
Inter-American Development Bank | 2.000% | 7/23/26 | 9,812 | 9,381 | ||
Inter-American Development Bank | 1.500% | 1/13/27 | 200 | 186 | ||
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 26,125 | 26,120 | ||
International Bank for Reconstruction & Development | 0.250% | 11/24/23 | 22,015 | 21,193 | ||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 18,209 | 18,043 | ||
International Bank for Reconstruction & Development | 2.250% | 3/28/24 | 5,025 | 4,957 | ||
2 | International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 27,770 | 26,886 | |
2 | International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 32,780 | 32,364 | |
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 36,365 | 35,100 | ||
2 | International Bank for Reconstruction & Development | 2.125% | 3/3/25 | 3,992 | 3,896 | |
International Bank for Reconstruction & Development | 0.750% | 3/11/25 | 38,305 | 36,019 | ||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 68,245 | 63,765 | ||
International Bank for Reconstruction & Development | 0.375% | 7/28/25 | 47,333 | 43,569 | ||
2 | International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 40,644 | 39,894 | |
International Bank for Reconstruction & Development | 0.500% | 10/28/25 | 53,415 | 49,020 | ||
2 | International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 2,050 | 2,049 | |
International Bank for Reconstruction & Development | 0.875% | 7/15/26 | 16,170 | 14,794 | ||
2 | International Bank for Reconstruction & Development | 1.875% | 10/27/26 | 11,088 | 10,526 | |
2 | International Finance Corp. | 2.875% | 7/31/23 | 23,050 | 23,022 | |
2 | International Finance Corp. | 1.375% | 10/16/24 | 16,025 | 15,446 | |
2 | International Finance Corp. | 0.375% | 7/16/25 | 13,310 | 12,264 | |
2 | International Finance Corp. | 2.125% | 4/7/26 | 5,047 | 4,862 | |
2,8 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 2,750 | 2,744 | |
8 | Japan Bank for International Cooperation | 0.625% | 5/22/23 | 285 | 279 | |
8 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 14,950 | 14,984 | |
2,8 | Japan Bank for International Cooperation | 3.375% | 7/31/23 | 1,075 | 1,079 | |
8 | Japan Bank for International Cooperation | 0.375% | 9/15/23 | 19,910 | 19,289 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 11,845 | 11,887 | |
2,8 | Japan Bank for International Cooperation | 0.500% | 4/15/24 | 8,619 | 8,223 | |
2,8 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 19,174 | 18,928 | |
2,8 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 9,820 | 9,785 | |
2,8 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 4,245 | 4,114 | |
2,8 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 1,581 | 1,538 | |
8 | Japan Bank for International Cooperation | 2.875% | 4/14/25 | 19,060 | 18,849 | |
2,8 | Japan Bank for International Cooperation | 2.500% | 5/28/25 | 5,495 | 5,381 | |
8 | Japan Bank for International Cooperation | 0.625% | 7/15/25 | 26,615 | 24,592 | |
2,8 | Japan Bank for International Cooperation | 2.750% | 1/21/26 | 5,955 | 5,826 | |
2,8 | Japan Bank for International Cooperation | 2.375% | 4/20/26 | 6,875 | 6,625 | |
8 | Japan Bank for International Cooperation | 1.875% | 7/21/26 | 2,606 | 2,463 | |
2,8 | Japan Bank for International Cooperation | 2.250% | 11/4/26 | 12,590 | 12,032 | |
8 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 14,440 | 14,099 | |
8 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 6,139 | 5,943 | |
8 | Japan International Cooperation Agency | 3.250% | 5/25/27 | 32,800 | 32,462 | |
7 | KFW | 0.250% | 10/19/23 | 39,870 | 38,489 | |
7 | KFW | 2.625% | 2/28/24 | 24,478 | 24,314 | |
7 | KFW | 0.250% | 3/8/24 | 50,830 | 48,518 | |
7 | KFW | 1.375% | 8/5/24 | 31,369 | 30,325 | |
7 | KFW | 0.500% | 9/20/24 | 43,960 | 41,569 | |
7 | KFW | 2.500% | 11/20/24 | 44,420 | 43,843 | |
7 | KFW | 1.250% | 1/31/25 | 38,130 | 36,424 | |
7 | KFW | 2.000% | 5/2/25 | 17,884 | 17,355 | |
7 | KFW | 0.375% | 7/18/25 | 50,193 | 46,220 | |
7 | KFW | 0.625% | 1/22/26 | 35,218 | 32,248 | |
7 | KFW | ���1.000% | 10/1/26 | 39,885 | 36,534 | |
7 | KFW | 3.000% | 5/20/27 | 22,010 | 21,862 | |
Korea Development Bank | 3.750% | 1/22/24 | 8,343 | 8,403 | ||
Korea Development Bank | 3.250% | 2/19/24 | 4,805 | 4,803 | ||
Korea Development Bank | 0.400% | 3/9/24 | 4,840 | 4,612 | ||
Korea Development Bank | 2.125% | 10/1/24 | 6,455 | 6,284 | ||
Korea Development Bank | 0.750% | 1/25/25 | 10,945 | 10,225 | ||
Korea Development Bank | 3.000% | 1/13/26 | 11,280 | 11,100 | ||
Korea Development Bank | 0.800% | 4/27/26 | 280 | 254 | ||
Korea Development Bank | 2.000% | 9/12/26 | 7,280 | 6,848 | ||
Korea Development Bank | 1.375% | 4/25/27 | 5,910 | 5,326 | ||
7 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 14,475 | 14,495 | |
7 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 11,945 | 11,640 | |
2,7 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 16,985 | 15,764 | |
7 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 13,743 | 13,448 | |
7 | Landwirtschaftliche Rentenbank | 0.875% | 3/30/26 | 14,560 | 13,378 | |
2,7 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 8,178 | 7,744 | |
Nordic Investment Bank | 2.875% | 7/19/23 | 4,750 | 4,749 | ||
Nordic Investment Bank | 2.250% | 5/21/24 | 1,587 | 1,563 | ||
Nordic Investment Bank | 0.375% | 9/20/24 | 6,900 | 6,505 | ||
Nordic Investment Bank | 0.375% | 9/11/25 | 14,440 | 13,246 | ||
2 | Nordic Investment Bank | 0.500% | 1/21/26 | 13,200 | 12,034 | |
North American Development Bank | 2.400% | 10/26/22 | 838 | 836 | ||
9 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 2,650 | 2,653 | |
9 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 8,370 | 8,037 | |
9 | Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | 25,120 | 23,010 | |
2,9 | Oesterreichische Kontrollbank AG | 0.500% | 2/2/26 | 9,268 | 8,432 | |
2 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 4,051 | 4,090 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2,10 | Petroleos Mexicanos | 2.290% | 2/15/24 | 380 | 367 | |
Province of Alberta | 3.350% | 11/1/23 | 13,402 | 13,440 | ||
Province of Alberta | 2.950% | 1/23/24 | 12,680 | 12,649 | ||
Province of Alberta | 1.875% | 11/13/24 | 18,740 | 18,181 | ||
Province of Alberta | 1.000% | 5/20/25 | 13,209 | 12,412 | ||
2 | Province of British Columbia | 1.750% | 9/27/24 | 14,330 | 13,927 | |
2 | Province of British Columbia | 6.500% | 1/15/26 | 1,438 | 1,580 | |
Province of British Columbia | 0.900% | 7/20/26 | 7,110 | 6,472 | ||
2 | Province of Manitoba | 2.600% | 4/16/24 | 7,072 | 7,008 | |
Province of Manitoba | 3.050% | 5/14/24 | 6,178 | 6,165 | ||
Province of Manitoba | 2.125% | 6/22/26 | 4,866 | 4,641 | ||
Province of Ontario | 3.400% | 10/17/23 | 29,887 | 30,008 | ||
Province of Ontario | 3.050% | 1/29/24 | 13,802 | 13,799 | ||
Province of Ontario | 3.200% | 5/16/24 | 14,090 | 14,097 | ||
Province of Ontario | 0.625% | 1/21/26 | 23,996 | 21,875 | ||
Province of Ontario | 1.050% | 4/14/26 | 14,860 | 13,678 | ||
Province of Ontario | 2.500% | 4/27/26 | 18,035 | 17,499 | ||
Province of Ontario | 3.100% | 5/19/27 | 22,200 | 21,921 | ||
Province of Ontario | 1.050% | 5/21/27 | 703 | 630 | ||
2 | Province of Quebec | 7.125% | 2/9/24 | 813 | 861 | |
2 | Province of Quebec | 2.500% | 4/9/24 | 15,770 | 15,595 | |
2 | Province of Quebec | 2.875% | 10/16/24 | 18,475 | 18,375 | |
2 | Province of Quebec | 1.500% | 2/11/25 | 9,345 | 8,967 | |
Province of Quebec | 0.600% | 7/23/25 | 45,740 | 42,280 | ||
Province of Quebec | 2.500% | 4/20/26 | 18,285 | 17,764 | ||
Province of Quebec | 2.750% | 4/12/27 | 7,820 | 7,623 | ||
Province of Saskatchewan | 3.250% | 6/8/27 | 7,200 | 7,164 | ||
Republic of Chile | 2.250% | 10/30/22 | 3,310 | 3,304 | ||
Republic of Chile | 3.125% | 3/27/25 | 8,930 | 8,717 | ||
Republic of Chile | 3.125% | 1/21/26 | 4,738 | 4,577 | ||
2 | Republic of Chile | 2.750% | 1/31/27 | 8,680 | 8,112 | |
Republic of Finland | 6.950% | 2/15/26 | 300 | 336 | ||
Republic of Hungary | 5.750% | 11/22/23 | 1,952 | 1,991 | ||
Republic of Hungary | 5.375% | 3/25/24 | 20,760 | 21,171 | ||
Republic of Italy | 6.875% | 9/27/23 | 26,390 | 27,416 | ||
Republic of Italy | 0.875% | 5/6/24 | 16,295 | 15,408 | ||
Republic of Italy | 2.375% | 10/17/24 | 23,830 | 23,074 | ||
Republic of Italy | 1.250% | 2/17/26 | 16,102 | 14,381 | ||
Republic of Korea | 3.875% | 9/11/23 | 17,983 | 18,148 | ||
Republic of Korea | 5.625% | 11/3/25 | 1,714 | 1,825 | ||
Republic of Korea | 2.750% | 1/19/27 | 544 | 530 | ||
2 | Republic of Panama | 4.000% | 9/22/24 | 12,218 | 12,209 | |
2 | Republic of Panama | 3.750% | 3/16/25 | 9,354 | 9,246 | |
Republic of Panama | 7.125% | 1/29/26 | 16,641 | 18,037 | ||
Republic of Peru | 7.350% | 7/21/25 | 11,790 | 12,735 | ||
2 | Republic of Peru | 2.392% | 1/23/26 | 12,350 | 11,481 | |
Republic of Poland | 3.000% | 3/17/23 | 5,123 | 5,103 | ||
Republic of Poland | 4.000% | 1/22/24 | 13,295 | 13,298 | ||
Republic of Poland | 3.250% | 4/6/26 | 8,350 | 8,099 | ||
Republic of the Philippines | 4.200% | 1/21/24 | 7,811 | 7,882 | ||
Republic of the Philippines | 7.500% | 9/25/24 | 480 | 502 | ||
Republic of the Philippines | 9.500% | 10/21/24 | 3,456 | 3,894 | ||
Republic of the Philippines | 10.625% | 3/16/25 | 18,207 | 21,432 | ||
Republic of the Philippines | 5.500% | 3/30/26 | 6,476 | 6,778 | ||
Republic of the Philippines | 3.229% | 3/29/27 | 4,100 | 3,976 | ||
State of Israel | 2.875% | 3/16/26 | 9,284 | 9,045 | ||
2 | Svensk Exportkredit AB | 0.250% | 9/29/23 | 14,239 | 13,767 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Svensk Exportkredit AB | 0.500% | 11/10/23 | 14,840 | 14,341 | ||
2 | Svensk Exportkredit AB | 1.750% | 12/12/23 | 4,490 | 4,410 | |
2 | Svensk Exportkredit AB | 0.375% | 7/30/24 | 15,194 | 14,384 | |
Svensk Exportkredit AB | 0.625% | 10/7/24 | 7,175 | 6,785 | ||
2 | Svensk Exportkredit AB | 0.625% | 5/14/25 | 20,000 | 18,606 | |
Svensk Exportkredit AB | 0.500% | 8/26/25 | 8,805 | 8,096 | ||
2 | Svensk Exportkredit AB | 2.250% | 3/22/27 | 8,400 | 8,018 | |
United Mexican States | 3.600% | 1/30/25 | 12,689 | 12,607 | ||
2 | United Mexican States | 3.900% | 4/27/25 | 11,013 | 11,007 | |
United Mexican States | 4.125% | 1/21/26 | 22,410 | 22,409 | ||
United Mexican States | 4.150% | 3/28/27 | 26,591 | 26,203 | ||
Total Sovereign Bonds (Cost $4,119,098) | 3,917,018 | |||||
Taxable Municipal Bonds (0.0%) | ||||||
Florida State Board of Administration Finance Corp. Revenue | 1.258% | 7/1/25 | 11,525 | 10,783 | ||
Oregon GO | 5.762% | 6/1/23 | 737 | 754 | ||
University of California Revenue | 0.883% | 5/15/25 | 2,000 | 1,862 | ||
University of California Revenue | 3.063% | 7/1/25 | 2,677 | 2,653 | ||
University of California Revenue | 1.316% | 5/15/27 | 4,890 | 4,385 | ||
Utah GO | 4.554% | 7/1/24 | 5,760 | 5,841 | ||
Total Taxable Municipal Bonds (Cost $27,456) | 26,278 | |||||
Shares | ||||||
Temporary Cash Investments (0.0%) | ||||||
Money Market Fund (0.0%) | ||||||
11 | Vanguard Market Liquidity Fund (Cost $19,667) | 1.417% | 196,749 | 19,669 | ||
Total Investments (99.5%) (Cost $71,348,050) | 67,783,122 | |||||
Other Assets and Liabilities—Net (0.5%) | 328,782 | |||||
Net Assets (100%) | 68,111,904 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | U.S. government-guaranteed. |
2 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
3 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
4 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2022, the aggregate value was $270,668,000, representing 0.4% of net assets. |
5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2022. |
6 | Guaranteed by the Government of Canada. |
7 | Guaranteed by the Federal Republic of Germany. |
8 | Guaranteed by the Government of Japan. |
9 | Guaranteed by the Republic of Austria. |
10 | Guaranteed by the Government of Mexico. |
11 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
GO—General Obligation Bond. |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $71,328,383) | 67,763,453 |
Affiliated Issuers (Cost $19,667) | 19,669 |
Total Investments in Securities | 67,783,122 |
Investment in Vanguard | 2,532 |
Receivables for Investment Securities Sold | 1,573,984 |
Receivables for Accrued Income | 326,002 |
Receivables for Capital Shares Issued | 20,151 |
Other Assets | 242 |
Total Assets | 69,706,033 |
Liabilities | |
Due to Custodian | 1,256 |
Payables for Investment Securities Purchased | 1,525,784 |
Payables for Capital Shares Redeemed | 61,459 |
Payables for Distributions | 4,270 |
Payables to Vanguard | 1,360 |
Total Liabilities | 1,594,129 |
Net Assets | 68,111,904 |
At June 30, 2022, net assets consisted of: | |
Paid-in Capital | 72,011,788 |
Total Distributable Earnings (Loss) | (3,899,884) |
Net Assets | 68,111,904 |
Investor Shares—Net Assets | |
Applicable to 5,366,997 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 53,997 |
Net Asset Value Per Share—Investor Shares | $10.06 |
ETF Shares—Net Assets | |
Applicable to 500,479,055 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 38,415,795 |
Net Asset Value Per Share—ETF Shares | $76.76 |
Admiral Shares—Net Assets | |
Applicable to 1,632,350,331 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 16,423,390 |
Net Asset Value Per Share—Admiral Shares | $10.06 |
Institutional Shares—Net Assets | |
Applicable to 622,007,482 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 6,258,185 |
Net Asset Value Per Share—Institutional Shares | $10.06 |
Institutional Plus Shares—Net Assets | |
Applicable to 691,819,903 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 6,960,537 |
Net Asset Value Per Share—Institutional Plus Shares | $10.06 |
Six Months Ended June 30, 2022 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 430,145 |
Total Income | 430,145 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 656 |
Management and Administrative—Investor Shares | 40 |
Management and Administrative—ETF Shares | 6,163 |
Management and Administrative—Admiral Shares | 5,374 |
Management and Administrative—Institutional Shares | 1,408 |
Management and Administrative—Institutional Plus Shares | 1,216 |
Marketing and Distribution—Investor Shares | 3 |
Marketing and Distribution—ETF Shares | 733 |
Marketing and Distribution—Admiral Shares | 419 |
Marketing and Distribution—Institutional Shares | 138 |
Marketing and Distribution—Institutional Plus Shares | 125 |
Custodian Fees | 155 |
Shareholders’ Reports—Investor Shares | — |
Shareholders’ Reports—ETF Shares | 440 |
Shareholders’ Reports—Admiral Shares | 84 |
Shareholders’ Reports—Institutional Shares | 10 |
Shareholders’ Reports—Institutional Plus Shares | 8 |
Trustees’ Fees and Expenses | 18 |
Other Expenses | 8 |
Total Expenses | 16,998 |
Expenses Paid Indirectly | (109) |
Net Expenses | 16,889 |
Net Investment Income | 413,256 |
Realized Net Gain (Loss) on Investment Securities Sold1,2 | (360,204) |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | (3,359,911) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (3,306,859) |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $271,000, ($17,000), and $2,000, respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes ($131,760,000) of net gain (loss) resulting from in-kind redemptions. |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 413,256 | 810,735 | |
Realized Net Gain (Loss) | (360,204) | 328,103 | |
Change in Unrealized Appreciation (Depreciation) | (3,359,911) | (1,896,971) | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (3,306,859) | (758,133) | |
Distributions | |||
Investor Shares | (329) | (1,122) | |
ETF Shares | (194,442) | (542,379) | |
Admiral Shares | (105,418) | (267,866) | |
Institutional Shares | (40,172) | (95,800) | |
Institutional Plus Shares | (44,475) | (109,396) | |
Total Distributions | (384,836) | (1,016,563) | |
Capital Share Transactions | |||
Investor Shares | (17,014) | (14,694) | |
ETF Shares | (1,631,674) | 13,418,043 | |
Admiral Shares | (1,053,876) | 328,778 | |
Institutional Shares | (184,757) | 821,022 | |
Institutional Plus Shares | (433,471) | 1,142,724 | |
Net Increase (Decrease) from Capital Share Transactions | (3,320,792) | 15,695,873 | |
Total Increase (Decrease) | (7,012,487) | 13,921,177 | |
Net Assets | |||
Beginning of Period | 75,124,391 | 61,203,214 | |
End of Period | 68,111,904 | 75,124,391 |
Investor Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $10.60 | $10.87 | $10.57 | $10.31 | $10.38 | $10.43 |
Investment Operations | ||||||
Net Investment Income1 | .055 | .116 | .185 | .230 | .198 | .164 |
Net Realized and Unrealized Gain (Loss) on Investments | (.537) | (.241) | .300 | .258 | (.069) | (.050) |
Total from Investment Operations | (.482) | (.125) | .485 | .488 | .129 | .114 |
Distributions | ||||||
Dividends from Net Investment Income | (.055) | (.116) | (.185) | (.228) | (.199) | (.164) |
Distributions from Realized Capital Gains | (.003) | (.029) | — | — | — | (.000)2 |
Total Distributions | (.058) | (.145) | (.185) | (.228) | (.199) | (.164) |
Net Asset Value, End of Period | $10.06 | $10.60 | $10.87 | $10.57 | $10.31 | $10.38 |
Total Return3 | -4.55% | -1.15% | 4.61% | 4.77% | 1.27% | 1.10% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $54 | $74 | $91 | $89 | $1,143 | $1,545 |
Ratio of Total Expenses to Average Net Assets | 0.15%4 | 0.15% | 0.15% | 0.15% | 0.15% | 0.15% |
Ratio of Net Investment Income to Average Net Assets | 1.08% | 1.08% | 1.71% | 2.18% | 1.94% | 1.57% |
Portfolio Turnover Rate5 | 21% | 37% | 49% | 44% | 48% | 50% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.15%. |
5 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
ETF Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $80.81 | $82.81 | $80.55 | $78.56 | $79.09 | $79.44 |
Investment Operations | ||||||
Net Investment Income1 | .464 | .960 | 1.474 | 1.819 | 1.580 | 1.314 |
Net Realized and Unrealized Gain (Loss) on Investments | (4.118) | (1.785) | 2.267 | 2.014 | (.545) | (.362) |
Total from Investment Operations | (3.654) | (.825) | 3.741 | 3.833 | 1.035 | .952 |
Distributions | ||||||
Dividends from Net Investment Income | (.375) | (.953) | (1.481) | (1.843) | (1.565) | (1.300) |
Distributions from Realized Capital Gains | (.021) | (.222) | — | — | — | (.002) |
Total Distributions | (.396) | (1.175) | (1.481) | (1.843) | (1.565) | (1.302) |
Net Asset Value, End of Period | $76.76 | $80.81 | $82.81 | $80.55 | $78.56 | $79.09 |
Total Return | -4.53% | -1.00% | 4.67% | 4.92% | 1.34% | 1.20% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $38,416 | $42,076 | $29,618 | $22,522 | $27,946 | $23,902 |
Ratio of Total Expenses to Average Net Assets | 0.04%2 | 0.04% | 0.05% | 0.05% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 1.20% | 1.17% | 1.79% | 2.28% | 2.02% | 1.65% |
Portfolio Turnover Rate3 | 21% | 37% | 49% | 44% | 48% | 50% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.04%. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Admiral Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $10.60 | $10.87 | $10.57 | $10.31 | $10.38 | $10.43 |
Investment Operations | ||||||
Net Investment Income1 | .059 | .124 | .192 | .237 | .207 | .172 |
Net Realized and Unrealized Gain (Loss) on Investments | (.537) | (.241) | .301 | .260 | (.070) | (.050) |
Total from Investment Operations | (.478) | (.117) | .493 | .497 | .137 | .122 |
Distributions | ||||||
Dividends from Net Investment Income | (.059) | (.124) | (.193) | (.237) | (.207) | (.172) |
Distributions from Realized Capital Gains | (.003) | (.029) | — | — | — | (.000)2 |
Total Distributions | (.062) | (.153) | (.193) | (.237) | (.207) | (.172) |
Net Asset Value, End of Period | $10.06 | $10.60 | $10.87 | $10.57 | $10.31 | $10.38 |
Total Return3 | -4.52% | -1.08% | 4.69% | 4.86% | 1.35% | 1.18% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $16,423 | $18,410 | $18,543 | $15,379 | $13,812 | $16,034 |
Ratio of Total Expenses to Average Net Assets | 0.07%4 | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 1.16% | 1.16% | 1.77% | 2.26% | 2.02% | 1.65% |
Portfolio Turnover Rate5 | 21% | 37% | 49% | 44% | 48% | 50% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.07%. |
5 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $10.60 | $10.87 | $10.57 | $10.31 | $10.38 | $10.43 |
Investment Operations | ||||||
Net Investment Income1 | .060 | .126 | .195 | .239 | .209 | .174 |
Net Realized and Unrealized Gain (Loss) on Investments | (.537) | (.240) | .301 | .260 | (.070) | (.050) |
Total from Investment Operations | (.477) | (.114) | .496 | .499 | .139 | .124 |
Distributions | ||||||
Dividends from Net Investment Income | (.060) | (.127) | (.196) | (.239) | (.209) | (.174) |
Distributions from Realized Capital Gains | (.003) | (.029) | — | — | — | (.000)2 |
Total Distributions | (.063) | (.156) | (.196) | (.239) | (.209) | (.174) |
Net Asset Value, End of Period | $10.06 | $10.60 | $10.87 | $10.57 | $10.31 | $10.38 |
Total Return | -4.51% | -1.06% | 4.71% | 4.88% | 1.37% | 1.20% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $6,258 | $6,790 | $6,134 | $5,524 | $4,930 | $5,033 |
Ratio of Total Expenses to Average Net Assets | 0.05%3 | 0.05% | 0.05% | 0.05% | 0.05% | 0.05% |
Ratio of Net Investment Income to Average Net Assets | 1.19% | 1.17% | 1.80% | 2.28% | 2.04% | 1.67% |
Portfolio Turnover Rate4 | 21% | 37% | 49% | 44% | 48% | 50% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.05%. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Institutional Plus Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $10.60 | $10.87 | $10.57 | $10.31 | $10.38 | $10.43 |
Investment Operations | ||||||
Net Investment Income1 | .061 | .127 | .196 | .240 | .210 | .175 |
Net Realized and Unrealized Gain (Loss) on Investments | (.537) | (.240) | .301 | .260 | (.070) | (.050) |
Total from Investment Operations | (.476) | (.113) | .497 | .500 | .140 | .125 |
Distributions | ||||||
Dividends from Net Investment Income | (.061) | (.128) | (.197) | (.240) | (.210) | (.175) |
Distributions from Realized Capital Gains | (.003) | (.029) | — | — | — | (.000)2 |
Total Distributions | (.064) | (.157) | (.197) | (.240) | (.210) | (.175) |
Net Asset Value, End of Period | $10.06 | $10.60 | $10.87 | $10.57 | $10.31 | $10.38 |
Total Return | -4.50% | -1.05% | 4.72% | 4.89% | 1.38% | 1.21% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $6,961 | $7,774 | $6,817 | $6,631 | $5,404 | $5,078 |
Ratio of Total Expenses to Average Net Assets | 0.04%3 | 0.04% | 0.04% | 0.04% | 0.04% | 0.04% |
Ratio of Net Investment Income to Average Net Assets | 1.20% | 1.18% | 1.81% | 2.29% | 2.05% | 1.68% |
Portfolio Turnover Rate4 | 21% | 37% | 49% | 44% | 48% | 50% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.04%. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 46,277,479 | — | 46,277,479 |
Corporate Bonds | — | 17,542,678 | — | 17,542,678 |
Sovereign Bonds | — | 3,917,018 | — | 3,917,018 |
Taxable Municipal Bonds | — | 26,278 | — | 26,278 |
Temporary Cash Investments | 19,669 | — | — | 19,669 |
Total | 19,669 | 67,763,453 | — | 67,783,122 |
Amount ($000) | |
Tax Cost | 71,387,134 |
Gross Unrealized Appreciation | 6,001 |
Gross Unrealized Depreciation | (3,610,013) |
Net Unrealized Appreciation (Depreciation) | (3,604,012) |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 5,644 | 549 | 17,969 | 1,668 | |
Issued in Lieu of Cash Distributions | 329 | 32 | 1,122 | 104 | |
Redeemed | (22,987) | (2,209) | (33,785) | (3,144) | |
Net Increase (Decrease)—Investor Shares | (17,014) | (1,628) | (14,694) | (1,372) | |
ETF Shares | |||||
Issued | 6,178,983 | 79,500 | 18,000,898 | 219,000 | |
Issued in Lieu of Cash Distributions | — | — | — | — | |
Redeemed | (7,810,657) | (99,700) | (4,582,855) | (56,000) | |
Net Increase (Decrease)—ETF Shares | (1,631,674) | (20,200) | 13,418,043 | 163,000 | |
Admiral Shares | |||||
Issued | 2,895,699 | 282,196 | 5,746,280 | 533,288 | |
Issued in Lieu of Cash Distributions | 88,112 | 8,616 | 226,260 | 21,084 | |
Redeemed | (4,037,687) | (394,445) | (5,643,762) | (524,377) | |
Net Increase (Decrease)—Admiral Shares | (1,053,876) | (103,633) | 328,778 | 29,995 | |
Institutional Shares | |||||
Issued | 1,196,103 | 116,567 | 2,775,666 | 258,131 | |
Issued in Lieu of Cash Distributions | 36,560 | 3,576 | 85,906 | 8,007 | |
Redeemed | (1,417,420) | (138,455) | (2,040,550) | (190,115) | |
Net Increase (Decrease)—Institutional Shares | (184,757) | (18,312) | 821,022 | 76,023 | |
Institutional Plus Shares | |||||
Issued | 918,005 | 88,916 | 2,107,924 | 195,581 | |
Issued in Lieu of Cash Distributions | 40,956 | 4,005 | 104,235 | 9,714 | |
Redeemed | (1,392,432) | (134,179) | (1,069,435) | (99,418) | |
Net Increase (Decrease)—Institutional Plus Shares | (433,471) | (41,258) | 1,142,724 | 105,877 |
Corporate Bonds | 37.3% |
Sovereign Bonds | 4.4 |
Taxable Municipal Bonds | 0.4 |
U.S. Government and Agency Obligations | 57.9 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
U.S. Government and Agency Obligations (57.6%) | ||||||
U.S. Government Securities (56.5%) | ||||||
United States Treasury Note/Bond | 2.750% | 4/30/27 | 5,780 | 5,701 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 17,137 | 16,585 | ||
United States Treasury Note/Bond | 0.375% | 7/31/27 | 325,145 | 284,146 | ||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 340,381 | 326,818 | ||
United States Treasury Note/Bond | 0.500% | 8/31/27 | 405,175 | 355,414 | ||
United States Treasury Note/Bond | 0.375% | 9/30/27 | 293,115 | 254,873 | ||
United States Treasury Note/Bond | 0.500% | 10/31/27 | 291,060 | 254,268 | ||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 457,265 | 438,332 | ||
United States Treasury Note/Bond | 0.625% | 11/30/27 | 555,915 | 488,076 | ||
United States Treasury Note/Bond | 0.625% | 12/31/27 | 352,780 | 309,068 | ||
United States Treasury Note/Bond | 0.750% | 1/31/28 | 221,625 | 195,169 | ||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 514,955 | 505,782 | ||
United States Treasury Note/Bond | 1.125% | 2/29/28 | 585,850 | 526,624 | ||
United States Treasury Note/Bond | 1.250% | 3/31/28 | 349,000 | 315,245 | ||
United States Treasury Note/Bond | 1.250% | 4/30/28 | 368,784 | 332,655 | ||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 553,253 | 546,683 | ||
United States Treasury Note/Bond | 1.250% | 5/31/28 | 423,640 | 381,541 | ||
United States Treasury Note/Bond | 1.250% | 6/30/28 | 339,160 | 305,085 | ||
United States Treasury Note/Bond | 1.000% | 7/31/28 | 298,538 | 264,020 | ||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 548,445 | 541,761 | ||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 12,735 | 14,428 | ||
United States Treasury Note/Bond | 1.125% | 8/31/28 | 447,720 | 398,471 | ||
United States Treasury Note/Bond | 1.250% | 9/30/28 | 322,310 | 288,669 | ||
United States Treasury Note/Bond | 1.375% | 10/31/28 | 304,720 | 274,724 | ||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 566,503 | 567,565 | ||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 10,000 | 11,241 | ||
United States Treasury Note/Bond | 1.500% | 11/30/28 | 349,113 | 317,038 | ||
United States Treasury Note/Bond | 1.375% | 12/31/28 | 302,070 | 272,241 | ||
United States Treasury Note/Bond | 1.750% | 1/31/29 | 65,235 | 60,159 | ||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 580,866 | 565,437 | ||
United States Treasury Note/Bond | 5.250% | 2/15/29 | 15,235 | 17,208 | ||
United States Treasury Note/Bond | 1.875% | 2/28/29 | 344,105 | 319,910 | ||
United States Treasury Note/Bond | 2.375% | 3/31/29 | 188,595 | 180,521 | ||
United States Treasury Note/Bond | 2.875% | 4/30/29 | 107,290 | 106,033 | ||
United States Treasury Note/Bond | 2.375% | 5/15/29 | 507,036 | 485,646 | ||
United States Treasury Note/Bond | 2.750% | 5/31/29 | 262,595 | 257,425 | ||
United States Treasury Note/Bond | 3.250% | 6/30/29 | 260,215 | 263,264 | ||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 386,634 | 351,958 | ||
United States Treasury Note/Bond | 6.125% | 8/15/29 | 6,500 | 7,774 | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 417,114 | 382,702 | ||
United States Treasury Note/Bond | 1.500% | 2/15/30 | 268,071 | 240,761 | ||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 715,051 | 596,286 | ||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 43,200 | 52,880 | ||
United States Treasury Note/Bond | 0.625% | 8/15/30 | 919,357 | 762,204 | ||
United States Treasury Note/Bond | 0.875% | 11/15/30 | 932,897 | 787,568 | ||
United States Treasury Note/Bond | 1.125% | 2/15/31 | 775,868 | 666,519 | ||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 56,796 | 66,736 | ||
United States Treasury Note/Bond | 1.625% | 5/15/31 | 793,018 | 708,512 | ||
United States Treasury Note/Bond | 1.250% | 8/15/31 | 792,570 | 682,229 | ||
United States Treasury Note/Bond | 1.375% | 11/15/31 | 852,884 | 739,743 | ||
United States Treasury Note/Bond | 1.875% | 2/15/32 | 844,419 | 764,859 | ||
United States Treasury Note/Bond | 2.875% | 5/15/32 | 564,255 | 557,907 | ||
18,416,464 | ||||||
Agency Bonds and Notes (1.1%) | ||||||
Federal Home Loan Banks | 3.250% | 6/9/28 | 24,100 | 24,135 | ||
Federal Home Loan Banks | 3.250% | 11/16/28 | 39,250 | 39,446 | ||
1,2 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 8,235 | 10,063 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | 9,514 | 11,924 | |
2 | Federal National Mortgage Assn. | 0.750% | 10/8/27 | 45,725 | 40,450 | |
2 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 35,504 | 42,105 | |
2 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 28,000 | 35,059 | |
2 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 41,160 | 52,226 | |
2 | Federal National Mortgage Assn. | 0.875% | 8/5/30 | 50,240 | 41,560 | |
2 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 35,114 | 43,455 | |
1 | Private Export Funding Corp. | 1.400% | 7/15/28 | 7,425 | 6,546 | |
Tennessee Valley Authority | 7.125% | 5/1/30 | 3,970 | 4,966 | ||
Tennessee Valley Authority | 1.500% | 9/15/31 | 4,100 | 3,461 | ||
355,396 | ||||||
Total U.S. Government and Agency Obligations (Cost $20,602,181) | 18,771,860 | |||||
Corporate Bonds (37.1%) | ||||||
Communications (3.1%) | ||||||
Activision Blizzard Inc. | 1.350% | 9/15/30 | 6,555 | 5,264 | ||
Alphabet Inc. | 0.800% | 8/15/27 | 7,148 | 6,210 | ||
Alphabet Inc. | 1.100% | 8/15/30 | 11,733 | 9,625 | ||
America Movil SAB de CV | 3.625% | 4/22/29 | 11,187 | 10,647 | ||
America Movil SAB de CV | 2.875% | 5/7/30 | 3,468 | 3,103 | ||
AT&T Inc. | 3.800% | 2/15/27 | 258 | 253 | ||
AT&T Inc. | 1.650% | 2/1/28 | 18,510 | 15,995 | ||
1 | AT&T Inc. | 4.100% | 2/15/28 | 8,067 | 7,918 | |
AT&T Inc. | 4.350% | 3/1/29 | 25,089 | 24,725 | ||
1 | AT&T Inc. | 4.300% | 2/15/30 | 19,759 | 19,296 | |
AT&T Inc. | 2.750% | 6/1/31 | 12,351 | 10,674 | ||
AT&T Inc. | 2.250% | 2/1/32 | 19,155 | 15,637 | ||
Baidu Inc. | 3.625% | 7/6/27 | 5,840 | 5,629 | ||
Baidu Inc. | 4.375% | 3/29/28 | 3,790 | 3,740 | ||
Baidu Inc. | 4.875% | 11/14/28 | 4,463 | 4,517 | ||
Baidu Inc. | 3.425% | 4/7/30 | 3,705 | 3,399 | ||
Baidu Inc. | 2.375% | 8/23/31 | 6,200 | 5,170 | ||
Booking Holdings Inc. | 3.550% | 3/15/28 | 4,535 | 4,368 | ||
Booking Holdings Inc. | 4.625% | 4/13/30 | 12,346 | 12,287 | ||
British Telecommunications plc | 5.125% | 12/4/28 | 2,967 | 2,963 | ||
British Telecommunications plc | 9.625% | 12/15/30 | 22,355 | 27,808 | ||
Charter Communications Operating LLC | 3.750% | 2/15/28 | 9,514 | 8,759 | ||
Charter Communications Operating LLC | 4.200% | 3/15/28 | 12,087 | 11,298 | ||
Charter Communications Operating LLC | 2.250% | 1/15/29 | 10,400 | 8,559 | ||
Charter Communications Operating LLC | 5.050% | 3/30/29 | 11,426 | 11,019 | ||
Charter Communications Operating LLC | 2.800% | 4/1/31 | 12,851 | 10,297 | ||
Charter Communications Operating LLC | 2.300% | 2/1/32 | 8,000 | 6,062 | ||
Comcast Corp. | 3.150% | 2/15/28 | 15,277 | 14,562 | ||
Comcast Corp. | 4.150% | 10/15/28 | 33,588 | 33,503 | ||
Comcast Corp. | 2.650% | 2/1/30 | 14,480 | 12,932 | ||
Comcast Corp. | 3.400% | 4/1/30 | 11,442 | 10,723 | ||
Comcast Corp. | 4.250% | 10/15/30 | 7,830 | 7,717 | ||
Comcast Corp. | 1.950% | 1/15/31 | 11,850 | 9,856 | ||
Comcast Corp. | 1.500% | 2/15/31 | 13,616 | 10,931 | ||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 29,828 | 36,848 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 14,763 | 13,806 | ||
Discovery Communications LLC | 4.125% | 5/15/29 | 4,657 | 4,278 | ||
Discovery Communications LLC | 3.625% | 5/15/30 | 6,913 | 6,147 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Electronic Arts Inc. | 1.850% | 2/15/31 | 5,781 | 4,701 | ||
Expedia Group Inc. | 4.625% | 8/1/27 | 7,809 | 7,504 | ||
Expedia Group Inc. | 3.800% | 2/15/28 | 5,683 | 5,183 | ||
Expedia Group Inc. | 3.250% | 2/15/30 | 12,876 | 10,693 | ||
Expedia Group Inc. | 2.950% | 3/15/31 | 5,162 | 4,115 | ||
Fox Corp. | 4.709% | 1/25/29 | 14,671 | 14,406 | ||
Fox Corp. | 3.500% | 4/8/30 | 4,748 | 4,309 | ||
Grupo Televisa SAB | 8.500% | 3/11/32 | 535 | 660 | ||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 4,009 | 3,963 | ||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 5,509 | 5,410 | ||
Interpublic Group of Cos. Inc. | 2.400% | 3/1/31 | 4,165 | 3,370 | ||
Koninklijke KPN NV | 8.375% | 10/1/30 | 4,825 | 5,768 | ||
3 | Magallanes Inc. | 4.054% | 3/15/29 | 12,000 | 11,001 | |
3 | Magallanes Inc. | 4.279% | 3/15/32 | 39,170 | 34,994 | |
Omnicom Group Inc. | 2.450% | 4/30/30 | 4,476 | 3,769 | ||
Omnicom Group Inc. | 4.200% | 6/1/30 | 3,785 | 3,615 | ||
Omnicom Group Inc. | 2.600% | 8/1/31 | 5,182 | 4,340 | ||
Orange SA | 9.000% | 3/1/31 | 18,055 | 23,301 | ||
Paramount Global | 3.375% | 2/15/28 | 4,830 | 4,438 | ||
Paramount Global | 3.700% | 6/1/28 | 6,290 | 5,862 | ||
Paramount Global | 4.200% | 6/1/29 | 3,772 | 3,551 | ||
Paramount Global | 7.875% | 7/30/30 | 3,098 | 3,544 | ||
Paramount Global | 4.950% | 1/15/31 | 13,753 | 13,097 | ||
3 | Rogers Communications Inc. | 3.800% | 3/15/32 | 15,250 | 13,966 | |
Take-Two Interactive Software Inc. | 4.000% | 4/14/32 | 3,050 | 2,864 | ||
TCI Communications Inc. | 7.125% | 2/15/28 | 1,916 | 2,163 | ||
Telefonica Europe BV | 8.250% | 9/15/30 | 9,940 | 11,888 | ||
TELUS Corp. | 3.700% | 9/15/27 | 1,786 | 1,759 | ||
Tencent Music Entertainment Group | 2.000% | 9/3/30 | 3,795 | 2,972 | ||
T-Mobile USA Inc. | 2.050% | 2/15/28 | 15,527 | 13,494 | ||
3 | T-Mobile USA Inc. | 2.400% | 3/15/29 | 1,970 | 1,707 | |
T-Mobile USA Inc. | 3.875% | 4/15/30 | 53,086 | 49,563 | ||
T-Mobile USA Inc. | 2.550% | 2/15/31 | 28,738 | 24,176 | ||
3 | T-Mobile USA Inc. | 2.700% | 3/15/32 | 8,070 | 6,795 | |
1 | TWDC Enterprises 18 Corp. | 7.000% | 3/1/32 | 2,402 | 2,853 | |
VeriSign Inc. | 2.700% | 6/15/31 | 6,375 | 5,135 | ||
Verizon Communications Inc. | 2.100% | 3/22/28 | 24,582 | 21,834 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 36,239 | 36,067 | ||
Verizon Communications Inc. | 3.875% | 2/8/29 | 3,646 | 3,525 | ||
Verizon Communications Inc. | 4.016% | 12/3/29 | 31,007 | 30,082 | ||
Verizon Communications Inc. | 3.150% | 3/22/30 | 15,927 | 14,479 | ||
Verizon Communications Inc. | 1.500% | 9/18/30 | 3,100 | 2,479 | ||
Verizon Communications Inc. | 1.680% | 10/30/30 | 9,600 | 7,724 | ||
Verizon Communications Inc. | 1.750% | 1/20/31 | 17,253 | 13,856 | ||
Verizon Communications Inc. | 2.550% | 3/21/31 | 36,350 | 31,087 | ||
Verizon Communications Inc. | 2.355% | 3/15/32 | 39,425 | 32,705 | ||
Vodafone Group plc | 4.375% | 5/30/28 | 24,070 | 23,933 | ||
Vodafone Group plc | 7.875% | 2/15/30 | 5,800 | 6,829 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 8,173 | 7,408 | ||
Walt Disney Co. | 2.000% | 9/1/29 | 15,921 | 13,674 | ||
Walt Disney Co. | 3.800% | 3/22/30 | 8,924 | 8,618 | ||
Walt Disney Co. | 2.650% | 1/13/31 | 21,044 | 18,526 | ||
Weibo Corp. | 3.375% | 7/8/30 | 5,635 | 4,638 | ||
1,014,918 | ||||||
Consumer Discretionary (2.4%) | ||||||
Advance Auto Parts Inc. | 3.900% | 4/15/30 | 7,450 | 6,784 | ||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 20,111 | 19,220 | ||
Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | 10,499 | 8,687 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 27,026 | 26,326 | ||
Amazon.com Inc. | 1.650% | 5/12/28 | 15,385 | 13,653 | ||
Amazon.com Inc. | 3.450% | 4/13/29 | 3,000 | 2,920 | ||
Amazon.com Inc. | 1.500% | 6/3/30 | 14,991 | 12,474 | ||
Amazon.com Inc. | 2.100% | 5/12/31 | 29,200 | 25,010 | ||
Amazon.com Inc. | 3.600% | 4/13/32 | 13,300 | 12,818 | ||
1 | American Honda Finance Corp. | 2.000% | 3/24/28 | 8,163 | 7,238 | |
1 | American Honda Finance Corp. | 2.250% | 1/12/29 | 2,075 | 1,834 | |
1 | American Honda Finance Corp. | 1.800% | 1/13/31 | 4,895 | 4,020 | |
Aptiv plc | 4.350% | 3/15/29 | 1,950 | 1,846 | ||
Aptiv plc | 3.250% | 3/1/32 | 3,085 | 2,621 | ||
AutoNation Inc. | 3.800% | 11/15/27 | 5,777 | 5,443 | ||
AutoNation Inc. | 4.750% | 6/1/30 | 3,085 | 2,897 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AutoNation Inc. | 2.400% | 8/1/31 | 2,971 | 2,283 | ||
AutoNation Inc. | 3.850% | 3/1/32 | 5,500 | 4,745 | ||
AutoZone Inc. | 3.750% | 4/18/29 | 4,889 | 4,617 | ||
AutoZone Inc. | 4.000% | 4/15/30 | 6,826 | 6,480 | ||
AutoZone Inc. | 1.650% | 1/15/31 | 4,150 | 3,251 | ||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 4,716 | 4,647 | ||
Best Buy Co. Inc. | 1.950% | 10/1/30 | 2,523 | 2,005 | ||
BorgWarner Inc. | 2.650% | 7/1/27 | 10,000 | 9,094 | ||
Brunswick Corp. | 2.400% | 8/18/31 | 3,073 | 2,276 | ||
Choice Hotels International Inc. | 3.700% | 12/1/29 | 233 | 206 | ||
3 | Daimler Finance North America LLC | 3.100% | 8/15/29 | 12,500 | 11,420 | |
Daimler Finance North America LLC | 8.500% | 1/18/31 | 3,750 | 4,744 | ||
3 | Daimler Finance North America LLC | 2.450% | 3/2/31 | 3,000 | 2,551 | |
Dick's Sporting Goods Inc. | 3.150% | 1/15/32 | 4,185 | 3,314 | ||
DR Horton Inc. | 1.400% | 10/15/27 | 5,109 | 4,270 | ||
eBay Inc. | 2.700% | 3/11/30 | 8,528 | 7,278 | ||
eBay Inc. | 2.600% | 5/10/31 | 5,300 | 4,403 | ||
1 | Emory University | 2.143% | 9/1/30 | 3,675 | 3,214 | |
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 5,503 | 4,753 | ||
Fortune Brands Home & Security Inc. | 4.000% | 3/25/32 | 3,500 | 3,099 | ||
General Motors Co. | 4.200% | 10/1/27 | 5,207 | 4,944 | ||
General Motors Co. | 6.800% | 10/1/27 | 6,745 | 7,094 | ||
General Motors Co. | 5.000% | 10/1/28 | 9,285 | 8,998 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 4,193 | 3,682 | ||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 6,070 | 5,566 | ||
General Motors Financial Co. Inc. | 2.400% | 4/10/28 | 5,569 | 4,708 | ||
General Motors Financial Co. Inc. | 2.400% | 10/15/28 | 4,633 | 3,844 | ||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 2,915 | 2,906 | ||
General Motors Financial Co. Inc. | 4.300% | 4/6/29 | 9,675 | 8,914 | ||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 9,148 | 7,921 | ||
General Motors Financial Co. Inc. | 2.350% | 1/8/31 | 1,292 | 1,004 | ||
General Motors Financial Co. Inc. | 2.700% | 6/10/31 | 2,300 | 1,819 | ||
General Motors Financial Co. Inc. | 3.100% | 1/12/32 | 15,375 | 12,357 | ||
Genuine Parts Co. | 1.875% | 11/1/30 | 3,725 | 2,939 | ||
Hasbro Inc. | 3.500% | 9/15/27 | 2,127 | 2,008 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 11,031 | 10,129 | ||
Home Depot Inc. | 2.800% | 9/14/27 | 6,665 | 6,356 | ||
Home Depot Inc. | 0.900% | 3/15/28 | 3,178 | 2,707 | ||
Home Depot Inc. | 1.500% | 9/15/28 | 6,079 | 5,300 | ||
Home Depot Inc. | 3.900% | 12/6/28 | 7,222 | 7,225 | ||
Home Depot Inc. | 2.950% | 6/15/29 | 9,543 | 8,918 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 14,205 | 12,894 | ||
Home Depot Inc. | 1.375% | 3/15/31 | 11,827 | 9,536 | ||
Home Depot Inc. | 1.875% | 9/15/31 | 8,730 | 7,275 | ||
Home Depot Inc. | 3.250% | 4/15/32 | 9,805 | 9,146 | ||
Honda Motor Co. Ltd. | 2.967% | 3/10/32 | 10,000 | 8,974 | ||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 5,230 | 4,936 | ||
Hyatt Hotels Corp. | 6.000% | 4/23/30 | 3,950 | 3,969 | ||
JD.com Inc. | 3.375% | 1/14/30 | 5,575 | 5,097 | ||
Kohl's Corp. | 3.375% | 5/1/31 | 3,750 | 3,246 | ||
Lear Corp. | 3.800% | 9/15/27 | 2,717 | 2,567 | ||
Lear Corp. | 4.250% | 5/15/29 | 3,000 | 2,776 | ||
Lear Corp. | 3.500% | 5/30/30 | 3,850 | 3,352 | ||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 4,100 | 3,871 | ||
Leggett & Platt Inc. | 4.400% | 3/15/29 | 4,852 | 4,709 | ||
Lennar Corp. | 4.750% | 11/29/27 | 11,367 | 11,071 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 8,245 | 6,970 | ||
Lowe's Cos. Inc. | 1.700% | 9/15/28 | 5,200 | 4,433 | ||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 14,268 | 13,482 | ||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 3,635 | 3,593 | ||
Lowe's Cos. Inc. | 1.700% | 10/15/30 | 10,308 | 8,279 | ||
Lowe's Cos. Inc. | 2.625% | 4/1/31 | 10,239 | 8,770 | ||
Lowe's Cos. Inc. | 3.750% | 4/1/32 | 17,000 | 15,776 | ||
Magna International Inc. | 2.450% | 6/15/30 | 3,215 | 2,742 | ||
1 | Marriott International Inc. | 4.000% | 4/15/28 | 5,974 | 5,680 | |
1 | Marriott International Inc. | 4.625% | 6/15/30 | 7,460 | 7,115 | |
1 | Marriott International Inc. | 2.850% | 4/15/31 | 11,373 | 9,435 | |
Masco Corp. | 3.500% | 11/15/27 | 4,559 | 4,321 | ||
Masco Corp. | 1.500% | 2/15/28 | 5,195 | 4,362 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Masco Corp. | 2.000% | 10/1/30 | 2,849 | 2,250 | ||
Masco Corp. | 2.000% | 2/15/31 | 3,315 | 2,602 | ||
1 | McDonald's Corp. | 3.500% | 7/1/27 | 9,860 | 9,658 | |
1 | McDonald's Corp. | 3.800% | 4/1/28 | 6,893 | 6,768 | |
1 | McDonald's Corp. | 2.625% | 9/1/29 | 8,536 | 7,653 | |
1 | McDonald's Corp. | 2.125% | 3/1/30 | 5,753 | 4,929 | |
1 | McDonald's Corp. | 3.600% | 7/1/30 | 7,743 | 7,373 | |
MDC Holdings Inc. | 2.500% | 1/15/31 | 3,962 | 2,937 | ||
Mohawk Industries Inc. | 3.625% | 5/15/30 | 4,475 | 3,993 | ||
NIKE Inc. | 2.850% | 3/27/30 | 10,647 | 9,776 | ||
NVR Inc. | 3.000% | 5/15/30 | 4,919 | 4,222 | ||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 7,715 | 7,456 | ||
O'Reilly Automotive Inc. | 4.350% | 6/1/28 | 886 | 881 | ||
O'Reilly Automotive Inc. | 3.900% | 6/1/29 | 3,318 | 3,141 | ||
O'Reilly Automotive Inc. | 4.200% | 4/1/30 | 8,170 | 7,882 | ||
O'Reilly Automotive Inc. | 4.700% | 6/15/32 | 5,000 | 4,985 | ||
Owens Corning | 3.950% | 8/15/29 | 4,175 | 3,870 | ||
Owens Corning | 3.875% | 6/1/30 | 2,119 | 1,938 | ||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 6,875 | 6,044 | ||
Ross Stores Inc. | 1.875% | 4/15/31 | 3,000 | 2,374 | ||
Sands China Ltd. | 5.400% | 8/8/28 | 1,925 | 1,482 | ||
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 5,084 | 5,065 | ||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 4,543 | 3,898 | ||
Starbucks Corp. | 3.500% | 3/1/28 | 6,308 | 6,050 | ||
Starbucks Corp. | 4.000% | 11/15/28 | 5,810 | 5,678 | ||
Starbucks Corp. | 2.250% | 3/12/30 | 8,675 | 7,342 | ||
Starbucks Corp. | 2.550% | 11/15/30 | 9,750 | 8,315 | ||
Starbucks Corp. | 3.000% | 2/14/32 | 5,014 | 4,358 | ||
Tapestry Inc. | 4.125% | 7/15/27 | 1,163 | 1,118 | ||
Tapestry Inc. | 3.050% | 3/15/32 | 3,200 | 2,606 | ||
TJX Cos. Inc. | 1.150% | 5/15/28 | 5,086 | 4,324 | ||
TJX Cos. Inc. | 3.875% | 4/15/30 | 5,555 | 5,419 | ||
Toll Brothers Finance Corp. | 4.350% | 2/15/28 | 2,145 | 1,944 | ||
Toll Brothers Finance Corp. | 3.800% | 11/1/29 | 3,000 | 2,560 | ||
Toyota Motor Corp. | 3.669% | 7/20/28 | 1,678 | 1,645 | ||
Toyota Motor Corp. | 2.760% | 7/2/29 | 4,254 | 3,887 | ||
1 | Toyota Motor Credit Corp. | 1.150% | 8/13/27 | 5,170 | 4,500 | |
1 | Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 4,532 | 4,297 | |
1 | Toyota Motor Credit Corp. | 1.900% | 4/6/28 | 3,466 | 3,082 | |
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 3,730 | 3,623 | ||
Toyota Motor Credit Corp. | 4.450% | 6/29/29 | 5,000 | 5,063 | ||
1 | Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 7,352 | 6,368 | |
1 | Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 9,390 | 8,836 | |
1 | Toyota Motor Credit Corp. | 1.650% | 1/10/31 | 3,700 | 3,001 | |
Toyota Motor Credit Corp. | 1.900% | 9/12/31 | 5,365 | 4,415 | ||
1 | Toyota Motor Credit Corp. | 2.400% | 1/13/32 | 3,170 | 2,717 | |
Tractor Supply Co. | 1.750% | 11/1/30 | 4,875 | 3,828 | ||
VF Corp. | 2.950% | 4/23/30 | 7,565 | 6,619 | ||
Whirlpool Corp. | 4.750% | 2/26/29 | 8,008 | 7,992 | ||
Whirlpool Corp. | 2.400% | 5/15/31 | 1,263 | 1,052 | ||
Whirlpool Corp. | 4.700% | 5/14/32 | 2,000 | 1,981 | ||
1 | Yale University | 1.482% | 4/15/30 | 6,425 | 5,447 | |
789,401 | ||||||
Consumer Staples (2.5%) | ||||||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 4,550 | 5,076 | ||
Altria Group Inc. | 2.625% | 9/16/26 | 4,757 | 4,348 | ||
Altria Group Inc. | 4.800% | 2/14/29 | 4,316 | 4,090 | ||
Altria Group Inc. | 3.400% | 5/6/30 | 7,476 | 6,371 | ||
Altria Group Inc. | 2.450% | 2/4/32 | 15,080 | 11,357 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 14,095 | 13,920 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 24,279 | 24,742 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 21,938 | 20,558 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | 2,919 | 2,993 | ||
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 8,517 | 8,013 | ||
Archer-Daniels-Midland Co. | 2.900% | 3/1/32 | 4,050 | 3,662 | ||
Avery Dennison Corp. | 4.875% | 12/6/28 | 4,125 | 4,132 | ||
Avery Dennison Corp. | 2.650% | 4/30/30 | 5,814 | 4,857 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
BAT Capital Corp. | 3.557% | 8/15/27 | 19,604 | 17,952 | ||
BAT Capital Corp. | 2.259% | 3/25/28 | 12,241 | 10,244 | ||
BAT Capital Corp. | 3.462% | 9/6/29 | 4,604 | 3,942 | ||
BAT Capital Corp. | 4.906% | 4/2/30 | 4,126 | 3,832 | ||
BAT Capital Corp. | 2.726% | 3/25/31 | 17,720 | 13,957 | ||
BAT Capital Corp. | 4.742% | 3/16/32 | 7,145 | 6,358 | ||
BAT International Finance plc | 4.448% | 3/16/28 | 6,155 | 5,821 | ||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 4,617 | 4,440 | ||
Bunge Ltd. Finance Corp. | 2.750% | 5/14/31 | 8,568 | 7,067 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 3,095 | 3,030 | ||
Campbell Soup Co. | 2.375% | 4/24/30 | 6,965 | 5,883 | ||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 3,095 | 2,964 | ||
Clorox Co. | 3.100% | 10/1/27 | 5,440 | 5,194 | ||
Clorox Co. | 3.900% | 5/15/28 | 200 | 196 | ||
Clorox Co. | 4.400% | 5/1/29 | 2,000 | 1,995 | ||
Clorox Co. | 1.800% | 5/15/30 | 5,445 | 4,452 | ||
Clorox Co. | 4.600% | 5/1/32 | 4,000 | 4,016 | ||
Coca-Cola Co. | 1.500% | 3/5/28 | 7,030 | 6,250 | ||
Coca-Cola Co. | 1.000% | 3/15/28 | 15,468 | 13,344 | ||
Coca-Cola Co. | 2.125% | 9/6/29 | 3,841 | 3,428 | ||
Coca-Cola Co. | 3.450% | 3/25/30 | 4,964 | 4,813 | ||
Coca-Cola Co. | 1.650% | 6/1/30 | 13,794 | 11,691 | ||
Coca-Cola Co. | 2.000% | 3/5/31 | 2,950 | 2,540 | ||
Coca-Cola Co. | 1.375% | 3/15/31 | 19,604 | 15,964 | ||
Coca-Cola Co. | 2.250% | 1/5/32 | 10,055 | 8,760 | ||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 8,550 | 7,674 | ||
Conagra Brands Inc. | 1.375% | 11/1/27 | 4,024 | 3,355 | ||
Conagra Brands Inc. | 4.850% | 11/1/28 | 8,716 | 8,591 | ||
Constellation Brands Inc. | 3.600% | 2/15/28 | 3,797 | 3,601 | ||
Constellation Brands Inc. | 4.650% | 11/15/28 | 5,728 | 5,659 | ||
Constellation Brands Inc. | 3.150% | 8/1/29 | 6,358 | 5,727 | ||
Constellation Brands Inc. | 2.875% | 5/1/30 | 901 | 783 | ||
Constellation Brands Inc. | 2.250% | 8/1/31 | 11,224 | 9,098 | ||
Constellation Brands Inc. | 4.750% | 5/9/32 | 8,065 | 7,964 | ||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 18,824 | 15,879 | ||
Costco Wholesale Corp. | 1.750% | 4/20/32 | 6,680 | 5,499 | ||
Diageo Capital plc | 3.875% | 5/18/28 | 4,188 | 4,158 | ||
Diageo Capital plc | 2.375% | 10/24/29 | 8,450 | 7,492 | ||
Diageo Capital plc | 2.000% | 4/29/30 | 2,285 | 1,951 | ||
Diageo Capital plc | 2.125% | 4/29/32 | 2,765 | 2,305 | ||
Dollar General Corp. | 4.125% | 5/1/28 | 3,800 | 3,707 | ||
Dollar General Corp. | 3.500% | 4/3/30 | 9,345 | 8,610 | ||
Dollar Tree Inc. | 4.200% | 5/15/28 | 8,887 | 8,626 | ||
Dollar Tree Inc. | 2.650% | 12/1/31 | 6,310 | 5,189 | ||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 5,441 | 4,842 | ||
Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | 7,997 | 7,175 | ||
Estee Lauder Cos. Inc. | 1.950% | 3/15/31 | 5,037 | 4,251 | ||
Flowers Foods Inc. | 2.400% | 3/15/31 | 3,620 | 2,964 | ||
General Mills Inc. | 4.200% | 4/17/28 | 5,848 | 5,795 | ||
General Mills Inc. | 2.875% | 4/15/30 | 7,515 | 6,638 | ||
General Mills Inc. | 2.250% | 10/14/31 | 3,004 | 2,465 | ||
3 | GSK Consumer Healthcare Capital US LLC | 3.375% | 3/24/29 | 6,600 | 6,170 | |
3 | GSK Consumer Healthcare Capital US LLC | 3.625% | 3/24/32 | 15,000 | 13,841 | |
Hershey Co. | 2.450% | 11/15/29 | 2,365 | 2,117 | ||
Hershey Co. | 1.700% | 6/1/30 | 1,410 | 1,182 | ||
Hormel Foods Corp. | 1.700% | 6/3/28 | 3,250 | 2,872 | ||
Hormel Foods Corp. | 1.800% | 6/11/30 | 10,107 | 8,478 | ||
Ingredion Inc. | 2.900% | 6/1/30 | 4,966 | 4,311 | ||
J M Smucker Co. | 3.375% | 12/15/27 | 2,539 | 2,424 | ||
J M Smucker Co. | 2.375% | 3/15/30 | 6,055 | 5,145 | ||
Kellogg Co. | 3.400% | 11/15/27 | 5,699 | 5,440 | ||
Kellogg Co. | 4.300% | 5/15/28 | 2,715 | 2,709 | ||
Kellogg Co. | 2.100% | 6/1/30 | 2,950 | 2,444 | ||
1 | Kellogg Co. | 7.450% | 4/1/31 | 4,032 | 4,658 | |
Keurig Dr Pepper Inc. | 3.950% | 4/15/29 | 10,000 | 9,548 | ||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 6,356 | 5,684 | ||
Keurig Dr Pepper Inc. | 2.250% | 3/15/31 | 1,060 | 871 | ||
Keurig Dr Pepper Inc. | 4.050% | 4/15/32 | 10,000 | 9,358 | ||
Kimberly-Clark Corp. | 1.050% | 9/15/27 | 5,857 | 5,112 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 2,557 | 2,549 | ||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 5,550 | 5,293 | ||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 6,322 | 5,934 | ||
Kimberly-Clark Corp. | 2.000% | 11/2/31 | 4,800 | 4,035 | ||
Kraft Heinz Foods Co. | 3.750% | 4/1/30 | 8,250 | 7,624 | ||
Kraft Heinz Foods Co. | 4.250% | 3/1/31 | 8,175 | 7,775 | ||
Kroger Co. | 3.700% | 8/1/27 | 1,849 | 1,798 | ||
Kroger Co. | 4.500% | 1/15/29 | 3,183 | 3,163 | ||
1 | Kroger Co. | 7.700% | 6/1/29 | 1,000 | 1,176 | |
Kroger Co. | 2.200% | 5/1/30 | 9,693 | 8,171 | ||
Kroger Co. | 1.700% | 1/15/31 | 3,470 | 2,759 | ||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 10,278 | 9,811 | ||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 4,325 | 3,696 | ||
McCormick & Co. Inc. | 1.850% | 2/15/31 | 2,036 | 1,618 | ||
Mondelez International Inc. | 2.750% | 4/13/30 | 7,368 | 6,468 | ||
Mondelez International Inc. | 1.500% | 2/4/31 | 4,453 | 3,494 | ||
Mondelez International Inc. | 3.000% | 3/17/32 | 5,535 | 4,841 | ||
PepsiCo Inc. | 3.000% | 10/15/27 | 11,989 | 11,677 | ||
PepsiCo Inc. | 7.000% | 3/1/29 | 700 | 824 | ||
PepsiCo Inc. | 2.625% | 7/29/29 | 6,905 | 6,395 | ||
PepsiCo Inc. | 2.750% | 3/19/30 | 8,985 | 8,275 | ||
PepsiCo Inc. | 1.625% | 5/1/30 | 16,105 | 13,657 | ||
PepsiCo Inc. | 1.950% | 10/21/31 | 9,115 | 7,773 | ||
Philip Morris International Inc. | 3.125% | 8/17/27 | 2,845 | 2,670 | ||
Philip Morris International Inc. | 3.125% | 3/2/28 | 5,553 | 5,077 | ||
Philip Morris International Inc. | 3.375% | 8/15/29 | 5,768 | 5,199 | ||
Philip Morris International Inc. | 2.100% | 5/1/30 | 6,919 | 5,652 | ||
Philip Morris International Inc. | 1.750% | 11/1/30 | 1,432 | 1,110 | ||
Procter & Gamble Co. | 3.000% | 3/25/30 | 8,314 | 7,846 | ||
Procter & Gamble Co. | 1.200% | 10/29/30 | 16,276 | 13,299 | ||
Procter & Gamble Co. | 1.950% | 4/23/31 | 4,008 | 3,462 | ||
Procter & Gamble Co. | 2.300% | 2/1/32 | 3,000 | 2,664 | ||
Sysco Corp. | 3.250% | 7/15/27 | 9,367 | 8,920 | ||
Sysco Corp. | 2.400% | 2/15/30 | 6,325 | 5,404 | ||
Sysco Corp. | 5.950% | 4/1/30 | 7,326 | 7,816 | ||
Sysco Corp. | 2.450% | 12/14/31 | 3,000 | 2,494 | ||
Target Corp. | 3.375% | 4/15/29 | 9,985 | 9,604 | ||
Target Corp. | 2.350% | 2/15/30 | 4,767 | 4,211 | ||
Target Corp. | 2.650% | 9/15/30 | 227 | 204 | ||
Tyson Foods Inc. | 4.350% | 3/1/29 | 8,368 | 8,269 | ||
Unilever Capital Corp. | 2.125% | 9/6/29 | 10,234 | 9,013 | ||
Unilever Capital Corp. | 1.375% | 9/14/30 | 4,998 | 4,063 | ||
Unilever Capital Corp. | 1.750% | 8/12/31 | 7,515 | 6,196 | ||
Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | 4,115 | 3,634 | ||
Walmart Inc. | 3.700% | 6/26/28 | 22,797 | 22,699 | ||
Walmart Inc. | 1.500% | 9/22/28 | 6,000 | 5,260 | ||
Walmart Inc. | 3.250% | 7/8/29 | 10,598 | 10,212 | ||
Walmart Inc. | 2.375% | 9/24/29 | 10,818 | 9,830 | ||
Walmart Inc. | 1.800% | 9/22/31 | 3,475 | 2,954 | ||
821,182 | ||||||
Energy (2.4%) | ||||||
Baker Hughes Holdings LLC | 3.337% | 12/15/27 | 7,316 | 6,918 | ||
Baker Hughes Holdings LLC | 3.138% | 11/7/29 | 4,970 | 4,494 | ||
Baker Hughes Holdings LLC | 4.486% | 5/1/30 | 7,375 | 7,287 | ||
Boardwalk Pipelines LP | 4.450% | 7/15/27 | 2,715 | 2,632 | ||
Boardwalk Pipelines LP | 4.800% | 5/3/29 | 3,215 | 3,120 | ||
Boardwalk Pipelines LP | 3.400% | 2/15/31 | 2,833 | 2,419 | ||
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 10,672 | 10,428 | ||
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 14,680 | 14,586 | ||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 12,507 | 11,840 | ||
BP Capital Markets America Inc. | 1.749% | 8/10/30 | 4,721 | 3,879 | ||
BP Capital Markets America Inc. | 2.721% | 1/12/32 | 16,288 | 14,033 | ||
BP Capital Markets plc | 3.279% | 9/19/27 | 9,535 | 9,134 | ||
BP Capital Markets plc | 3.723% | 11/28/28 | 5,477 | 5,306 | ||
Burlington Resources LLC | 7.200% | 8/15/31 | 600 | 712 | ||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 6,566 | 5,764 | ||
Cenovus Energy Inc. | 4.400% | 4/15/29 | 7,510 | 7,238 | ||
Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 12,617 | 11,575 | ||
Chevron Corp. | 2.236% | 5/11/30 | 14,825 | 13,043 | ||
Chevron USA Inc. | 1.018% | 8/12/27 | 4,940 | 4,312 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Chevron USA Inc. | 3.850% | 1/15/28 | 5,262 | 5,234 | ||
Chevron USA Inc. | 3.250% | 10/15/29 | 6,075 | 5,753 | ||
CNOOC Finance 2013 Ltd. | 2.875% | 9/30/29 | 3,400 | 3,155 | ||
CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | 13,975 | 14,256 | ||
ConocoPhillips | 4.300% | 8/15/28 | 4,510 | 4,562 | ||
ConocoPhillips | 2.400% | 2/15/31 | 4,590 | 3,934 | ||
ConocoPhillips Co. | 6.950% | 4/15/29 | 9,723 | 11,123 | ||
Continental Resources Inc. | 4.375% | 1/15/28 | 4,906 | 4,611 | ||
3 | Coterra Energy Inc. | 4.375% | 3/15/29 | 4,275 | 4,191 | |
Devon Energy Corp. | 5.250% | 10/15/27 | 3,506 | 3,526 | ||
Devon Energy Corp. | 5.875% | 6/15/28 | 3,114 | 3,162 | ||
Devon Energy Corp. | 4.500% | 1/15/30 | 4,992 | 4,706 | ||
Devon Energy Corp. | 7.875% | 9/30/31 | 3,000 | 3,513 | ||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 7,083 | 6,490 | ||
Diamondback Energy Inc. | 3.125% | 3/24/31 | 8,522 | 7,423 | ||
3 | Eastern Gas Transmission & Storage Inc. | 3.000% | 11/15/29 | 4,000 | 3,621 | |
Enbridge Inc. | 3.700% | 7/15/27 | 5,921 | 5,678 | ||
Enbridge Inc. | 3.125% | 11/15/29 | 6,077 | 5,502 | ||
Energy Transfer LP | 4.000% | 10/1/27 | 5,615 | 5,311 | ||
Energy Transfer LP | 4.950% | 5/15/28 | 8,275 | 8,104 | ||
Energy Transfer LP | 4.950% | 6/15/28 | 10,900 | 10,741 | ||
Energy Transfer LP | 5.250% | 4/15/29 | 12,312 | 12,201 | ||
Energy Transfer LP | 4.150% | 9/15/29 | 3,640 | 3,319 | ||
Energy Transfer LP | 3.750% | 5/15/30 | 11,775 | 10,603 | ||
Enterprise Products Operating LLC | 4.150% | 10/16/28 | 7,125 | 6,951 | ||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 10,059 | 9,057 | ||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 8,290 | 7,265 | ||
1 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 4,650 | 3,907 | |
1 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 9,299 | 7,389 | |
EOG Resources Inc. | 4.375% | 4/15/30 | 6,346 | 6,377 | ||
EQT Corp. | 3.900% | 10/1/27 | 6,225 | 5,817 | ||
EQT Corp. | 5.000% | 1/15/29 | 5,200 | 5,034 | ||
EQT Corp. | 7.500% | 2/1/30 | 7,400 | 7,957 | ||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 1,591 | 1,510 | ||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 8,453 | 7,599 | ||
Exxon Mobil Corp. | 3.482% | 3/19/30 | 15,545 | 14,898 | ||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 13,835 | 12,434 | ||
Halliburton Co. | 2.920% | 3/1/30 | 3,628 | 3,213 | ||
Helmerich & Payne Inc. | 2.900% | 9/29/31 | 4,235 | 3,626 | ||
Hess Corp. | 4.300% | 4/1/27 | 1,743 | 1,700 | ||
Hess Corp. | 7.300% | 8/15/31 | 3,801 | 4,254 | ||
3 | HF Sinclair Corp. | 4.500% | 10/1/30 | 3,123 | 2,840 | |
Kinder Morgan Inc. | 4.300% | 3/1/28 | 15,784 | 15,379 | ||
Kinder Morgan Inc. | 2.000% | 2/15/31 | 7,005 | 5,604 | ||
1 | Kinder Morgan Inc. | 7.800% | 8/1/31 | 1,060 | 1,231 | |
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 4,161 | 3,680 | ||
Marathon Oil Corp. | 4.400% | 7/15/27 | 6,265 | 6,121 | ||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 5,156 | 4,879 | ||
MPLX LP | 4.250% | 12/1/27 | 4,146 | 3,994 | ||
MPLX LP | 4.000% | 3/15/28 | 7,538 | 7,149 | ||
MPLX LP | 4.800% | 2/15/29 | 7,430 | 7,315 | ||
MPLX LP | 2.650% | 8/15/30 | 14,288 | 11,929 | ||
NOV Inc. | 3.600% | 12/1/29 | 2,495 | 2,239 | ||
ONEOK Inc. | 4.000% | 7/13/27 | 4,949 | 4,768 | ||
ONEOK Inc. | 4.550% | 7/15/28 | 6,453 | 6,239 | ||
ONEOK Inc. | 4.350% | 3/15/29 | 8,608 | 8,094 | ||
ONEOK Inc. | 3.400% | 9/1/29 | 6,125 | 5,405 | ||
ONEOK Inc. | 3.100% | 3/15/30 | 3,390 | 2,914 | ||
ONEOK Inc. | 6.350% | 1/15/31 | 600 | 627 | ||
Ovintiv Inc. | 7.200% | 11/1/31 | 2,745 | 2,973 | ||
Ovintiv Inc. | 7.375% | 11/1/31 | 4,550 | 5,022 | ||
Phillips 66 | 3.900% | 3/15/28 | 1,651 | 1,604 | ||
Phillips 66 | 2.150% | 12/15/30 | 6,098 | 4,978 | ||
3 | Phillips 66 Co. | 3.750% | 3/1/28 | 4,595 | 4,368 | |
3 | Phillips 66 Co. | 3.150% | 12/15/29 | 4,375 | 3,920 | |
Pioneer Natural Resources Co. | 1.900% | 8/15/30 | 9,297 | 7,591 | ||
Pioneer Natural Resources Co. | 2.150% | 1/15/31 | 7,597 | 6,260 | ||
Plains All American Pipeline LP | 3.550% | 12/15/29 | 9,023 | 7,962 | ||
Plains All American Pipeline LP | 3.800% | 9/15/30 | 4,510 | 3,991 | ||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 12,756 | 12,267 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 17,208 | 16,531 | ||
Schlumberger Investment SA | 2.650% | 6/26/30 | 12,053 | 10,599 | ||
Shell International Finance BV | 3.875% | 11/13/28 | 5,260 | 5,190 | ||
Shell International Finance BV | 2.375% | 11/7/29 | 12,941 | 11,430 | ||
Shell International Finance BV | 2.750% | 4/6/30 | 14,975 | 13,522 | ||
Suncor Energy Inc. | 7.150% | 2/1/32 | 4,000 | 4,527 | ||
Targa Resources Corp. | 4.200% | 2/1/33 | 5,000 | 4,529 | ||
Targa Resources Partners LP | 6.500% | 7/15/27 | 3,000 | 3,066 | ||
Targa Resources Partners LP | 5.000% | 1/15/28 | 4,800 | 4,586 | ||
Targa Resources Partners LP | 6.875% | 1/15/29 | 5,000 | 5,103 | ||
Targa Resources Partners LP | 5.500% | 3/1/30 | 7,000 | 6,665 | ||
Targa Resources Partners LP | 4.875% | 2/1/31 | 6,875 | 6,272 | ||
Targa Resources Partners LP | 4.000% | 1/15/32 | 7,505 | 6,436 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 10/15/28 | 1,900 | 2,064 | ||
Tosco Corp. | 8.125% | 2/15/30 | 2,469 | 3,007 | ||
TotalEnergies Capital International SA | 3.455% | 2/19/29 | 8,305 | 7,915 | ||
TotalEnergies Capital International SA | 2.829% | 1/10/30 | 6,642 | 6,020 | ||
TotalEnergies Capital SA | 3.883% | 10/11/28 | 7,994 | 7,879 | ||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 10,472 | 10,188 | ||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 12,875 | 12,305 | ||
TransCanada PipeLines Ltd. | 2.500% | 10/12/31 | 12,969 | 10,775 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 3,905 | 3,790 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 10,329 | 9,276 | ||
Valero Energy Corp. | 2.150% | 9/15/27 | 3,493 | 3,114 | ||
Valero Energy Corp. | 4.350% | 6/1/28 | 8,360 | 8,131 | ||
Valero Energy Corp. | 4.000% | 4/1/29 | 7,519 | 7,097 | ||
Valero Energy Corp. | 2.800% | 12/1/31 | 6,490 | 5,443 | ||
Valero Energy Corp. | 7.500% | 4/15/32 | 3,000 | 3,457 | ||
Valero Energy Partners LP | 4.500% | 3/15/28 | 3,799 | 3,745 | ||
Williams Cos. Inc. | 3.500% | 11/15/30 | 9,525 | 8,578 | ||
1 | Williams Cos. Inc. | 7.500% | 1/15/31 | 1,311 | 1,510 | |
Williams Cos. Inc. | 2.600% | 3/15/31 | 12,437 | 10,421 | ||
Williams Cos. Inc. | 8.750% | 3/15/32 | 3,000 | 3,788 | ||
786,729 | ||||||
Financials (11.0%) | ||||||
1 | Aegon NV | 5.500% | 4/11/48 | 4,475 | 4,300 | |
AerCap Ireland Capital DAC | 3.650% | 7/21/27 | 12,772 | 11,562 | ||
AerCap Ireland Capital DAC | 4.625% | 10/15/27 | 4,691 | 4,423 | ||
AerCap Ireland Capital DAC | 3.875% | 1/23/28 | 7,190 | 6,479 | ||
AerCap Ireland Capital DAC | 3.000% | 10/29/28 | 26,795 | 22,542 | ||
AerCap Ireland Capital DAC | 3.300% | 1/30/32 | 30,420 | 24,242 | ||
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 6,940 | 6,236 | ||
Aflac Inc. | 3.600% | 4/1/30 | 9,767 | 9,242 | ||
Air Lease Corp. | 3.625% | 4/1/27 | 1,694 | 1,567 | ||
Air Lease Corp. | 3.625% | 12/1/27 | 6,693 | 5,954 | ||
Air Lease Corp. | 2.100% | 9/1/28 | 7,260 | 5,887 | ||
Air Lease Corp. | 4.625% | 10/1/28 | 2,724 | 2,518 | ||
Air Lease Corp. | 3.250% | 10/1/29 | 4,005 | 3,337 | ||
1 | Air Lease Corp. | 3.000% | 2/1/30 | 4,943 | 4,012 | |
Air Lease Corp. | 3.125% | 12/1/30 | 4,777 | 3,893 | ||
Air Lease Corp. | 2.875% | 1/15/32 | 4,000 | 3,121 | ||
Alleghany Corp. | 3.625% | 5/15/30 | 4,635 | 4,337 | ||
Allstate Corp. | 1.450% | 12/15/30 | 4,222 | 3,351 | ||
Ally Financial Inc. | 2.200% | 11/2/28 | 9,070 | 7,391 | ||
1 | Ally Financial Inc. | 8.000% | 11/1/31 | 17,633 | 19,606 | |
American Express Co. | 4.989% | 5/26/33 | 5,594 | 5,592 | ||
American Financial Group Inc. | 5.250% | 4/2/30 | 3,062 | 3,058 | ||
American International Group Inc. | 4.200% | 4/1/28 | 2,193 | 2,156 | ||
American International Group Inc. | 4.250% | 3/15/29 | 1,928 | 1,873 | ||
American International Group Inc. | 3.400% | 6/30/30 | 8,336 | 7,649 | ||
1 | American International Group Inc. | 5.750% | 4/1/48 | 5,160 | 4,632 | |
Ameriprise Financial Inc. | 4.500% | 5/13/32 | 3,700 | 3,636 | ||
1 | Andrew W Mellon Foundation | 0.947% | 8/1/27 | 2,625 | 2,297 | |
Aon Corp. | 4.500% | 12/15/28 | 200 | 197 | ||
Aon Corp. | 3.750% | 5/2/29 | 4,952 | 4,677 | ||
Aon Corp. | 2.800% | 5/15/30 | 9,573 | 8,378 | ||
Aon Corp. | 2.600% | 12/2/31 | 5,000 | 4,214 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Ares Capital Corp. | 2.875% | 6/15/28 | 7,271 | 5,784 | ||
Ares Capital Corp. | 3.200% | 11/15/31 | 5,880 | 4,268 | ||
Arthur J Gallagher & Co. | 2.400% | 11/9/31 | 3,175 | 2,598 | ||
Assurant Inc. | 4.900% | 3/27/28 | 3,625 | 3,594 | ||
Assurant Inc. | 3.700% | 2/22/30 | 2,505 | 2,221 | ||
Assured Guaranty US Holdings Inc. | 3.150% | 6/15/31 | 3,325 | 2,885 | ||
Athene Holding Ltd. | 4.125% | 1/12/28 | 4,305 | 4,014 | ||
Athene Holding Ltd. | 6.150% | 4/3/30 | 8,461 | 8,448 | ||
Athene Holding Ltd. | 3.500% | 1/15/31 | 7,163 | 6,062 | ||
AXA SA | 8.600% | 12/15/30 | 9,983 | 11,823 | ||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 1,350 | 1,263 | ||
1 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 3,467 | 2,962 | |
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 3,305 | 3,198 | ||
Banco Santander SA | 3.800% | 2/23/28 | 2,421 | 2,267 | ||
Banco Santander SA | 4.379% | 4/12/28 | 5,625 | 5,412 | ||
Banco Santander SA | 3.306% | 6/27/29 | 7,211 | 6,555 | ||
Banco Santander SA | 3.490% | 5/28/30 | 17,155 | 15,183 | ||
Banco Santander SA | 2.749% | 12/3/30 | 7,219 | 5,734 | ||
Banco Santander SA | 2.958% | 3/25/31 | 8,035 | 6,736 | ||
1 | Bank of America Corp. | 4.250% | 10/22/26 | 87 | 86 | |
1 | Bank of America Corp. | 3.248% | 10/21/27 | 19,299 | 18,205 | |
1 | Bank of America Corp. | 3.593% | 7/21/28 | 17,422 | 16,443 | |
1 | Bank of America Corp. | 3.419% | 12/20/28 | 50,666 | 47,193 | |
1 | Bank of America Corp. | 3.970% | 3/5/29 | 16,444 | 15,690 | |
1 | Bank of America Corp. | 2.087% | 6/14/29 | 15,355 | 13,149 | |
1 | Bank of America Corp. | 4.271% | 7/23/29 | 35,710 | 34,342 | |
1 | Bank of America Corp. | 3.974% | 2/7/30 | 20,505 | 19,265 | |
1 | Bank of America Corp. | 3.194% | 7/23/30 | 6,143 | 5,495 | |
1 | Bank of America Corp. | 2.884% | 10/22/30 | 6,015 | 5,261 | |
1 | Bank of America Corp. | 2.496% | 2/13/31 | 30,570 | 25,871 | |
1 | Bank of America Corp. | 2.592% | 4/29/31 | 18,613 | 15,786 | |
1 | Bank of America Corp. | 1.898% | 7/23/31 | 25,045 | 20,038 | |
1 | Bank of America Corp. | 1.922% | 10/24/31 | 18,184 | 14,493 | |
1 | Bank of America Corp. | 2.651% | 3/11/32 | 15,483 | 12,999 | |
Bank of America Corp. | 2.687% | 4/22/32 | 51,030 | 42,879 | ||
Bank of America Corp. | 2.299% | 7/21/32 | 41,627 | 33,647 | ||
Bank of America Corp. | 2.572% | 10/20/32 | 15,925 | 13,140 | ||
Bank of America Corp. | 2.972% | 2/4/33 | 38,707 | 32,993 | ||
Bank of America Corp. | 4.571% | 4/27/33 | 15,000 | 14,598 | ||
Bank of America Corp. | 2.482% | 9/21/36 | 17,710 | 13,772 | ||
Bank of America Corp. | 3.846% | 3/8/37 | 19,257 | 16,678 | ||
1 | Bank of Montreal | 3.803% | 12/15/32 | 9,320 | 8,654 | |
1 | Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 10,319 | 9,877 | |
1 | Bank of New York Mellon Corp. | 1.650% | 7/14/28 | 495 | 429 | |
1 | Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 10,373 | 9,592 | |
1 | Bank of New York Mellon Corp. | 1.800% | 7/28/31 | 1,805 | 1,462 | |
Bank of New York Mellon Corp. | 2.500% | 1/26/32 | 2,365 | 2,018 | ||
Bank of Nova Scotia | 2.150% | 8/1/31 | 5,305 | 4,336 | ||
Bank of Nova Scotia | 2.450% | 2/2/32 | 4,383 | 3,640 | ||
Bank of Nova Scotia | 4.588% | 5/4/37 | 9,154 | 8,416 | ||
BankUnited Inc. | 5.125% | 6/11/30 | 4,400 | 4,208 | ||
Barclays plc | 4.337% | 1/10/28 | 5,095 | 4,872 | ||
Barclays plc | 4.836% | 5/9/28 | 19,578 | 18,847 | ||
1 | Barclays plc | 4.972% | 5/16/29 | 14,033 | 13,772 | |
1 | Barclays plc | 5.088% | 6/20/30 | 9,165 | 8,681 | |
Barclays plc | 2.645% | 6/24/31 | 7,973 | 6,618 | ||
Barclays plc | 2.667% | 3/10/32 | 3,262 | 2,631 | ||
Barclays plc | 2.894% | 11/24/32 | 9,880 | 7,950 | ||
Barclays plc | 3.564% | 9/23/35 | 16,016 | 13,204 | ||
Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | 6,138 | 5,249 | ||
Berkshire Hathaway Finance Corp. | 1.450% | 10/15/30 | 4,054 | 3,293 | ||
Berkshire Hathaway Finance Corp. | 2.875% | 3/15/32 | 2,050 | 1,838 | ||
BlackRock Inc. | 3.250% | 4/30/29 | 8,003 | 7,553 | ||
BlackRock Inc. | 2.400% | 4/30/30 | 8,145 | 7,129 | ||
BlackRock Inc. | 1.900% | 1/28/31 | 4,801 | 3,982 | ||
BlackRock Inc. | 2.100% | 2/25/32 | 5,144 | 4,247 | ||
3 | Blackstone Private Credit Fund | 4.000% | 1/15/29 | 2,305 | 1,888 | |
3 | Blackstone Secured Lending Fund | 2.850% | 9/30/28 | 4,885 | 3,918 | |
Brighthouse Financial Inc. | 5.625% | 5/15/30 | 6,020 | 5,851 | ||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 8,925 | 8,527 | ||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 7,625 | 7,535 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Brookfield Finance Inc. | 4.350% | 4/15/30 | 8,412 | 8,031 | ||
Brookfield Finance Inc. | 2.724% | 4/15/31 | 4,000 | 3,390 | ||
Brown & Brown Inc. | 4.500% | 3/15/29 | 2,905 | 2,850 | ||
Brown & Brown Inc. | 2.375% | 3/15/31 | 5,394 | 4,273 | ||
Brown & Brown Inc. | 4.200% | 3/17/32 | 7,000 | 6,373 | ||
Canadian Imperial Bank of Commerce | 3.600% | 4/7/32 | 7,472 | 6,785 | ||
Capital One Financial Corp. | 1.878% | 11/2/27 | 200 | 175 | ||
Capital One Financial Corp. | 3.800% | 1/31/28 | 16,562 | 15,616 | ||
Capital One Financial Corp. | 3.273% | 3/1/30 | 1,250 | 1,107 | ||
Capital One Financial Corp. | 2.359% | 7/29/32 | 5,485 | 4,176 | ||
Capital One Financial Corp. | 2.618% | 11/2/32 | 3,670 | 2,941 | ||
Capital One Financial Corp. | 5.268% | 5/10/33 | 5,753 | 5,644 | ||
Cboe Global Markets Inc. | 1.625% | 12/15/30 | 4,740 | 3,800 | ||
Charles Schwab Corp. | 3.450% | 2/13/26 | 300 | 297 | ||
Charles Schwab Corp. | 3.200% | 1/25/28 | 6,362 | 6,085 | ||
Charles Schwab Corp. | 2.000% | 3/20/28 | 11,737 | 10,482 | ||
Charles Schwab Corp. | 4.000% | 2/1/29 | 7,227 | 7,109 | ||
Charles Schwab Corp. | 3.250% | 5/22/29 | 6,456 | 6,007 | ||
Charles Schwab Corp. | 2.750% | 10/1/29 | 5,115 | 4,600 | ||
Charles Schwab Corp. | 4.625% | 3/22/30 | 1,300 | 1,316 | ||
Charles Schwab Corp. | 2.300% | 5/13/31 | 15,279 | 12,921 | ||
Charles Schwab Corp. | 2.900% | 3/3/32 | 5,050 | 4,442 | ||
Chubb INA Holdings Inc. | 1.375% | 9/15/30 | 12,748 | 10,190 | ||
CI Financial Corp. | 3.200% | 12/17/30 | 9,650 | 7,512 | ||
1 | Cincinnati Financial Corp. | 6.920% | 5/15/28 | 3,225 | 3,645 | |
Citigroup Inc. | 4.450% | 9/29/27 | 38,171 | 37,528 | ||
Citigroup Inc. | 6.625% | 1/15/28 | 900 | 989 | ||
1 | Citigroup Inc. | 3.668% | 7/24/28 | 20,788 | 19,656 | |
Citigroup Inc. | 4.125% | 7/25/28 | 3,582 | 3,439 | ||
1 | Citigroup Inc. | 3.520% | 10/27/28 | 23,500 | 21,932 | |
1 | Citigroup Inc. | 4.075% | 4/23/29 | 7,331 | 6,975 | |
1 | Citigroup Inc. | 3.980% | 3/20/30 | 24,487 | 22,912 | |
1 | Citigroup Inc. | 2.976% | 11/5/30 | 13,767 | 12,014 | |
1 | Citigroup Inc. | 2.666% | 1/29/31 | 17,300 | 14,692 | |
1 | Citigroup Inc. | 4.412% | 3/31/31 | 45,821 | 43,885 | |
1 | Citigroup Inc. | 2.572% | 6/3/31 | 23,591 | 19,845 | |
Citigroup Inc. | 2.520% | 11/3/32 | 10,313 | 8,361 | ||
Citigroup Inc. | 3.057% | 1/25/33 | 16,377 | 13,911 | ||
Citigroup Inc. | 3.785% | 3/17/33 | 20,480 | 18,494 | ||
Citigroup Inc. | 4.910% | 5/24/33 | 33,455 | 33,025 | ||
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 3,844 | 3,232 | ||
Citizens Financial Group Inc. | 3.250% | 4/30/30 | 5,774 | 5,126 | ||
Citizens Financial Group Inc. | 5.641% | 5/21/37 | 2,000 | 1,967 | ||
CME Group Inc. | 3.750% | 6/15/28 | 4,750 | 4,684 | ||
CME Group Inc. | 2.650% | 3/15/32 | 5,000 | 4,416 | ||
CNA Financial Corp. | 3.450% | 8/15/27 | 3,783 | 3,578 | ||
CNA Financial Corp. | 3.900% | 5/1/29 | 5,442 | 5,116 | ||
CNA Financial Corp. | 2.050% | 8/15/30 | 2,625 | 2,113 | ||
CNO Financial Group Inc. | 5.250% | 5/30/29 | 1,910 | 1,845 | ||
Comerica Inc. | 4.000% | 2/1/29 | 887 | 861 | ||
3 | Corebridge Financial Inc. | 3.850% | 4/5/29 | 12,975 | 11,972 | |
3 | Corebridge Financial Inc. | 3.900% | 4/5/32 | 14,640 | 13,137 | |
1 | Deutsche Bank AG | 3.547% | 9/18/31 | 14,484 | 12,095 | |
Deutsche Bank AG | 3.035% | 5/28/32 | 534 | 423 | ||
1 | Discover Bank | 4.650% | 9/13/28 | 8,113 | 7,803 | |
1 | Discover Bank | 2.700% | 2/6/30 | 5,959 | 4,962 | |
Enstar Group Ltd. | 4.950% | 6/1/29 | 12,080 | 11,554 | ||
Enstar Group Ltd. | 3.100% | 9/1/31 | 556 | 441 | ||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 2,774 | 3,060 | ||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 9,407 | 9,087 | ||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 3,414 | 3,393 | ||
Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | 5,500 | 5,281 | ||
Fairfax Financial Holdings Ltd. | 3.375% | 3/3/31 | 4,000 | 3,461 | ||
Fidelity National Financial Inc. | 4.500% | 8/15/28 | 4,827 | 4,644 | ||
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 5,988 | 5,248 | ||
Fifth Third Bancorp | 3.950% | 3/14/28 | 5,296 | 5,146 | ||
Fifth Third Bancorp | 4.337% | 4/25/33 | 4,750 | 4,519 | ||
First American Financial Corp. | 4.000% | 5/15/30 | 3,877 | 3,475 | ||
First American Financial Corp. | 2.400% | 8/15/31 | 5,000 | 3,828 | ||
1 | First Horizon Bank | 5.750% | 5/1/30 | 5,000 | 5,104 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
First-Citizens Bank & Trust Co. | 6.125% | 3/9/28 | 2,615 | 2,714 | ||
Franklin Resources Inc. | 1.600% | 10/30/30 | 3,532 | 2,773 | ||
FS KKR Capital Corp. | 3.125% | 10/12/28 | 3,860 | 3,072 | ||
GATX Corp. | 3.500% | 3/15/28 | 4,177 | 3,900 | ||
GATX Corp. | 4.550% | 11/7/28 | 3,581 | 3,503 | ||
GATX Corp. | 4.700% | 4/1/29 | 1,760 | 1,715 | ||
GATX Corp. | 4.000% | 6/30/30 | 4,756 | 4,392 | ||
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 5,000 | 4,680 | ||
Globe Life Inc. | 4.550% | 9/15/28 | 5,546 | 5,460 | ||
Globe Life Inc. | 2.150% | 8/15/30 | 3,125 | 2,559 | ||
1 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 3,462 | 3,282 | |
1 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 21,882 | 20,632 | |
1 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 26,038 | 24,993 | |
Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 1,140 | 972 | ||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 31,974 | 29,619 | ||
Goldman Sachs Group Inc. | 1.992% | 1/27/32 | 18,087 | 14,301 | ||
Goldman Sachs Group Inc. | 2.615% | 4/22/32 | 36,884 | 30,602 | ||
Goldman Sachs Group Inc. | 2.383% | 7/21/32 | 24,990 | 20,227 | ||
Goldman Sachs Group Inc. | 2.650% | 10/21/32 | 25,082 | 20,677 | ||
Goldman Sachs Group Inc. | 3.102% | 2/24/33 | 24,835 | 21,238 | ||
Hanover Insurance Group Inc. | 2.500% | 9/1/30 | 2,958 | 2,472 | ||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 6,390 | 5,699 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 275 | 242 | ||
1 | HSBC Holdings plc | 2.013% | 9/22/28 | 16,022 | 13,709 | |
1 | HSBC Holdings plc | 4.583% | 6/19/29 | 30,842 | 29,704 | |
HSBC Holdings plc | 2.206% | 8/17/29 | 11,043 | 9,275 | ||
HSBC Holdings plc | 4.950% | 3/31/30 | 21,654 | 21,382 | ||
1 | HSBC Holdings plc | 3.973% | 5/22/30 | 23,127 | 21,307 | |
1 | HSBC Holdings plc | 2.848% | 6/4/31 | 12,243 | 10,340 | |
1 | HSBC Holdings plc | 2.357% | 8/18/31 | 13,150 | 10,674 | |
1 | HSBC Holdings plc | 7.625% | 5/17/32 | 1,054 | 1,207 | |
HSBC Holdings plc | 2.804% | 5/24/32 | 11,483 | 9,427 | ||
HSBC Holdings plc | 2.871% | 11/22/32 | 22,669 | 18,569 | ||
HSBC Holdings plc | 4.762% | 3/29/33 | 13,000 | 12,007 | ||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 8,000 | 6,807 | ||
Huntington Bancshares Inc. | 2.487% | 8/15/36 | 4,534 | 3,516 | ||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 5,770 | 5,722 | ||
ING Groep NV | 4.550% | 10/2/28 | 9,866 | 9,602 | ||
ING Groep NV | 4.050% | 4/9/29 | 6,638 | 6,231 | ||
ING Groep NV | 2.727% | 4/1/32 | 2,267 | 1,889 | ||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 3,631 | 3,427 | ||
Intercontinental Exchange Inc. | 4.000% | 9/15/27 | 4,000 | 3,935 | ||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 4,155 | 3,993 | ||
Intercontinental Exchange Inc. | 4.350% | 6/15/29 | 8,000 | 7,888 | ||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 11,776 | 9,862 | ||
3 | Jackson Financial Inc. | 3.125% | 11/23/31 | 3,598 | 2,868 | |
Jefferies Group LLC | 4.150% | 1/23/30 | 3,739 | 3,346 | ||
Jefferies Group LLC | 2.625% | 10/15/31 | 5,423 | 4,174 | ||
JPMorgan Chase & Co. | 4.250% | 10/1/27 | 9,947 | 9,850 | ||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 4,026 | 3,867 | ||
1 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 13,958 | 12,431 | |
1 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 9,759 | 9,135 | |
1 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 17,707 | 16,977 | |
JPMorgan Chase & Co. | 2.069% | 6/1/29 | 12,040 | 10,354 | ||
1 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 19,151 | 18,468 | |
1 | JPMorgan Chase & Co. | 4.452% | 12/5/29 | 29,527 | 28,744 | |
1 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 22,313 | 20,779 | |
JPMorgan Chase & Co. | 4.565% | 6/14/30 | 11,100 | 10,913 | ||
1 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 28,412 | 24,771 | |
1 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 23,180 | 22,638 | |
1 | JPMorgan Chase & Co. | 2.522% | 4/22/31 | 19,150 | 16,325 | |
1 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 25,407 | 21,987 | |
JPMorgan Chase & Co. | 1.764% | 11/19/31 | 9,442 | 7,474 | ||
JPMorgan Chase & Co. | 1.953% | 2/4/32 | 32,425 | 25,900 | ||
JPMorgan Chase & Co. | 2.580% | 4/22/32 | 41,115 | 34,619 | ||
JPMorgan Chase & Co. | 2.545% | 11/8/32 | 22,315 | 18,541 | ||
JPMorgan Chase & Co. | 2.963% | 1/25/33 | 27,535 | 23,643 | ||
JPMorgan Chase & Co. | 4.586% | 4/26/33 | 7,000 | 6,883 | ||
Kemper Corp. | 2.400% | 9/30/30 | 3,645 | 2,963 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kemper Corp. | 3.800% | 2/23/32 | 2,100 | 1,855 | ||
1 | KeyBank NA | 4.390% | 12/14/27 | 1,320 | 1,314 | |
1 | KeyBank NA | 6.950% | 2/1/28 | 500 | 549 | |
1 | KeyCorp | 4.100% | 4/30/28 | 5,370 | 5,178 | |
1 | KeyCorp | 2.550% | 10/1/29 | 4,638 | 4,004 | |
Lazard Group LLC | 4.500% | 9/19/28 | 3,667 | 3,517 | ||
Lazard Group LLC | 4.375% | 3/11/29 | 4,576 | 4,362 | ||
Lincoln National Corp. | 3.800% | 3/1/28 | 3,425 | 3,277 | ||
Lincoln National Corp. | 3.050% | 1/15/30 | 4,348 | 3,794 | ||
Lincoln National Corp. | 3.400% | 1/15/31 | 2,952 | 2,629 | ||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 103 | 101 | ||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 13,769 | 13,371 | ||
Lloyds Banking Group plc | 4.550% | 8/16/28 | 4,205 | 4,110 | ||
1 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 16,511 | 15,460 | |
Loews Corp. | 3.200% | 5/15/30 | 3,201 | 2,911 | ||
1 | Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 3,655 | 3,462 | |
Manulife Financial Corp. | 3.703% | 3/16/32 | 4,190 | 3,852 | ||
Markel Corp. | 3.500% | 11/1/27 | 3,115 | 2,989 | ||
Markel Corp. | 3.350% | 9/17/29 | 2,500 | 2,292 | ||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 13,737 | 13,574 | ||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 6,376 | 5,383 | ||
Marsh & McLennan Cos. Inc. | 2.375% | 12/15/31 | 3,200 | 2,698 | ||
Mastercard Inc. | 3.500% | 2/26/28 | 6,330 | 6,240 | ||
Mastercard Inc. | 2.950% | 6/1/29 | 10,099 | 9,470 | ||
Mastercard Inc. | 3.350% | 3/26/30 | 12,696 | 12,114 | ||
Mastercard Inc. | 1.900% | 3/15/31 | 1,560 | 1,332 | ||
Mastercard Inc. | 2.000% | 11/18/31 | 6,214 | 5,251 | ||
MetLife Inc. | 4.550% | 3/23/30 | 6,955 | 7,012 | ||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 11,245 | 10,638 | ||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 12,648 | 12,205 | ||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 4,758 | 4,588 | ||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 12,929 | 12,173 | ||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 13,566 | 12,243 | ||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 7,186 | 6,165 | ||
Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 7,500 | 6,123 | ||
Mitsubishi UFJ Financial Group Inc. | 2.309% | 7/20/32 | 24,911 | 20,287 | ||
Mitsubishi UFJ Financial Group Inc. | 2.852% | 1/19/33 | 3,030 | 2,576 | ||
Mitsubishi UFJ Financial Group Inc. | 4.315% | 4/19/33 | 4,222 | 4,060 | ||
Mizuho Financial Group Inc. | 3.170% | 9/11/27 | 11,426 | 10,603 | ||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 6,335 | 6,061 | ||
1 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 6,159 | 5,927 | |
1 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 6,290 | 5,591 | |
1 | Mizuho Financial Group Inc. | 2.869% | 9/13/30 | 5,166 | 4,495 | |
1 | Mizuho Financial Group Inc. | 2.591% | 5/25/31 | 2,175 | 1,826 | |
1 | Mizuho Financial Group Inc. | 2.201% | 7/10/31 | 10,980 | 8,927 | |
1 | Mizuho Financial Group Inc. | 1.979% | 9/8/31 | 8,802 | 6,985 | |
Mizuho Financial Group Inc. | 2.564% | 9/13/31 | 7,264 | 5,811 | ||
Mizuho Financial Group Inc. | 2.260% | 7/9/32 | 1,098 | 877 | ||
1 | Morgan Stanley | 3.591% | 7/22/28 | 22,592 | 21,381 | |
1 | Morgan Stanley | 3.772% | 1/24/29 | 28,356 | 26,955 | |
1 | Morgan Stanley | 4.431% | 1/23/30 | 25,084 | 24,347 | |
1 | Morgan Stanley | 2.699% | 1/22/31 | 24,739 | 21,447 | |
1 | Morgan Stanley | 3.622% | 4/1/31 | 29,010 | 26,672 | |
1 | Morgan Stanley | 1.794% | 2/13/32 | 14,260 | 11,228 | |
1 | Morgan Stanley | 1.928% | 4/28/32 | 13,171 | 10,449 | |
1 | Morgan Stanley | 2.239% | 7/21/32 | 30,762 | 24,996 | |
1 | Morgan Stanley | 2.511% | 10/20/32 | 20,155 | 16,689 | |
Morgan Stanley | 2.943% | 1/21/33 | 15,555 | 13,335 | ||
Morgan Stanley | 2.484% | 9/16/36 | 23,683 | 18,211 | ||
Morgan Stanley | 5.297% | 4/20/37 | 14,690 | 14,251 | ||
Morgan Stanley Domestic Holdings Inc. | 3.800% | 8/24/27 | 4,591 | 4,420 | ||
Morgan Stanley Domestic Holdings Inc. | 4.500% | 6/20/28 | 3,255 | 3,242 | ||
Nasdaq Inc. | 1.650% | 1/15/31 | 1,550 | 1,217 | ||
NatWest Group plc | 5.516% | 9/30/28 | 5,000 | 5,041 | ||
1 | NatWest Group plc | 4.892% | 5/18/29 | 15,418 | 14,946 | |
1 | NatWest Group plc | 5.076% | 1/27/30 | 13,261 | 12,989 | |
1 | NatWest Group plc | 4.445% | 5/8/30 | 9,115 | 8,609 | |
1 | NatWest Group plc | 3.032% | 11/28/35 | 3,597 | 2,898 | |
4 | Nomura Holdings Inc. | 5.386% | 7/6/27 | 5,000 | 5,001 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Nomura Holdings Inc. | 2.172% | 7/14/28 | 6,313 | 5,322 | ||
Nomura Holdings Inc. | 2.710% | 1/22/29 | 3,785 | 3,244 | ||
4 | Nomura Holdings Inc. | 5.605% | 7/6/29 | 5,000 | 5,002 | |
Nomura Holdings Inc. | 3.103% | 1/16/30 | 17,530 | 14,915 | ||
Nomura Holdings Inc. | 2.679% | 7/16/30 | 3,970 | 3,251 | ||
Nomura Holdings Inc. | 2.608% | 7/14/31 | 2,860 | 2,276 | ||
Nomura Holdings Inc. | 2.999% | 1/22/32 | 5,890 | 4,783 | ||
Northern Trust Corp. | 3.650% | 8/3/28 | 5,446 | 5,324 | ||
Northern Trust Corp. | 3.150% | 5/3/29 | 4,533 | 4,253 | ||
Northern Trust Corp. | 1.950% | 5/1/30 | 2,601 | 2,208 | ||
ORIX Corp. | 3.700% | 7/18/27 | 4,000 | 3,882 | ||
ORIX Corp. | 2.250% | 3/9/31 | 5,025 | 4,217 | ||
ORIX Corp. | 4.000% | 4/13/32 | 3,683 | 3,516 | ||
Owl Rock Capital Corp. | 2.875% | 6/11/28 | 4,885 | 3,845 | ||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 3,965 | 3,774 | ||
PartnerRe Finance B LLC | 4.500% | 10/1/50 | 3,750 | 3,121 | ||
1 | PNC Bank NA | 3.100% | 10/25/27 | 5,090 | 4,832 | |
1 | PNC Bank NA | 3.250% | 1/22/28 | 3,670 | 3,498 | |
1 | PNC Bank NA | 4.050% | 7/26/28 | 11,993 | 11,606 | |
1 | PNC Bank NA | 2.700% | 10/22/29 | 5,225 | 4,549 | |
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 16,760 | 15,665 | ||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 18,656 | 16,227 | ||
PNC Financial Services Group Inc. | 4.626% | 6/6/33 | 2,000 | 1,934 | ||
Primerica Inc. | 2.800% | 11/19/31 | 5,000 | 4,206 | ||
Principal Financial Group Inc. | 3.700% | 5/15/29 | 3,296 | 3,093 | ||
Principal Financial Group Inc. | 2.125% | 6/15/30 | 4,225 | 3,484 | ||
Progressive Corp. | 3.200% | 3/26/30 | 8,912 | 8,278 | ||
1 | Prudential Financial Inc. | 3.878% | 3/27/28 | 1,946 | 1,905 | |
1 | Prudential Financial Inc. | 2.100% | 3/10/30 | 2,070 | 1,763 | |
1 | Prudential Financial Inc. | 4.500% | 9/15/47 | 6,413 | 5,752 | |
1 | Prudential Financial Inc. | 5.700% | 9/15/48 | 5,492 | 5,350 | |
1 | Prudential Financial Inc. | 3.700% | 10/1/50 | 9,411 | 7,785 | |
Prudential Financial Inc. | 5.125% | 3/1/52 | 6,324 | 5,837 | ||
Prudential plc | 3.125% | 4/14/30 | 4,545 | 4,167 | ||
Prudential plc | 3.625% | 3/24/32 | 2,700 | 2,501 | ||
Raymond James Financial Inc. | 4.650% | 4/1/30 | 8,972 | 8,817 | ||
Regions Financial Corp. | 1.800% | 8/12/28 | 5,460 | 4,643 | ||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 6,209 | 5,812 | ||
Reinsurance Group of America Inc. | 3.150% | 6/15/30 | 5,100 | 4,506 | ||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 2,040 | 1,942 | ||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 2,370 | 2,216 | ||
1 | Royal Bank of Canada | 2.300% | 11/3/31 | 12,779 | 10,643 | |
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 8,074 | 7,773 | ||
1 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 7,200 | 6,692 | |
Santander UK Group Holdings plc | 2.896% | 3/15/32 | 7,800 | 6,492 | ||
1 | State Street Corp. | 4.141% | 12/3/29 | 5,120 | 5,004 | |
State Street Corp. | 2.400% | 1/24/30 | 12,511 | 10,906 | ||
State Street Corp. | 2.200% | 3/3/31 | 6,739 | 5,500 | ||
State Street Corp. | 3.152% | 3/30/31 | 1,640 | 1,483 | ||
1 | State Street Corp. | 3.031% | 11/1/34 | 3,990 | 3,502 | |
Stewart Information Services Corp. | 3.600% | 11/15/31 | 2,215 | 1,837 | ||
Stifel Financial Corp. | 4.000% | 5/15/30 | 3,996 | 3,687 | ||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 11,396 | 10,838 | ||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 5,549 | 5,256 | ||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 7,595 | 7,295 | ||
Sumitomo Mitsui Financial Group Inc. | 1.902% | 9/17/28 | 6,140 | 5,207 | ||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 2,715 | 2,656 | ||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 17,561 | 15,646 | ||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 5,114 | 4,539 | ||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 9,175 | 8,016 | ||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 21,460 | 18,704 | ||
Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 10,899 | 8,974 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sumitomo Mitsui Financial Group Inc. | 2.142% | 9/23/30 | 8,471 | 6,789 | ||
Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/31 | 4,360 | 3,424 | ||
Sumitomo Mitsui Financial Group Inc. | 2.222% | 9/17/31 | 7,898 | 6,389 | ||
SVB Financial Group | 2.100% | 5/15/28 | 3,357 | 2,855 | ||
SVB Financial Group | 3.125% | 6/5/30 | 5,074 | 4,366 | ||
SVB Financial Group | 1.800% | 2/2/31 | 3,257 | 2,513 | ||
SVB Financial Group | 4.570% | 4/29/33 | 3,550 | 3,318 | ||
Synchrony Financial | 3.950% | 12/1/27 | 5,311 | 4,832 | ||
Synchrony Financial | 5.150% | 3/19/29 | 6,358 | 5,954 | ||
1 | Toronto-Dominion Bank | 2.000% | 9/10/31 | 5,982 | 4,865 | |
1 | Toronto-Dominion Bank | 2.450% | 1/12/32 | 4,650 | 3,893 | |
1 | Toronto-Dominion Bank | 3.200% | 3/10/32 | 13,550 | 12,087 | |
1 | Truist Bank | 2.250% | 3/11/30 | 9,877 | 8,271 | |
1 | Truist Financial Corp. | 1.125% | 8/3/27 | 9,019 | 7,732 | |
1 | Truist Financial Corp. | 3.875% | 3/19/29 | 6,598 | 6,245 | |
1 | Truist Financial Corp. | 1.950% | 6/5/30 | 8,600 | 7,139 | |
Unum Group | 4.000% | 6/15/29 | 2,000 | 1,884 | ||
1 | US Bancorp | 3.900% | 4/26/28 | 4,504 | 4,451 | |
1 | US Bancorp | 3.000% | 7/30/29 | 6,510 | 5,919 | |
1 | US Bancorp | 1.375% | 7/22/30 | 7,278 | 5,799 | |
1 | US Bancorp | 2.677% | 1/27/33 | 1,715 | 1,480 | |
US Bancorp | 2.491% | 11/3/36 | 9,422 | 7,692 | ||
Visa Inc. | 0.750% | 8/15/27 | 1,789 | 1,550 | ||
Visa Inc. | 2.750% | 9/15/27 | 2,795 | 2,668 | ||
Visa Inc. | 2.050% | 4/15/30 | 10,305 | 9,033 | ||
Visa Inc. | 1.100% | 2/15/31 | 8,775 | 7,015 | ||
1 | Voya Financial Inc. | 4.700% | 1/23/48 | 4,180 | 3,407 | |
Webster Financial Corp. | 4.100% | 3/25/29 | 2,575 | 2,439 | ||
1 | Wells Fargo & Co. | 4.300% | 7/22/27 | 13,968 | 13,802 | |
1 | Wells Fargo & Co. | 2.393% | 6/2/28 | 8,293 | 7,432 | |
1 | Wells Fargo & Co. | 4.150% | 1/24/29 | 15,003 | 14,505 | |
1 | Wells Fargo & Co. | 2.879% | 10/30/30 | 30,030 | 26,411 | |
1 | Wells Fargo & Co. | 2.572% | 2/11/31 | 22,781 | 19,587 | |
1 | Wells Fargo & Co. | 4.478% | 4/4/31 | 25,556 | 25,000 | |
1 | Wells Fargo & Co. | 3.350% | 3/2/33 | 28,622 | 25,404 | |
Western Union Co. | 2.750% | 3/15/31 | 3,000 | 2,468 | ||
Westpac Banking Corp. | 1.150% | 6/3/26 | 83 | 74 | ||
Westpac Banking Corp. | 4.043% | 8/26/27 | 2,702 | 2,686 | ||
Westpac Banking Corp. | 3.400% | 1/25/28 | 2,861 | 2,743 | ||
Westpac Banking Corp. | 1.953% | 11/20/28 | 11,640 | 10,152 | ||
Westpac Banking Corp. | 2.650% | 1/16/30 | 2,970 | 2,640 | ||
Westpac Banking Corp. | 4.110% | 7/24/34 | 13,382 | 12,243 | ||
Westpac Banking Corp. | 2.668% | 11/15/35 | 13,725 | 11,014 | ||
Westpac Banking Corp. | 3.020% | 11/18/36 | 11,180 | 9,012 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 4,519 | 4,342 | ||
Willis North America Inc. | 2.950% | 9/15/29 | 3,727 | 3,192 | ||
Wintrust Financial Corp. | 4.850% | 6/6/29 | 2,000 | 1,952 | ||
Zions Bancorp NA | 3.250% | 10/29/29 | 4,227 | 3,690 | ||
3,587,344 | ||||||
Health Care (3.2%) | ||||||
Abbott Laboratories | 1.150% | 1/30/28 | 6,283 | 5,474 | ||
Abbott Laboratories | 1.400% | 6/30/30 | 4,350 | 3,630 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 13,860 | 13,702 | ||
AbbVie Inc. | 3.200% | 11/21/29 | 48,220 | 44,335 | ||
Adventist Health System | 2.952% | 3/1/29 | 2,249 | 2,062 | ||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 2,640 | 2,599 | ||
1 | Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 1,835 | 1,582 | |
Agilent Technologies Inc. | 2.750% | 9/15/29 | 3,925 | 3,437 | ||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 4,325 | 3,524 | ||
Agilent Technologies Inc. | 2.300% | 3/12/31 | 6,100 | 4,962 | ||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 5,506 | 5,304 | ||
AmerisourceBergen Corp. | 2.800% | 5/15/30 | 3,493 | 3,048 | ||
AmerisourceBergen Corp. | 2.700% | 3/15/31 | 10,324 | 8,836 | ||
Amgen Inc. | 3.200% | 11/2/27 | 8,344 | 7,979 | ||
Amgen Inc. | 1.650% | 8/15/28 | 6,250 | 5,364 | ||
Amgen Inc. | 2.450% | 2/21/30 | 11,976 | 10,454 | ||
Amgen Inc. | 2.300% | 2/25/31 | 17,083 | 14,509 | ||
Amgen Inc. | 2.000% | 1/15/32 | 5,276 | 4,293 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Amgen Inc. | 3.350% | 2/22/32 | 9,999 | 9,156 | ||
1 | Ascension Health | 2.532% | 11/15/29 | 6,505 | 5,855 | |
AstraZeneca Finance LLC | 1.750% | 5/28/28 | 9,663 | 8,524 | ||
AstraZeneca Finance LLC | 2.250% | 5/28/31 | 7,937 | 6,905 | ||
AstraZeneca plc | 4.000% | 1/17/29 | 10,996 | 10,957 | ||
AstraZeneca plc | 1.375% | 8/6/30 | 16,291 | 13,350 | ||
Banner Health | 2.338% | 1/1/30 | 2,725 | 2,405 | ||
Banner Health | 1.897% | 1/1/31 | 2,250 | 1,863 | ||
Baxter International Inc. | 2.272% | 12/1/28 | 10,975 | 9,609 | ||
Baxter International Inc. | 3.950% | 4/1/30 | 4,630 | 4,437 | ||
Baxter International Inc. | 2.539% | 2/1/32 | 17,750 | 14,972 | ||
1 | Baylor Scott & White Holdings | 1.777% | 11/15/30 | 800 | 656 | |
Becton Dickinson & Co. | 2.823% | 5/20/30 | 2,299 | 2,021 | ||
Becton Dickinson & Co. | 1.957% | 2/11/31 | 5,468 | 4,423 | ||
Biogen Inc. | 2.250% | 5/1/30 | 6,121 | 5,019 | ||
Bio-Rad Laboratories Inc. | 3.700% | 3/15/32 | 7,000 | 6,220 | ||
1 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 3,679 | 3,430 | |
Boston Scientific Corp. | 2.650% | 6/1/30 | 7,460 | 6,514 | ||
Bristol-Myers Squibb Co. | 1.125% | 11/13/27 | 2,035 | 1,789 | ||
Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 4,626 | 4,557 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 16,314 | 16,342 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 15,062 | 14,550 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 13,675 | 11,231 | ||
Bristol-Myers Squibb Co. | 2.950% | 3/15/32 | 14,600 | 13,402 | ||
1 | Cedars-Sinai Health System | 2.288% | 8/15/31 | 2,000 | 1,703 | |
1 | CHRISTUS Health | 4.341% | 7/1/28 | 3,085 | 3,094 | |
1 | Cigna Corp. | 3.050% | 10/15/27 | 4,447 | 4,186 | |
Cigna Corp. | 4.375% | 10/15/28 | 17,139 | 16,982 | ||
Cigna Corp. | 2.400% | 3/15/30 | 12,140 | 10,424 | ||
Cigna Corp. | 2.375% | 3/15/31 | 16,478 | 13,916 | ||
CommonSpirit Health | 3.347% | 10/1/29 | 8,195 | 7,550 | ||
CommonSpirit Health | 2.782% | 10/1/30 | 2,100 | 1,793 | ||
CVS Health Corp. | 6.250% | 6/1/27 | 1,090 | 1,168 | ||
CVS Health Corp. | 1.300% | 8/21/27 | 13,551 | 11,679 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 22,400 | 22,178 | ||
CVS Health Corp. | 3.250% | 8/15/29 | 26,119 | 23,855 | ||
CVS Health Corp. | 3.750% | 4/1/30 | 8,113 | 7,589 | ||
CVS Health Corp. | 1.750% | 8/21/30 | 13,415 | 10,766 | ||
CVS Health Corp. | 1.875% | 2/28/31 | 12,236 | 9,811 | ||
CVS Health Corp. | 2.125% | 9/15/31 | 2,305 | 1,867 | ||
DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 6,209 | 5,244 | ||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 4,373 | 3,916 | ||
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 5,019 | 4,898 | ||
Elevance Health Inc. | 3.650% | 12/1/27 | 17,389 | 16,916 | ||
Elevance Health Inc. | 4.101% | 3/1/28 | 781 | 773 | ||
Elevance Health Inc. | 2.875% | 9/15/29 | 9,291 | 8,374 | ||
Elevance Health Inc. | 2.250% | 5/15/30 | 13,779 | 11,769 | ||
Elevance Health Inc. | 2.550% | 3/15/31 | 10,969 | 9,479 | ||
Eli Lilly & Co. | 3.375% | 3/15/29 | 3,861 | 3,763 | ||
Gilead Sciences Inc. | 1.200% | 10/1/27 | 3,740 | 3,221 | ||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 12,054 | 11,996 | ||
GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | 7,160 | 6,904 | ||
HCA Inc. | 5.625% | 9/1/28 | 10,000 | 9,843 | ||
HCA Inc. | 5.875% | 2/1/29 | 5,000 | 5,005 | ||
3 | HCA Inc. | 3.375% | 3/15/29 | 2,775 | 2,439 | |
HCA Inc. | 4.125% | 6/15/29 | 17,430 | 15,916 | ||
HCA Inc. | 3.500% | 9/1/30 | 21,500 | 18,334 | ||
HCA Inc. | 2.375% | 7/15/31 | 8,250 | 6,367 | ||
3 | HCA Inc. | 3.625% | 3/15/32 | 12,500 | 10,550 | |
Humana Inc. | 3.125% | 8/15/29 | 3,666 | 3,314 | ||
Humana Inc. | 4.875% | 4/1/30 | 2,770 | 2,796 | ||
Humana Inc. | 2.150% | 2/3/32 | 2,000 | 1,619 | ||
Illumina Inc. | 2.550% | 3/23/31 | 4,275 | 3,475 | ||
Johnson & Johnson | 0.950% | 9/1/27 | 13,990 | 12,337 | ||
Johnson & Johnson | 2.900% | 1/15/28 | 11,630 | 11,240 | ||
Johnson & Johnson | 6.950% | 9/1/29 | 1,775 | 2,187 | ||
Johnson & Johnson | 1.300% | 9/1/30 | 9,498 | 8,010 | ||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 3,900 | 3,763 | ||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 5,785 | 5,082 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Merck & Co. Inc. | 1.700% | 6/10/27 | 12,325 | 11,203 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 13,228 | 12,808 | ||
Merck & Co. Inc. | 1.450% | 6/24/30 | 8,350 | 6,936 | ||
Merck & Co. Inc. | 2.150% | 12/10/31 | 18,400 | 15,839 | ||
1 | Mercy Health | 4.302% | 7/1/28 | 2,490 | 2,503 | |
Mylan Inc. | 4.550% | 4/15/28 | 3,000 | 2,858 | ||
Novartis Capital Corp. | 2.200% | 8/14/30 | 9,150 | 8,069 | ||
1 | Ochsner LSU Health System of North Louisiana | 2.510% | 5/15/31 | 3,000 | 2,418 | |
OhioHealth Corp. | 2.297% | 11/15/31 | 2,520 | 2,159 | ||
PerkinElmer Inc. | 1.900% | 9/15/28 | 4,048 | 3,372 | ||
PerkinElmer Inc. | 3.300% | 9/15/29 | 10,546 | 9,271 | ||
PerkinElmer Inc. | 2.550% | 3/15/31 | 1,400 | 1,140 | ||
PerkinElmer Inc. | 2.250% | 9/15/31 | 4,305 | 3,404 | ||
Pfizer Inc. | 3.600% | 9/15/28 | 1,132 | 1,126 | ||
Pfizer Inc. | 3.450% | 3/15/29 | 12,149 | 11,817 | ||
Pfizer Inc. | 2.625% | 4/1/30 | 9,125 | 8,330 | ||
Pfizer Inc. | 1.700% | 5/28/30 | 6,725 | 5,734 | ||
Pfizer Inc. | 1.750% | 8/18/31 | 14,674 | 12,274 | ||
Pharmacia LLC | 6.600% | 12/1/28 | 4,971 | 5,615 | ||
1 | Piedmont Healthcare Inc. | 2.044% | 1/1/32 | 1,000 | 820 | |
1 | Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 3,016 | 2,669 | |
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 5,015 | 4,869 | ||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 3,748 | 3,302 | ||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 1,726 | 1,481 | ||
Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 12,029 | 9,649 | ||
Royalty Pharma plc | 2.200% | 9/2/30 | 9,966 | 8,043 | ||
Royalty Pharma plc | 2.150% | 9/2/31 | 7,681 | 5,997 | ||
1 | Rush Obligated Group | 3.922% | 11/15/29 | 3,000 | 2,884 | |
Sanofi | 3.625% | 6/19/28 | 7,005 | 6,909 | ||
Smith & Nephew plc | 2.032% | 10/14/30 | 7,908 | 6,269 | ||
1 | Stanford Health Care | 3.310% | 8/15/30 | 2,687 | 2,479 | |
STERIS Irish FinCo Unltd. Co. | 2.700% | 3/15/31 | 5,330 | 4,499 | ||
Stryker Corp. | 3.650% | 3/7/28 | 4,922 | 4,766 | ||
Stryker Corp. | 1.950% | 6/15/30 | 3,346 | 2,783 | ||
1 | Sutter Health | 3.695% | 8/15/28 | 3,125 | 3,045 | |
1 | Sutter Health | 2.294% | 8/15/30 | 6,025 | 5,155 | |
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 10,332 | 10,537 | ||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 22,870 | 19,128 | ||
Thermo Fisher Scientific Inc. | 1.750% | 10/15/28 | 8,055 | 7,048 | ||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 2,639 | 2,394 | ||
Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | 19,340 | 16,228 | ||
1 | Toledo Hospital | 5.325% | 11/15/28 | 2,800 | 2,632 | |
UnitedHealth Group Inc. | 2.950% | 10/15/27 | 4,735 | 4,539 | ||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 2,422 | 2,410 | ||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 7,965 | 7,922 | ||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 7,480 | 6,915 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 7,219 | 6,188 | ||
UnitedHealth Group Inc. | 2.300% | 5/15/31 | 17,138 | 14,839 | ||
UnitedHealth Group Inc. | 4.200% | 5/15/32 | 5,597 | 5,598 | ||
3 | Universal Health Services Inc. | 2.650% | 10/15/30 | 8,555 | 6,818 | |
Viatris Inc. | 2.300% | 6/22/27 | 8,550 | 7,314 | ||
Viatris Inc. | 2.700% | 6/22/30 | 4,200 | 3,375 | ||
Zimmer Biomet Holdings Inc. | 2.600% | 11/24/31 | 5,480 | 4,471 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 7,359 | 6,943 | ||
Zoetis Inc. | 3.900% | 8/20/28 | 7,172 | 6,952 | ||
Zoetis Inc. | 2.000% | 5/15/30 | 1,524 | 1,275 | ||
1,027,393 | ||||||
Industrials (2.5%) | ||||||
3M Co. | 2.875% | 10/15/27 | 5,475 | 5,259 | ||
1 | 3M Co. | 3.625% | 9/14/28 | 5,660 | 5,566 | |
1 | 3M Co. | 3.375% | 3/1/29 | 6,850 | 6,583 | |
3M Co. | 2.375% | 8/26/29 | 10,022 | 8,971 | ||
3M Co. | 3.050% | 4/15/30 | 3,315 | 3,076 | ||
Acuity Brands Lighting Inc. | 2.150% | 12/15/30 | 4,573 | 3,624 | ||
Allegion plc | 3.500% | 10/1/29 | 3,400 | 3,015 | ||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 3,200 | 2,941 | ||
Allegion US Holding Co. Inc. | 5.411% | 7/1/32 | 3,700 | 3,677 | ||
1 | American Airlines Pass-Through Trust Class AA Series 2016-1 | 3.575% | 1/15/28 | 1,509 | 1,381 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1 | American Airlines Pass-Through Trust Class AA Series 2016-2 | 3.200% | 6/15/28 | 3,710 | 3,340 | |
1 | American Airlines Pass-Through Trust Class AA Series 2016-3 | 3.000% | 10/15/28 | 3,232 | 2,869 | |
1 | American Airlines Pass-Through Trust Class AA Series 2017-1 | 3.650% | 2/15/29 | 720 | 658 | |
1 | American Airlines Pass-Through Trust Class AA Series 2017-2 | 3.350% | 10/15/29 | 4,309 | 3,886 | |
Amphenol Corp. | 4.350% | 6/1/29 | 2,100 | 2,061 | ||
Amphenol Corp. | 2.800% | 2/15/30 | 10,303 | 8,962 | ||
Amphenol Corp. | 2.200% | 9/15/31 | 2,869 | 2,347 | ||
1 | BNSF Funding Trust I | 6.613% | 12/15/55 | 100 | 98 | |
Boeing Co. | 3.250% | 2/1/28 | 8,441 | 7,570 | ||
Boeing Co. | 3.250% | 3/1/28 | 4,542 | 4,078 | ||
Boeing Co. | 3.450% | 11/1/28 | 7,031 | 6,276 | ||
Boeing Co. | 3.200% | 3/1/29 | 8,798 | 7,629 | ||
Boeing Co. | 2.950% | 2/1/30 | 6,976 | 5,789 | ||
Boeing Co. | 5.150% | 5/1/30 | 34,035 | 32,653 | ||
Boeing Co. | 3.625% | 2/1/31 | 10,098 | 8,740 | ||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 2,452 | 2,400 | ||
Canadian National Railway Co. | 6.900% | 7/15/28 | 3,290 | 3,737 | ||
Canadian Pacific Railway Co. | 4.000% | 6/1/28 | 5,020 | 4,971 | ||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 5,305 | 4,490 | ||
Canadian Pacific Railway Co. | 2.450% | 12/2/31 | 15,250 | 13,083 | ||
Carrier Global Corp. | 2.722% | 2/15/30 | 23,355 | 20,185 | ||
Carrier Global Corp. | 2.700% | 2/15/31 | 5,071 | 4,294 | ||
1 | Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | 4,984 | 4,377 | |
Caterpillar Inc. | 2.600% | 9/19/29 | 4,212 | 3,848 | ||
Caterpillar Inc. | 2.600% | 4/9/30 | 13,137 | 11,920 | ||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 5,750 | 5,550 | ||
1 | CNH Industrial NV | 3.850% | 11/15/27 | 5,135 | 4,840 | |
CSX Corp. | 3.800% | 3/1/28 | 5,139 | 5,023 | ||
CSX Corp. | 4.250% | 3/15/29 | 6,073 | 6,043 | ||
Cummins Inc. | 1.500% | 9/1/30 | 4,960 | 4,020 | ||
Deere & Co. | 5.375% | 10/16/29 | 1,490 | 1,612 | ||
Deere & Co. | 3.100% | 4/15/30 | 6,681 | 6,238 | ||
3 | Delta Air Lines Inc. | 4.750% | 10/20/28 | 7,000 | 6,607 | |
1 | Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | 2.000% | 6/10/28 | 6,163 | 5,407 | |
Dover Corp. | 2.950% | 11/4/29 | 1,580 | 1,436 | ||
Eaton Corp. | 3.103% | 9/15/27 | 3,700 | 3,534 | ||
Emerson Electric Co. | 1.800% | 10/15/27 | 6,630 | 5,940 | ||
Emerson Electric Co. | 2.000% | 12/21/28 | 8,255 | 7,288 | ||
Emerson Electric Co. | 1.950% | 10/15/30 | 2,745 | 2,311 | ||
Emerson Electric Co. | 2.200% | 12/21/31 | 14,000 | 11,846 | ||
FedEx Corp. | 3.400% | 2/15/28 | 5,196 | 4,961 | ||
FedEx Corp. | 4.200% | 10/17/28 | 2,155 | 2,137 | ||
FedEx Corp. | 3.100% | 8/5/29 | 6,824 | 6,227 | ||
FedEx Corp. | 4.250% | 5/15/30 | 6,751 | 6,578 | ||
FedEx Corp. | 2.400% | 5/15/31 | 6,310 | 5,318 | ||
Flowserve Corp. | 3.500% | 10/1/30 | 4,510 | 3,818 | ||
General Dynamics Corp. | 2.625% | 11/15/27 | 5,700 | 5,329 | ||
General Dynamics Corp. | 3.750% | 5/15/28 | 6,053 | 5,956 | ||
General Dynamics Corp. | 3.625% | 4/1/30 | 9,668 | 9,367 | ||
1 | General Electric Co. | 6.750% | 3/15/32 | 5,762 | 6,446 | |
Honeywell International Inc. | 2.700% | 8/15/29 | 6,130 | 5,633 | ||
Honeywell International Inc. | 1.950% | 6/1/30 | 9,839 | 8,451 | ||
Honeywell International Inc. | 1.750% | 9/1/31 | 3,685 | 3,049 | ||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 5,495 | 5,148 | ||
Huntington Ingalls Industries Inc. | 2.043% | 8/16/28 | 4,504 | 3,834 | ||
Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 4,079 | 3,844 | ||
IDEX Corp. | 3.000% | 5/1/30 | 4,366 | 3,798 | ||
1 | John Deere Capital Corp. | 2.800% | 9/8/27 | 5,691 | 5,429 | |
1 | John Deere Capital Corp. | 3.050% | 1/6/28 | 4,032 | 3,870 | |
1 | John Deere Capital Corp. | 3.450% | 3/7/29 | 6,716 | 6,487 | |
1 | John Deere Capital Corp. | 2.800% | 7/18/29 | 4,568 | 4,205 | |
1 | John Deere Capital Corp. | 2.450% | 1/9/30 | 7,415 | 6,646 | |
John Deere Capital Corp. | 1.450% | 1/15/31 | 3,781 | 3,076 | ||
John Deere Capital Corp. | 3.900% | 6/7/32 | 17,147 | 16,945 | ||
Johnson Controls International plc | 1.750% | 9/15/30 | 1,870 | 1,524 | ||
Johnson Controls International plc | 2.000% | 9/16/31 | 2,819 | 2,240 | ||
Kansas City Southern | 2.875% | 11/15/29 | 3,540 | 3,165 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kennametal Inc. | 4.625% | 6/15/28 | 1,989 | 1,937 | ||
Kennametal Inc. | 2.800% | 3/1/31 | 200 | 162 | ||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 4,790 | 4,266 | ||
Kirby Corp. | 4.200% | 3/1/28 | 5,070 | 4,719 | ||
L3Harris Technologies Inc. | 4.400% | 6/15/28 | 3,693 | 3,631 | ||
1 | L3Harris Technologies Inc. | 4.400% | 6/15/28 | 12,683 | 12,457 | |
L3Harris Technologies Inc. | 1.800% | 1/15/31 | 4,725 | 3,770 | ||
Lennox International Inc. | 1.700% | 8/1/27 | 2,910 | 2,544 | ||
Lockheed Martin Corp. | 1.850% | 6/15/30 | 7,272 | 6,207 | ||
Lockheed Martin Corp. | 3.900% | 6/15/32 | 1,875 | 1,850 | ||
3 | Mileage Plus Holdings LLC | 6.500% | 6/20/27 | 2,000 | 1,964 | |
Norfolk Southern Corp. | 3.150% | 6/1/27 | 3,743 | 3,566 | ||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 5,623 | 5,522 | ||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 4,000 | 3,582 | ||
Norfolk Southern Corp. | 2.300% | 5/15/31 | 1,315 | 1,122 | ||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 20,116 | 19,111 | ||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 12,719 | 12,711 | ||
nVent Finance Sarl | 4.550% | 4/15/28 | 4,174 | 4,030 | ||
nVent Finance Sarl | 2.750% | 11/15/31 | 925 | 751 | ||
Oshkosh Corp. | 4.600% | 5/15/28 | 3,100 | 3,056 | ||
Oshkosh Corp. | 3.100% | 3/1/30 | 2,050 | 1,754 | ||
Otis Worldwide Corp. | 2.565% | 2/15/30 | 14,490 | 12,527 | ||
Parker-Hannifin Corp. | 4.250% | 9/15/27 | 2,772 | 2,758 | ||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 9,652 | 8,826 | ||
Parker-Hannifin Corp. | 4.500% | 9/15/29 | 7,000 | 6,965 | ||
4 | Pentair Finance Sarl | 5.900% | 7/15/32 | 2,900 | 2,902 | |
Raytheon Technologies Corp. | 4.125% | 11/16/28 | 22,459 | 22,188 | ||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 7,417 | 6,395 | ||
Raytheon Technologies Corp. | 1.900% | 9/1/31 | 8,769 | 7,183 | ||
Republic Services Inc. | 3.375% | 11/15/27 | 8,833 | 8,437 | ||
Republic Services Inc. | 3.950% | 5/15/28 | 1,036 | 1,018 | ||
Republic Services Inc. | 2.300% | 3/1/30 | 11,218 | 9,609 | ||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 4,795 | 4,615 | ||
Rockwell Automation Inc. | 1.750% | 8/15/31 | 1,355 | 1,109 | ||
Southwest Airlines Co. | 3.000% | 11/15/26 | 1,454 | 1,359 | ||
Southwest Airlines Co. | 3.450% | 11/16/27 | 2,440 | 2,292 | ||
Southwest Airlines Co. | 2.625% | 2/10/30 | 4,650 | 3,922 | ||
1 | Spirit Airlines Pass-Through Trust Class A Series 2015-1 | 4.100% | 4/1/28 | 1,090 | 1,018 | |
Teledyne Technologies Inc. | 2.250% | 4/1/28 | 6,387 | 5,535 | ||
Teledyne Technologies Inc. | 2.750% | 4/1/31 | 8,601 | 7,193 | ||
Textron Inc. | 3.375% | 3/1/28 | 1,502 | 1,421 | ||
Textron Inc. | 3.900% | 9/17/29 | 2,051 | 1,929 | ||
Textron Inc. | 3.000% | 6/1/30 | 5,560 | 4,848 | ||
Timken Co. | 4.500% | 12/15/28 | 2,985 | 2,922 | ||
Trane Technologies Global Holding Co. Ltd. | 3.750% | 8/21/28 | 3,450 | 3,260 | ||
Trane Technologies Luxembourg Finance SA | 3.800% | 3/21/29 | 4,945 | 4,641 | ||
Trimble Inc. | 4.900% | 6/15/28 | 5,242 | 5,081 | ||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 6,432 | 6,174 | ||
Tyco Electronics Group SA | 2.500% | 2/4/32 | 4,460 | 3,913 | ||
Union Pacific Corp. | 2.150% | 2/5/27 | 4,179 | 3,876 | ||
Union Pacific Corp. | 3.950% | 9/10/28 | 9,267 | 9,157 | ||
Union Pacific Corp. | 3.700% | 3/1/29 | 5,145 | 5,003 | ||
Union Pacific Corp. | 2.400% | 2/5/30 | 3,761 | 3,321 | ||
Union Pacific Corp. | 2.375% | 5/20/31 | 3,330 | 2,882 | ||
Union Pacific Corp. | 2.800% | 2/14/32 | 6,235 | 5,545 | ||
Union Pacific Corp. | 2.891% | 4/6/36 | 5,000 | 4,139 | ||
1 | United Airlines Pass-Through Trust Class A Series 2016-1 | 3.450% | 7/7/28 | 2,288 | 1,959 | |
1 | United Airlines Pass-Through Trust Class A Series 2016-2 | 3.100% | 10/7/28 | 629 | 522 | |
1 | United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | 26,083 | 25,634 | |
1 | United Airlines Pass-Through Trust Class AA Series 2015-1 | 3.450% | 12/1/27 | 1,420 | 1,306 | |
1 | United Airlines Pass-Through Trust Class AA Series 2016-1 | 3.100% | 7/7/28 | 2,364 | 2,126 | |
1 | United Airlines Pass-Through Trust Class AA Series 2016-2 | 2.875% | 10/7/28 | 2,744 | 2,482 | |
1 | United Airlines Pass-Through Trust Class AA Series 2019-2 | 2.700% | 5/1/32 | 1,228 | 1,033 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United Parcel Service Inc. | 3.050% | 11/15/27 | 7,253 | 7,059 | ||
United Parcel Service Inc. | 3.400% | 3/15/29 | 8,368 | 8,070 | ||
United Parcel Service Inc. | 2.500% | 9/1/29 | 3,742 | 3,398 | ||
United Parcel Service Inc. | 4.450% | 4/1/30 | 5,734 | 5,864 | ||
United Parcel Service of America Inc. | 7.620% | 4/1/30 | 550 | 658 | ||
1 | US Airways Pass-Through Trust Class A Series 2012-1 | 5.900% | 10/1/24 | 242 | 239 | |
Vontier Corp. | 2.400% | 4/1/28 | 5,062 | 4,174 | ||
Vontier Corp. | 2.950% | 4/1/31 | 2,395 | 1,866 | ||
Waste Connections Inc. | 3.500% | 5/1/29 | 4,700 | 4,421 | ||
Waste Connections Inc. | 2.600% | 2/1/30 | 6,245 | 5,462 | ||
Waste Management Inc. | 3.150% | 11/15/27 | 7,204 | 6,916 | ||
Waste Management Inc. | 1.150% | 3/15/28 | 2,560 | 2,179 | ||
Waste Management Inc. | 2.000% | 6/1/29 | 2,385 | 2,066 | ||
Waste Management Inc. | 1.500% | 3/15/31 | 11,480 | 9,142 | ||
Westinghouse Air Brake Technologies Corp. | 4.950% | 9/15/28 | 5,047 | 4,854 | ||
Xylem Inc. | 1.950% | 1/30/28 | 5,418 | 4,785 | ||
Xylem Inc. | 2.250% | 1/30/31 | 1,818 | 1,514 | ||
825,934 | ||||||
Materials (1.1%) | ||||||
Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 7,493 | 6,484 | ||
Albemarle Corp. | 5.050% | 6/1/32 | 4,000 | 3,906 | ||
Amcor Finance USA Inc. | 4.500% | 5/15/28 | 3,100 | 3,046 | ||
1 | Amcor Flexibles North America Inc. | 3.100% | 9/15/26 | 2,700 | 2,585 | |
Amcor Flexibles North America Inc. | 2.630% | 6/19/30 | 4,675 | 3,836 | ||
Amcor Flexibles North America Inc. | 2.690% | 5/25/31 | 4,499 | 3,672 | ||
AngloGold Ashanti Holdings plc | 3.375% | 11/1/28 | 5,350 | 4,547 | ||
AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | 6,125 | 5,084 | ||
ArcelorMittal SA | 4.250% | 7/16/29 | 4,408 | 4,180 | ||
Cabot Corp. | 4.000% | 7/1/29 | 2,900 | 2,682 | ||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 5,183 | 4,927 | ||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 6,920 | 5,813 | ||
Celanese US Holdings LLC | 1.400% | 8/5/26 | 3,400 | 2,923 | ||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 4,195 | 3,867 | ||
Dow Chemical Co. | 4.800% | 11/30/28 | 5,332 | 5,353 | ||
Dow Chemical Co. | 7.375% | 11/1/29 | 1,490 | 1,720 | ||
Dow Chemical Co. | 2.100% | 11/15/30 | 5,900 | 4,860 | ||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 13,253 | 13,306 | ||
Eastman Chemical Co. | 4.500% | 12/1/28 | 1,125 | 1,103 | ||
Ecolab Inc. | 3.250% | 12/1/27 | 2,216 | 2,160 | ||
Ecolab Inc. | 4.800% | 3/24/30 | 5,070 | 5,254 | ||
Ecolab Inc. | 1.300% | 1/30/31 | 4,475 | 3,588 | ||
EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | 5,000 | 4,330 | ||
FMC Corp. | 3.450% | 10/1/29 | 5,620 | 5,105 | ||
Freeport-McMoRan Inc. | 5.000% | 9/1/27 | 2,400 | 2,382 | ||
Freeport-McMoRan Inc. | 4.125% | 3/1/28 | 5,000 | 4,641 | ||
Freeport-McMoRan Inc. | 4.375% | 8/1/28 | 5,000 | 4,694 | ||
Freeport-McMoRan Inc. | 5.250% | 9/1/29 | 5,000 | 4,776 | ||
Freeport-McMoRan Inc. | 4.250% | 3/1/30 | 4,600 | 4,218 | ||
Freeport-McMoRan Inc. | 4.625% | 8/1/30 | 6,000 | 5,564 | ||
Georgia-Pacific LLC | 7.750% | 11/15/29 | 4,000 | 4,813 | ||
3 | Georgia-Pacific LLC | 2.300% | 4/30/30 | 3,000 | 2,599 | |
Huntsman International LLC | 4.500% | 5/1/29 | 6,523 | 6,137 | ||
Huntsman International LLC | 2.950% | 6/15/31 | 3,500 | 2,907 | ||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 2,980 | 2,913 | ||
Kinross Gold Corp. | 4.500% | 7/15/27 | 5,992 | 5,838 | ||
Linde Inc. | 1.100% | 8/10/30 | 5,925 | 4,746 | ||
LYB International Finance III LLC | 2.250% | 10/1/30 | 4,195 | 3,459 | ||
Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 2,977 | 2,813 | ||
1 | Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 4,888 | 4,121 | |
Martin Marietta Materials Inc. | 2.400% | 7/15/31 | 4,684 | 3,826 | ||
Mosaic Co. | 4.050% | 11/15/27 | 6,894 | 6,740 | ||
NewMarket Corp. | 2.700% | 3/18/31 | 4,000 | 3,295 | ||
Newmont Corp. | 2.800% | 10/1/29 | 5,150 | 4,554 | ||
Newmont Corp. | 2.250% | 10/1/30 | 8,250 | 6,862 | ||
Nucor Corp. | 3.950% | 5/1/28 | 5,118 | 4,962 | ||
Nucor Corp. | 2.700% | 6/1/30 | 4,725 | 4,095 | ||
Nutrien Ltd. | 4.000% | 12/15/26 | 1,513 | 1,511 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Nutrien Ltd. | 4.200% | 4/1/29 | 3,401 | 3,304 | ||
Nutrien Ltd. | 2.950% | 5/13/30 | 5,065 | 4,511 | ||
Packaging Corp. of America | 3.400% | 12/15/27 | 3,870 | 3,720 | ||
Packaging Corp. of America | 3.000% | 12/15/29 | 3,822 | 3,428 | ||
PPG Industries Inc. | 3.750% | 3/15/28 | 2,005 | 1,965 | ||
PPG Industries Inc. | 2.800% | 8/15/29 | 1,413 | 1,280 | ||
PPG Industries Inc. | 2.550% | 6/15/30 | 5,200 | 4,574 | ||
Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | 4,000 | 3,239 | ||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 1,709 | 1,966 | ||
Rohm & Haas Co. | 7.850% | 7/15/29 | 6,301 | 7,493 | ||
RPM International Inc. | 4.550% | 3/1/29 | 4,767 | 4,612 | ||
RPM International Inc. | 2.950% | 1/15/32 | 3,180 | 2,636 | ||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 8,000 | 7,165 | ||
Sherwin-Williams Co. | 2.300% | 5/15/30 | 2,350 | 1,982 | ||
Sonoco Products Co. | 3.125% | 5/1/30 | 5,051 | 4,418 | ||
Steel Dynamics Inc. | 1.650% | 10/15/27 | 2,274 | 1,950 | ||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 6,634 | 5,908 | ||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 9,534 | 8,291 | ||
Suzano Austria GmbH | 6.000% | 1/15/29 | 17,232 | 17,002 | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 9,868 | 8,970 | ||
Suzano Austria GmbH | 3.750% | 1/15/31 | 6,325 | 5,109 | ||
1 | Suzano Austria GmbH | 3.125% | 1/15/32 | 5,300 | 3,998 | |
Teck Resources Ltd. | 3.900% | 7/15/30 | 5,200 | 4,783 | ||
Vale Overseas Ltd. | 3.750% | 7/8/30 | 12,196 | 10,670 | ||
Vulcan Materials Co. | 3.500% | 6/1/30 | 4,827 | 4,350 | ||
Westlake Corp. | 3.375% | 6/15/30 | 2,265 | 2,037 | ||
WestRock MWV LLC | 8.200% | 1/15/30 | 3,500 | 4,149 | ||
WRKCo Inc. | 3.375% | 9/15/27 | 8,886 | 8,425 | ||
WRKCo Inc. | 4.000% | 3/15/28 | 3,803 | 3,731 | ||
WRKCo Inc. | 3.900% | 6/1/28 | 4,627 | 4,467 | ||
WRKCo Inc. | 4.900% | 3/15/29 | 4,018 | 4,041 | ||
360,971 | ||||||
Real Estate (2.7%) | ||||||
Agree LP | 2.000% | 6/15/28 | 4,964 | 4,231 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 5,675 | 5,496 | ||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 1,776 | 1,730 | ||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 5,343 | 4,673 | ||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 617 | 608 | ||
Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | 13,338 | 13,225 | ||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 663 | 585 | ||
Alexandria Real Estate Equities Inc. | 2.000% | 5/18/32 | 4,684 | 3,700 | ||
American Assets Trust LP | 3.375% | 2/1/31 | 4,397 | 3,745 | ||
American Campus Communities Operating Partnership LP | 3.625% | 11/15/27 | 1,848 | 1,817 | ||
American Campus Communities Operating Partnership LP | 2.250% | 1/15/29 | 2,990 | 2,765 | ||
American Campus Communities Operating Partnership LP | 2.850% | 2/1/30 | 4,081 | 3,869 | ||
American Campus Communities Operating Partnership LP | 3.875% | 1/30/31 | 6,125 | 6,024 | ||
American Homes 4 Rent LP | 4.250% | 2/15/28 | 4,025 | 3,842 | ||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 2,690 | 2,625 | ||
American Homes 4 Rent LP | 2.375% | 7/15/31 | 3,203 | 2,559 | ||
American Homes 4 Rent LP | 3.625% | 4/15/32 | 3,000 | 2,625 | ||
American Tower Corp. | 3.550% | 7/15/27 | 4,622 | 4,340 | ||
American Tower Corp. | 3.600% | 1/15/28 | 7,470 | 6,944 | ||
American Tower Corp. | 1.500% | 1/31/28 | 3,414 | 2,838 | ||
American Tower Corp. | 3.950% | 3/15/29 | 5,259 | 4,897 | ||
American Tower Corp. | 3.800% | 8/15/29 | 8,342 | 7,660 | ||
American Tower Corp. | 2.900% | 1/15/30 | 8,681 | 7,414 | ||
American Tower Corp. | 1.875% | 10/15/30 | 6,442 | 5,017 | ||
American Tower Corp. | 2.700% | 4/15/31 | 5,808 | 4,782 | ||
American Tower Corp. | 2.300% | 9/15/31 | 3,662 | 2,901 | ||
American Tower Corp. | 4.050% | 3/15/32 | 4,650 | 4,236 | ||
1 | AvalonBay Communities Inc. | 3.200% | 1/15/28 | 2,235 | 2,109 | |
AvalonBay Communities Inc. | 1.900% | 12/1/28 | 7,000 | 6,089 | ||
1 | AvalonBay Communities Inc. | 3.300% | 6/1/29 | 5,092 | 4,728 | |
1 | AvalonBay Communities Inc. | 2.300% | 3/1/30 | 5,350 | 4,605 | |
AvalonBay Communities Inc. | 2.050% | 1/15/32 | 6,300 | 5,218 | ||
Boston Properties LP | 4.500% | 12/1/28 | 6,656 | 6,465 | ||
Boston Properties LP | 3.400% | 6/21/29 | 8,757 | 7,836 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Boston Properties LP | 2.900% | 3/15/30 | 1,172 | 991 | ||
Boston Properties LP | 3.250% | 1/30/31 | 10,544 | 9,040 | ||
Boston Properties LP | 2.550% | 4/1/32 | 1,843 | 1,462 | ||
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 3,618 | 3,394 | ||
Brandywine Operating Partnership LP | 4.550% | 10/1/29 | 2,682 | 2,559 | ||
Brixmor Operating Partnership LP | 2.250% | 4/1/28 | 296 | 254 | ||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 7,457 | 6,939 | ||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 6,989 | 6,298 | ||
Brixmor Operating Partnership LP | 2.500% | 8/16/31 | 6,322 | 4,971 | ||
Broadstone Net Lease LLC | 2.600% | 9/15/31 | 2,643 | 2,150 | ||
Camden Property Trust | 4.100% | 10/15/28 | 5,203 | 5,113 | ||
Camden Property Trust | 3.150% | 7/1/29 | 13,729 | 12,535 | ||
Camden Property Trust | 2.800% | 5/15/30 | 4,912 | 4,336 | ||
CBRE Services Inc. | 2.500% | 4/1/31 | 4,300 | 3,467 | ||
Corporate Office Properties LP | 2.000% | 1/15/29 | 4,140 | 3,339 | ||
Corporate Office Properties LP | 2.750% | 4/15/31 | 3,593 | 2,915 | ||
Crown Castle International Corp. | 3.650% | 9/1/27 | 6,162 | 5,829 | ||
Crown Castle International Corp. | 3.800% | 2/15/28 | 8,630 | 8,148 | ||
Crown Castle International Corp. | 4.300% | 2/15/29 | 1,685 | 1,618 | ||
Crown Castle International Corp. | 3.100% | 11/15/29 | 5,675 | 5,001 | ||
Crown Castle International Corp. | 3.300% | 7/1/30 | 4,316 | 3,809 | ||
Crown Castle International Corp. | 2.250% | 1/15/31 | 8,418 | 6,832 | ||
Crown Castle International Corp. | 2.100% | 4/1/31 | 9,385 | 7,450 | ||
Crown Castle International Corp. | 2.500% | 7/15/31 | 5,495 | 4,511 | ||
CubeSmart LP | 2.250% | 12/15/28 | 3,000 | 2,562 | ||
CubeSmart LP | 4.375% | 2/15/29 | 5,678 | 5,476 | ||
CubeSmart LP | 3.000% | 2/15/30 | 5,504 | 4,839 | ||
CubeSmart LP | 2.500% | 2/15/32 | 4,000 | 3,249 | ||
Digital Realty Trust LP | 3.700% | 8/15/27 | 4,214 | 4,014 | ||
Digital Realty Trust LP | 4.450% | 7/15/28 | 4,870 | 4,725 | ||
Digital Realty Trust LP | 3.600% | 7/1/29 | 9,733 | 8,819 | ||
Duke Realty LP | 3.250% | 6/30/26 | 171 | 165 | ||
Duke Realty LP | 3.375% | 12/15/27 | 5,435 | 5,145 | ||
Duke Realty LP | 4.000% | 9/15/28 | 3,230 | 3,133 | ||
Duke Realty LP | 2.875% | 11/15/29 | 3,500 | 3,149 | ||
Duke Realty LP | 1.750% | 7/1/30 | 4,764 | 3,889 | ||
Duke Realty LP | 2.250% | 1/15/32 | 1,785 | 1,481 | ||
EPR Properties | 3.750% | 8/15/29 | 3,632 | 3,022 | ||
Equinix Inc. | 1.800% | 7/15/27 | 5,302 | 4,601 | ||
Equinix Inc. | 1.550% | 3/15/28 | 6,130 | 5,155 | ||
Equinix Inc. | 2.000% | 5/15/28 | 2,260 | 1,941 | ||
Equinix Inc. | 3.200% | 11/18/29 | 11,182 | 9,942 | ||
Equinix Inc. | 2.150% | 7/15/30 | 4,785 | 3,886 | ||
Equinix Inc. | 2.500% | 5/15/31 | 8,219 | 6,661 | ||
ERP Operating LP | 3.250% | 8/1/27 | 1,637 | 1,548 | ||
ERP Operating LP | 3.500% | 3/1/28 | 6,082 | 5,787 | ||
ERP Operating LP | 4.150% | 12/1/28 | 3,943 | 3,860 | ||
ERP Operating LP | 3.000% | 7/1/29 | 6,243 | 5,659 | ||
ERP Operating LP | 2.500% | 2/15/30 | 3,153 | 2,755 | ||
ERP Operating LP | 1.850% | 8/1/31 | 4,350 | 3,569 | ||
Essential Properties LP | 2.950% | 7/15/31 | 3,055 | 2,396 | ||
Essex Portfolio LP | 1.700% | 3/1/28 | 3,975 | 3,411 | ||
Essex Portfolio LP | 4.000% | 3/1/29 | 4,550 | 4,345 | ||
Essex Portfolio LP | 3.000% | 1/15/30 | 4,188 | 3,707 | ||
Essex Portfolio LP | 1.650% | 1/15/31 | 800 | 624 | ||
Essex Portfolio LP | 2.550% | 6/15/31 | 864 | 722 | ||
Essex Portfolio LP | 2.650% | 3/15/32 | 2,580 | 2,135 | ||
Extra Space Storage LP | 2.550% | 6/1/31 | 3,986 | 3,278 | ||
Extra Space Storage LP | 2.350% | 3/15/32 | 6,255 | 4,978 | ||
Federal Realty OP LP | 3.250% | 7/15/27 | 3,123 | 2,935 | ||
Federal Realty OP LP | 3.200% | 6/15/29 | 4,750 | 4,275 | ||
Federal Realty OP LP | 3.500% | 6/1/30 | 5,300 | 4,798 | ||
GLP Capital LP | 5.750% | 6/1/28 | 5,503 | 5,374 | ||
GLP Capital LP | 5.300% | 1/15/29 | 7,448 | 7,092 | ||
GLP Capital LP | 4.000% | 1/15/30 | 4,638 | 4,075 | ||
GLP Capital LP | 4.000% | 1/15/31 | 4,164 | 3,610 | ||
GLP Capital LP | 3.250% | 1/15/32 | 1,700 | 1,365 | ||
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 3,308 | 3,095 | ||
Healthcare Realty Trust Inc. | 2.400% | 3/15/30 | 4,765 | 3,961 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 5,544 | 5,258 | ||
Healthcare Trust of America Holdings LP | 3.100% | 2/15/30 | 275 | 237 | ||
Healthcare Trust of America Holdings LP | 2.000% | 3/15/31 | 6,502 | 5,043 | ||
Healthpeak Properties Inc. | 2.125% | 12/1/28 | 1,025 | 885 | ||
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 6,022 | 5,550 | ||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 8,323 | 7,343 | ||
Healthpeak Properties Inc. | 2.875% | 1/15/31 | 6,070 | 5,229 | ||
Highwoods Realty LP | 4.125% | 3/15/28 | 4,200 | 4,016 | ||
Highwoods Realty LP | 4.200% | 4/15/29 | 4,316 | 4,037 | ||
Highwoods Realty LP | 3.050% | 2/15/30 | 3,145 | 2,723 | ||
Highwoods Realty LP | 2.600% | 2/1/31 | 2,697 | 2,221 | ||
1 | Host Hotels & Resorts LP | 3.375% | 12/15/29 | 5,074 | 4,285 | |
1 | Host Hotels & Resorts LP | 3.500% | 9/15/30 | 3,738 | 3,189 | |
1 | Host Hotels & Resorts LP | 2.900% | 12/15/31 | 1,530 | 1,214 | |
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 3,916 | 3,731 | ||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 4,648 | 4,478 | ||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 3,371 | 2,932 | ||
Invitation Homes Operating Partnership LP | 2.000% | 8/15/31 | 9,300 | 7,161 | ||
Invitation Homes Operating Partnership LP | 4.150% | 4/15/32 | 1,752 | 1,590 | ||
Kilroy Realty LP | 4.750% | 12/15/28 | 2,183 | 2,141 | ||
Kilroy Realty LP | 4.250% | 8/15/29 | 3,397 | 3,199 | ||
Kilroy Realty LP | 3.050% | 2/15/30 | 4,197 | 3,579 | ||
Kimco Realty Corp. | 1.900% | 3/1/28 | 3,550 | 3,073 | ||
Kimco Realty Corp. | 2.700% | 10/1/30 | 3,200 | 2,756 | ||
Kimco Realty Corp. | 2.250% | 12/1/31 | 622 | 503 | ||
Kite Realty Group Trust | 4.750% | 9/15/30 | 2,021 | 1,881 | ||
Life Storage LP | 3.875% | 12/15/27 | 2,945 | 2,808 | ||
Life Storage LP | 4.000% | 6/15/29 | 4,550 | 4,159 | ||
Life Storage LP | 2.200% | 10/15/30 | 3,100 | 2,487 | ||
Life Storage LP | 2.400% | 10/15/31 | 5,000 | 3,981 | ||
LXP Industrial Trust | 2.700% | 9/15/30 | 1,575 | 1,297 | ||
LXP Industrial Trust | 2.375% | 10/1/31 | 3,754 | 2,912 | ||
Mid-America Apartments LP | 4.200% | 6/15/28 | 4,225 | 4,124 | ||
Mid-America Apartments LP | 3.950% | 3/15/29 | 4,670 | 4,457 | ||
Mid-America Apartments LP | 2.750% | 3/15/30 | 1,317 | 1,147 | ||
National Health Investors Inc. | 3.000% | 2/1/31 | 4,467 | 3,450 | ||
National Retail Properties Inc. | 4.300% | 10/15/28 | 5,025 | 4,883 | ||
National Retail Properties Inc. | 2.500% | 4/15/30 | 6,000 | 5,100 | ||
Office Properties Income Trust | 2.650% | 6/15/26 | 96 | 82 | ||
Office Properties Income Trust | 3.450% | 10/15/31 | 3,330 | 2,473 | ||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 4,445 | 4,219 | ||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 5,139 | 4,321 | ||
Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | 6,125 | 4,972 | ||
Physicians Realty LP | 3.950% | 1/15/28 | 3,827 | 3,645 | ||
Physicians Realty LP | 2.625% | 11/1/31 | 4,129 | 3,331 | ||
Piedmont Operating Partnership LP | 3.150% | 8/15/30 | 2,800 | 2,314 | ||
Piedmont Operating Partnership LP | 2.750% | 4/1/32 | 2,363 | 1,825 | ||
Prologis LP | 3.875% | 9/15/28 | 5,041 | 4,908 | ||
Prologis LP | 4.375% | 2/1/29 | 2,524 | 2,519 | ||
Prologis LP | 2.250% | 4/15/30 | 11,566 | 10,011 | ||
Prologis LP | 1.250% | 10/15/30 | 4,800 | 3,813 | ||
Public Storage | 3.094% | 9/15/27 | 5,775 | 5,474 | ||
Public Storage | 1.850% | 5/1/28 | 1,050 | 911 | ||
Public Storage | 1.950% | 11/9/28 | 5,077 | 4,390 | ||
Public Storage | 3.385% | 5/1/29 | 4,925 | 4,574 | ||
Public Storage | 2.250% | 11/9/31 | 9,860 | 8,171 | ||
Rayonier LP | 2.750% | 5/17/31 | 4,000 | 3,345 | ||
Realty Income Corp. | 3.950% | 8/15/27 | 3,789 | 3,703 | ||
Realty Income Corp. | 3.400% | 1/15/28 | 4,895 | 4,625 | ||
Realty Income Corp. | 3.650% | 1/15/28 | 3,735 | 3,583 | ||
Realty Income Corp. | 2.200% | 6/15/28 | 1,050 | 924 | ||
Realty Income Corp. | 3.250% | 6/15/29 | 3,840 | 3,574 | ||
Realty Income Corp. | 3.100% | 12/15/29 | 5,760 | 5,240 | ||
Realty Income Corp. | 3.250% | 1/15/31 | 10,812 | 9,846 | ||
Regency Centers LP | 4.125% | 3/15/28 | 3,049 | 2,934 | ||
Regency Centers LP | 2.950% | 9/15/29 | 3,700 | 3,253 | ||
Regency Centers LP | 3.700% | 6/15/30 | 4,420 | 3,995 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Rexford Industrial Realty LP | 2.150% | 9/1/31 | 3,139 | 2,458 | ||
Sabra Health Care LP | 3.900% | 10/15/29 | 5,516 | 4,868 | ||
Sabra Health Care LP | 3.200% | 12/1/31 | 1,663 | 1,321 | ||
Safehold Operating Partnership LP | 2.800% | 6/15/31 | 5,176 | 4,178 | ||
Simon Property Group LP | 3.375% | 6/15/27 | 5,131 | 4,861 | ||
Simon Property Group LP | 3.375% | 12/1/27 | 7,710 | 7,234 | ||
Simon Property Group LP | 1.750% | 2/1/28 | 4,200 | 3,584 | ||
Simon Property Group LP | 2.450% | 9/13/29 | 10,638 | 9,033 | ||
Simon Property Group LP | 2.650% | 7/15/30 | 6,050 | 5,135 | ||
Simon Property Group LP | 2.200% | 2/1/31 | 5,000 | 4,060 | ||
Simon Property Group LP | 2.250% | 1/15/32 | 7,482 | 5,958 | ||
Spirit Realty LP | 3.200% | 1/15/27 | 21 | 19 | ||
Spirit Realty LP | 2.100% | 3/15/28 | 6,473 | 5,417 | ||
Spirit Realty LP | 4.000% | 7/15/29 | 5,055 | 4,601 | ||
Spirit Realty LP | 3.400% | 1/15/30 | 2,530 | 2,185 | ||
Spirit Realty LP | 3.200% | 2/15/31 | 1,200 | 999 | ||
STORE Capital Corp. | 4.500% | 3/15/28 | 3,425 | 3,341 | ||
STORE Capital Corp. | 4.625% | 3/15/29 | 2,877 | 2,808 | ||
STORE Capital Corp. | 2.750% | 11/18/30 | 3,221 | 2,643 | ||
Sun Communities Operating LP | 2.300% | 11/1/28 | 3,000 | 2,564 | ||
Sun Communities Operating LP | 2.700% | 7/15/31 | 6,645 | 5,350 | ||
Sun Communities Operating LP | 4.200% | 4/15/32 | 5,200 | 4,695 | ||
Tanger Properties LP | 3.875% | 7/15/27 | 2,476 | 2,337 | ||
Tanger Properties LP | 2.750% | 9/1/31 | 3,156 | 2,469 | ||
1 | UDR Inc. | 3.500% | 7/1/27 | 1,560 | 1,486 | |
1 | UDR Inc. | 3.500% | 1/15/28 | 2,283 | 2,145 | |
1 | UDR Inc. | 4.400% | 1/26/29 | 3,993 | 3,896 | |
1 | UDR Inc. | 3.200% | 1/15/30 | 3,549 | 3,191 | |
Ventas Realty LP | 4.000% | 3/1/28 | 6,090 | 5,827 | ||
Ventas Realty LP | 4.400% | 1/15/29 | 4,935 | 4,730 | ||
Ventas Realty LP | 3.000% | 1/15/30 | 3,786 | 3,318 | ||
Ventas Realty LP | 4.750% | 11/15/30 | 4,637 | 4,521 | ||
VICI Properties LP | 4.750% | 2/15/28 | 7,500 | 7,164 | ||
VICI Properties LP | 4.950% | 2/15/30 | 8,200 | 7,754 | ||
VICI Properties LP | 5.125% | 5/15/32 | 8,000 | 7,548 | ||
Vornado Realty LP | 2.150% | 6/1/26 | 102 | 91 | ||
Vornado Realty LP | 3.400% | 6/1/31 | 1,635 | 1,372 | ||
Welltower Inc. | 4.250% | 4/15/28 | 5,598 | 5,439 | ||
Welltower Inc. | 4.125% | 3/15/29 | 6,329 | 5,982 | ||
Welltower Inc. | 3.100% | 1/15/30 | 7,221 | 6,353 | ||
Welltower Inc. | 2.750% | 1/15/31 | 10,000 | 8,411 | ||
Welltower Inc. | 2.750% | 1/15/32 | 4,650 | 3,881 | ||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 6,009 | 5,688 | ||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 9,164 | 8,626 | ||
WP Carey Inc. | 3.850% | 7/15/29 | 4,400 | 4,103 | ||
WP Carey Inc. | 2.400% | 2/1/31 | 4,693 | 3,833 | ||
883,878 | ||||||
Technology (3.4%) | ||||||
Adobe Inc. | 2.300% | 2/1/30 | 11,995 | 10,601 | ||
Advanced Micro Devices Inc. | 3.924% | 6/1/32 | 3,000 | 2,952 | ||
Amdocs Ltd. | 2.538% | 6/15/30 | 6,125 | 5,190 | ||
Analog Devices Inc. | 1.700% | 10/1/28 | 6,475 | 5,683 | ||
Analog Devices Inc. | 2.100% | 10/1/31 | 8,450 | 7,210 | ||
Apple Inc. | 3.000% | 6/20/27 | 5,112 | 5,002 | ||
Apple Inc. | 2.900% | 9/12/27 | 13,170 | 12,710 | ||
Apple Inc. | 3.000% | 11/13/27 | 4,084 | 3,961 | ||
Apple Inc. | 1.200% | 2/8/28 | 19,858 | 17,374 | ||
Apple Inc. | 1.400% | 8/5/28 | 19,430 | 17,025 | ||
Apple Inc. | 2.200% | 9/11/29 | 9,825 | 8,842 | ||
Apple Inc. | 1.650% | 5/11/30 | 13,440 | 11,428 | ||
Apple Inc. | 1.250% | 8/20/30 | 13,171 | 10,813 | ||
Apple Inc. | 1.650% | 2/8/31 | 22,198 | 18,645 | ||
Apple Inc. | 1.700% | 8/5/31 | 8,293 | 6,952 | ||
Applied Materials Inc. | 1.750% | 6/1/30 | 5,197 | 4,373 | ||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 4,425 | 4,215 | ||
Autodesk Inc. | 2.850% | 1/15/30 | 3,775 | 3,290 | ||
Autodesk Inc. | 2.400% | 12/15/31 | 9,050 | 7,372 | ||
Automatic Data Processing Inc. | 1.700% | 5/15/28 | 8,647 | 7,785 | ||
Automatic Data Processing Inc. | 1.250% | 9/1/30 | 8,319 | 6,797 | ||
Avnet Inc. | 3.000% | 5/15/31 | 924 | 760 | ||
Block Financial LLC | 2.500% | 7/15/28 | 3,000 | 2,606 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Block Financial LLC | 3.875% | 8/15/30 | 7,380 | 6,696 | ||
Broadcom Corp. | 3.500% | 1/15/28 | 1,636 | 1,515 | ||
3 | Broadcom Inc. | 1.950% | 2/15/28 | 4,598 | 3,917 | |
Broadcom Inc. | 4.110% | 9/15/28 | 14,588 | 13,853 | ||
3 | Broadcom Inc. | 4.000% | 4/15/29 | 1,000 | 928 | |
Broadcom Inc. | 4.750% | 4/15/29 | 15,225 | 14,795 | ||
Broadcom Inc. | 5.000% | 4/15/30 | 4,738 | 4,658 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 18,926 | 17,355 | ||
3 | Broadcom Inc. | 2.450% | 2/15/31 | 23,071 | 18,550 | |
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 3,461 | 3,027 | ||
Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | 8,241 | 6,886 | ||
CDW LLC | 4.250% | 4/1/28 | 2,979 | 2,699 | ||
CDW LLC | 3.250% | 2/15/29 | 3,731 | 3,143 | ||
CGI Inc. | 2.300% | 9/14/31 | 3,400 | 2,740 | ||
Citrix Systems Inc. | 4.500% | 12/1/27 | 7,680 | 7,603 | ||
Citrix Systems Inc. | 3.300% | 3/1/30 | 5,220 | 5,100 | ||
Dell Inc. | 7.100% | 4/15/28 | 500 | 544 | ||
Dell International LLC | 6.100% | 7/15/27 | 3,625 | 3,802 | ||
Dell International LLC | 5.300% | 10/1/29 | 19,288 | 19,023 | ||
Dell International LLC | 6.200% | 7/15/30 | 5,561 | 5,785 | ||
DXC Technology Co. | 2.375% | 9/15/28 | 6,712 | 5,762 | ||
Equifax Inc. | 3.100% | 5/15/30 | 9,043 | 7,917 | ||
Equifax Inc. | 2.350% | 9/15/31 | 9,480 | 7,568 | ||
Fidelity National Information Services Inc. | 1.650% | 3/1/28 | 5,422 | 4,631 | ||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 4,575 | 4,273 | ||
Fidelity National Information Services Inc. | 2.250% | 3/1/31 | 7,593 | 6,175 | ||
Fiserv Inc. | 2.250% | 6/1/27 | 6,503 | 5,822 | ||
Fiserv Inc. | 4.200% | 10/1/28 | 8,950 | 8,647 | ||
Fiserv Inc. | 3.500% | 7/1/29 | 22,423 | 20,452 | ||
Fiserv Inc. | 2.650% | 6/1/30 | 7,505 | 6,344 | ||
Flex Ltd. | 4.875% | 6/15/29 | 3,986 | 3,845 | ||
Flex Ltd. | 4.875% | 5/12/30 | 6,600 | 6,290 | ||
Fortinet Inc. | 2.200% | 3/15/31 | 5,000 | 4,059 | ||
Global Payments Inc. | 4.450% | 6/1/28 | 4,790 | 4,602 | ||
Global Payments Inc. | 3.200% | 8/15/29 | 8,261 | 7,218 | ||
Global Payments Inc. | 2.900% | 5/15/30 | 9,086 | 7,650 | ||
Global Payments Inc. | 2.900% | 11/15/31 | 5,100 | 4,174 | ||
GXO Logistics Inc. | 2.650% | 7/15/31 | 4,250 | 3,350 | ||
HP Inc. | 4.750% | 1/15/28 | 6,700 | 6,624 | ||
HP Inc. | 4.000% | 4/15/29 | 7,000 | 6,552 | ||
HP Inc. | 3.400% | 6/17/30 | 7,103 | 6,199 | ||
HP Inc. | 2.650% | 6/17/31 | 8,475 | 6,802 | ||
HP Inc. | 4.200% | 4/15/32 | 8,000 | 7,141 | ||
Hubbell Inc. | 3.150% | 8/15/27 | 2,200 | 2,076 | ||
Hubbell Inc. | 3.500% | 2/15/28 | 4,150 | 3,981 | ||
Hubbell Inc. | 2.300% | 3/15/31 | 2,060 | 1,728 | ||
Intel Corp. | 1.600% | 8/12/28 | 7,400 | 6,481 | ||
Intel Corp. | 2.450% | 11/15/29 | 16,658 | 14,859 | ||
Intel Corp. | 3.900% | 3/25/30 | 7,815 | 7,665 | ||
Intel Corp. | 2.000% | 8/12/31 | 11,477 | 9,612 | ||
International Business Machines Corp. | 6.220% | 8/1/27 | 3,220 | 3,519 | ||
International Business Machines Corp. | 3.500% | 5/15/29 | 23,853 | 22,589 | ||
International Business Machines Corp. | 1.950% | 5/15/30 | 10,925 | 9,176 | ||
International Business Machines Corp. | 2.720% | 2/9/32 | 1,500 | 1,301 | ||
Intuit Inc. | 1.350% | 7/15/27 | 4,550 | 3,983 | ||
Intuit Inc. | 1.650% | 7/15/30 | 4,200 | 3,458 | ||
Jabil Inc. | 3.950% | 1/12/28 | 5,835 | 5,573 | ||
Jabil Inc. | 3.600% | 1/15/30 | 4,700 | 4,192 | ||
Jabil Inc. | 3.000% | 1/15/31 | 3,725 | 3,112 | ||
Juniper Networks Inc. | 3.750% | 8/15/29 | 4,452 | 4,084 | ||
Juniper Networks Inc. | 2.000% | 12/10/30 | 3,489 | 2,731 | ||
KLA Corp. | 4.100% | 3/15/29 | 6,591 | 6,533 | ||
KLA Corp. | 4.650% | 7/15/32 | 1,670 | 1,707 | ||
3 | Kyndryl Holdings Inc. | 2.700% | 10/15/28 | 3,588 | 2,860 | |
3 | Kyndryl Holdings Inc. | 3.150% | 10/15/31 | 5,014 | 3,673 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Lam Research Corp. | 4.000% | 3/15/29 | 8,225 | 8,092 | ||
Lam Research Corp. | 1.900% | 6/15/30 | 4,970 | 4,195 | ||
Leidos Inc. | 4.375% | 5/15/30 | 3,723 | 3,427 | ||
Leidos Inc. | 2.300% | 2/15/31 | 8,800 | 6,965 | ||
Marvell Technology Inc. | 2.450% | 4/15/28 | 3,712 | 3,239 | ||
1 | Marvell Technology Inc. | 4.875% | 6/22/28 | 6,146 | 6,067 | |
Marvell Technology Inc. | 2.950% | 4/15/31 | 2,975 | 2,487 | ||
Micron Technology Inc. | 5.327% | 2/6/29 | 5,850 | 5,830 | ||
Micron Technology Inc. | 4.663% | 2/15/30 | 5,927 | 5,688 | ||
Micron Technology Inc. | 2.703% | 4/15/32 | 3,000 | 2,396 | ||
Moody's Corp. | 3.250% | 1/15/28 | 2,074 | 1,961 | ||
Moody's Corp. | 4.250% | 2/1/29 | 1,350 | 1,341 | ||
Moody's Corp. | 2.000% | 8/19/31 | 5,450 | 4,447 | ||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 8,388 | 8,181 | ||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 4,047 | 3,858 | ||
Motorola Solutions Inc. | 2.300% | 11/15/30 | 7,006 | 5,480 | ||
Motorola Solutions Inc. | 2.750% | 5/24/31 | 3,612 | 2,924 | ||
NetApp Inc. | 2.375% | 6/22/27 | 1,625 | 1,474 | ||
NetApp Inc. | 2.700% | 6/22/30 | 6,100 | 5,137 | ||
NVIDIA Corp. | 1.550% | 6/15/28 | 10,335 | 9,066 | ||
NVIDIA Corp. | 2.850% | 4/1/30 | 7,123 | 6,524 | ||
NVIDIA Corp. | 2.000% | 6/15/31 | 5,877 | 4,987 | ||
NXP BV | 5.550% | 12/1/28 | 5,330 | 5,435 | ||
NXP BV | 4.300% | 6/18/29 | 8,363 | 8,026 | ||
NXP BV | 3.400% | 5/1/30 | 7,356 | 6,553 | ||
NXP BV | 2.500% | 5/11/31 | 8,105 | 6,665 | ||
NXP BV | 2.650% | 2/15/32 | 7,800 | 6,411 | ||
Oracle Corp. | 3.250% | 11/15/27 | 14,186 | 13,071 | ||
Oracle Corp. | 2.300% | 3/25/28 | 16,092 | 13,852 | ||
Oracle Corp. | 2.950% | 4/1/30 | 24,730 | 21,109 | ||
Oracle Corp. | 3.250% | 5/15/30 | 4,542 | 3,936 | ||
Oracle Corp. | 2.875% | 3/25/31 | 25,500 | 21,010 | ||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 8,969 | 8,125 | ||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 9,987 | 8,599 | ||
PayPal Holdings Inc. | 4.400% | 6/1/32 | 10,000 | 9,898 | ||
Qorvo Inc. | 4.375% | 10/15/29 | 7,000 | 6,162 | ||
QUALCOMM Inc. | 1.300% | 5/20/28 | 7,400 | 6,409 | ||
QUALCOMM Inc. | 2.150% | 5/20/30 | 7,075 | 6,206 | ||
QUALCOMM Inc. | 1.650% | 5/20/32 | 9,000 | 7,275 | ||
QUALCOMM Inc. | 4.250% | 5/20/32 | 2,300 | 2,336 | ||
Quanta Services Inc. | 2.900% | 10/1/30 | 2,200 | 1,811 | ||
Quanta Services Inc. | 2.350% | 1/15/32 | 1,270 | 979 | ||
RELX Capital Inc. | 4.000% | 3/18/29 | 7,050 | 6,814 | ||
RELX Capital Inc. | 3.000% | 5/22/30 | 4,075 | 3,654 | ||
RELX Capital Inc. | 4.750% | 5/20/32 | 4,000 | 4,056 | ||
Roper Technologies Inc. | 1.400% | 9/15/27 | 9,056 | 7,759 | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 4,241 | 4,150 | ||
Roper Technologies Inc. | 2.950% | 9/15/29 | 6,265 | 5,519 | ||
Roper Technologies Inc. | 2.000% | 6/30/30 | 5,986 | 4,831 | ||
Roper Technologies Inc. | 1.750% | 2/15/31 | 4,852 | 3,779 | ||
3 | S&P Global Inc. | 4.750% | 8/1/28 | 5,625 | 5,724 | |
3 | S&P Global Inc. | 2.700% | 3/1/29 | 5,000 | 4,552 | |
3 | S&P Global Inc. | 4.250% | 5/1/29 | 7,609 | 7,537 | |
S&P Global Inc. | 2.500% | 12/1/29 | 4,187 | 3,702 | ||
S&P Global Inc. | 1.250% | 8/15/30 | 4,275 | 3,390 | ||
3 | S&P Global Inc. | 2.900% | 3/1/32 | 11,250 | 10,023 | |
Salesforce Inc. | 3.700% | 4/11/28 | 7,292 | 7,209 | ||
Salesforce Inc. | 1.500% | 7/15/28 | 8,070 | 7,047 | ||
Salesforce Inc. | 1.950% | 7/15/31 | 13,253 | 11,263 | ||
ServiceNow Inc. | 1.400% | 9/1/30 | 12,822 | 10,028 | ||
Skyworks Solutions Inc. | 3.000% | 6/1/31 | 4,458 | 3,632 | ||
3 | TD SYNNEX Corp. | 2.375% | 8/9/28 | 4,642 | 3,913 | |
Teledyne FLIR LLC | 2.500% | 8/1/30 | 5,641 | 4,656 | ||
Texas Instruments Inc. | 2.900% | 11/3/27 | 3,567 | 3,411 | ||
Texas Instruments Inc. | 2.250% | 9/4/29 | 6,061 | 5,397 | ||
Texas Instruments Inc. | 1.750% | 5/4/30 | 6,811 | 5,823 | ||
Texas Instruments Inc. | 1.900% | 9/15/31 | 4,300 | 3,651 | ||
TSMC Arizona Corp. | 4.125% | 4/22/29 | 3,800 | 3,794 | ||
TSMC Arizona Corp. | 2.500% | 10/25/31 | 10,150 | 8,725 | ||
TSMC Arizona Corp. | 4.250% | 4/22/32 | 6,600 | 6,521 | ||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 4,837 | 4,651 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
VMware Inc. | 3.900% | 8/21/27 | 8,418 | 8,084 | ||
VMware Inc. | 1.800% | 8/15/28 | 6,950 | 5,774 | ||
VMware Inc. | 4.700% | 5/15/30 | 6,929 | 6,652 | ||
VMware Inc. | 2.200% | 8/15/31 | 13,100 | 10,304 | ||
Western Digital Corp. | 2.850% | 2/1/29 | 3,901 | 3,179 | ||
Workday Inc. | 3.700% | 4/1/29 | 3,075 | 2,882 | ||
Workday Inc. | 3.800% | 4/1/32 | 13,543 | 12,384 | ||
Xilinx Inc. | 2.375% | 6/1/30 | 6,811 | 5,991 | ||
1,089,290 | ||||||
Utilities (2.8%) | ||||||
AEP Texas Inc. | 3.950% | 6/1/28 | 9,515 | 9,235 | ||
1 | AEP Texas Inc. | 2.100% | 7/1/30 | 4,155 | 3,458 | |
AEP Texas Inc. | 4.700% | 5/15/32 | 4,000 | 3,986 | ||
AES Corp. | 2.450% | 1/15/31 | 8,583 | 6,904 | ||
1 | Alabama Power Co. | 1.450% | 9/15/30 | 3,884 | 3,159 | |
Alabama Power Co. | 3.050% | 3/15/32 | 5,000 | 4,561 | ||
Ameren Corp. | 1.750% | 3/15/28 | 4,237 | 3,650 | ||
Ameren Corp. | 3.500% | 1/15/31 | 4,394 | 4,027 | ||
Ameren Illinois Co. | 3.800% | 5/15/28 | 4,025 | 3,954 | ||
Ameren Illinois Co. | 1.550% | 11/15/30 | 2,100 | 1,710 | ||
American Electric Power Co. Inc. | 3.200% | 11/13/27 | 3,853 | 3,638 | ||
1 | American Electric Power Co. Inc. | 4.300% | 12/1/28 | 8,744 | 8,511 | |
American Water Capital Corp. | 2.950% | 9/1/27 | 5,854 | 5,501 | ||
American Water Capital Corp. | 3.750% | 9/1/28 | 4,552 | 4,399 | ||
American Water Capital Corp. | 3.450% | 6/1/29 | 3,685 | 3,463 | ||
American Water Capital Corp. | 2.800% | 5/1/30 | 4,960 | 4,449 | ||
American Water Capital Corp. | 2.300% | 6/1/31 | 2,050 | 1,736 | ||
American Water Capital Corp. | 4.450% | 6/1/32 | 5,000 | 4,970 | ||
1 | Appalachian Power Co. | 2.700% | 4/1/31 | 5,180 | 4,461 | |
Arizona Public Service Co. | 2.950% | 9/15/27 | 2,725 | 2,555 | ||
Arizona Public Service Co. | 2.600% | 8/15/29 | 3,200 | 2,804 | ||
Atlantic City Electric Co. | 2.300% | 3/15/31 | 3,910 | 3,375 | ||
Atmos Energy Corp. | 3.000% | 6/15/27 | 3,390 | 3,254 | ||
Atmos Energy Corp. | 2.625% | 9/15/29 | 4,085 | 3,640 | ||
Atmos Energy Corp. | 1.500% | 1/15/31 | 2,925 | 2,340 | ||
Avangrid Inc. | 3.800% | 6/1/29 | 4,536 | 4,244 | ||
Baltimore Gas & Electric Co. | 2.250% | 6/15/31 | 4,474 | 3,813 | ||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 7,748 | 7,363 | ||
Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 8,600 | 8,252 | ||
Berkshire Hathaway Energy Co. | 1.650% | 5/15/31 | 4,310 | 3,484 | ||
Black Hills Corp. | 3.050% | 10/15/29 | 3,630 | 3,219 | ||
1 | CenterPoint Energy Houston Electric LLC | 2.350% | 4/1/31 | 3,553 | 3,086 | |
1 | CenterPoint Energy Houston Electric LLC | 3.000% | 3/1/32 | 2,000 | 1,821 | |
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 1,539 | 1,499 | ||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 3,255 | 2,895 | ||
CenterPoint Energy Inc. | 2.650% | 6/1/31 | 1,850 | 1,578 | ||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 1,635 | 1,598 | ||
CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | 6,267 | 5,089 | ||
Cleco Corporate Holdings LLC | 3.375% | 9/15/29 | 1,000 | 892 | ||
CMS Energy Corp. | 3.450% | 8/15/27 | 5,138 | 4,925 | ||
1 | CMS Energy Corp. | 4.750% | 6/1/50 | 6,527 | 5,738 | |
CMS Energy Corp. | 3.750% | 12/1/50 | 2,612 | 2,022 | ||
1 | Commonwealth Edison Co. | 2.950% | 8/15/27 | 3,959 | 3,773 | |
Commonwealth Edison Co. | 3.700% | 8/15/28 | 4,430 | 4,314 | ||
Commonwealth Edison Co. | 2.200% | 3/1/30 | 1,650 | 1,432 | ||
1 | Commonwealth Edison Co. | 3.150% | 3/15/32 | 4,115 | 3,784 | |
1 | Connecticut Light & Power Co. | 2.050% | 7/1/31 | 2,305 | 1,947 | |
1 | Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 5,383 | 5,135 | |
1 | Consolidated Edison Co. of New York Inc. | 3.350% | 4/1/30 | 3,775 | 3,515 | |
Consolidated Edison Co. of New York Inc. | 2.400% | 6/15/31 | 7,266 | 6,245 | ||
Dominion Energy Inc. | 4.250% | 6/1/28 | 3,988 | 3,930 | ||
1 | Dominion Energy Inc. | 3.375% | 4/1/30 | 15,502 | 14,176 | |
1 | Dominion Energy Inc. | 2.250% | 8/15/31 | 3,060 | 2,520 | |
1 | Dominion Energy South Carolina Inc. | 2.300% | 12/1/31 | 3,798 | 3,247 | |
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 1,297 | 1,508 | ||
1 | DTE Electric Co. | 1.900% | 4/1/28 | 4,268 | 3,809 | |
DTE Electric Co. | 2.250% | 3/1/30 | 3,700 | 3,239 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1 | DTE Electric Co. | 2.625% | 3/1/31 | 4,935 | 4,381 | |
1 | DTE Electric Co. | 3.000% | 3/1/32 | 3,900 | 3,528 | |
1 | DTE Energy Co. | 3.400% | 6/15/29 | 6,004 | 5,508 | |
Duke Energy Carolinas LLC | 3.950% | 11/15/28 | 5,093 | 5,025 | ||
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 3,900 | 3,480 | ||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 6,715 | 5,935 | ||
Duke Energy Carolinas LLC | 2.550% | 4/15/31 | 7,521 | 6,588 | ||
Duke Energy Carolinas LLC | 2.850% | 3/15/32 | 4,000 | 3,549 | ||
Duke Energy Corp. | 3.150% | 8/15/27 | 5,843 | 5,526 | ||
Duke Energy Corp. | 3.400% | 6/15/29 | 7,688 | 7,036 | ||
Duke Energy Corp. | 2.450% | 6/1/30 | 7,867 | 6,632 | ||
Duke Energy Corp. | 2.550% | 6/15/31 | 10,201 | 8,481 | ||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 4,332 | 4,234 | ||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 2,283 | 2,030 | ||
Duke Energy Florida LLC | 1.750% | 6/15/30 | 1,743 | 1,450 | ||
Duke Energy Florida LLC | 2.400% | 12/15/31 | 5,400 | 4,617 | ||
Duke Energy Ohio Inc. | 3.650% | 2/1/29 | 5,930 | 5,667 | ||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 2,751 | 2,323 | ||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 3,671 | 3,562 | ||
Duke Energy Progress LLC | 3.450% | 3/15/29 | 6,413 | 6,101 | ||
Duke Energy Progress LLC | 2.000% | 8/15/31 | 3,992 | 3,309 | ||
3 | East Ohio Gas Co. | 2.000% | 6/15/30 | 3,000 | 2,492 | |
Edison International | 4.125% | 3/15/28 | 4,490 | 4,184 | ||
Enel Chile SA | 4.875% | 6/12/28 | 5,419 | 5,188 | ||
Entergy Corp. | 1.900% | 6/15/28 | 7,332 | 6,294 | ||
Entergy Corp. | 2.800% | 6/15/30 | 4,288 | 3,683 | ||
Entergy Corp. | 2.400% | 6/15/31 | 7,599 | 6,183 | ||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 4,971 | 4,732 | ||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 5,783 | 5,439 | ||
Entergy Louisiana LLC | 2.350% | 6/15/32 | 4,000 | 3,347 | ||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 2,435 | 2,241 | ||
Entergy Texas Inc. | 4.000% | 3/30/29 | 7,257 | 7,090 | ||
Entergy Texas Inc. | 1.750% | 3/15/31 | 2,860 | 2,323 | ||
Essential Utilities Inc. | 3.566% | 5/1/29 | 3,545 | 3,310 | ||
Essential Utilities Inc. | 2.704% | 4/15/30 | 4,391 | 3,838 | ||
Evergy Inc. | 2.900% | 9/15/29 | 4,093 | 3,610 | ||
1 | Evergy Metro Inc. | 2.250% | 6/1/30 | 5,881 | 5,084 | |
1 | Eversource Energy | 3.300% | 1/15/28 | 3,815 | 3,596 | |
1 | Eversource Energy | 4.250% | 4/1/29 | 4,585 | 4,478 | |
1 | Eversource Energy | 1.650% | 8/15/30 | 4,260 | 3,387 | |
Eversource Energy | 2.550% | 3/15/31 | 2,965 | 2,514 | ||
Exelon Corp. | 4.050% | 4/15/30 | 12,785 | 12,269 | ||
3 | Exelon Corp. | 3.350% | 3/15/32 | 2,150 | 1,927 | |
Florida Power & Light Co. | 2.450% | 2/3/32 | 6,000 | 5,234 | ||
1 | Georgia Power Co. | 2.650% | 9/15/29 | 4,711 | 4,147 | |
Georgia Power Co. | 4.700% | 5/15/32 | 2,070 | 2,080 | ||
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 3,500 | 3,387 | ||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 8,231 | 8,142 | ||
Interstate Power & Light Co. | 3.600% | 4/1/29 | 900 | 858 | ||
Interstate Power & Light Co. | 2.300% | 6/1/30 | 3,405 | 2,903 | ||
IPALCO Enterprises Inc. | 4.250% | 5/1/30 | 3,741 | 3,475 | ||
ITC Holdings Corp. | 3.350% | 11/15/27 | 6,625 | 6,326 | ||
MidAmerican Energy Co. | 3.650% | 4/15/29 | 4,550 | 4,428 | ||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 1,175 | 1,384 | ||
Mississippi Power Co. | 3.950% | 3/30/28 | 3,000 | 2,919 | ||
National Fuel Gas Co. | 3.950% | 9/15/27 | 1,900 | 1,770 | ||
National Fuel Gas Co. | 4.750% | 9/1/28 | 3,690 | 3,596 | ||
National Fuel Gas Co. | 2.950% | 3/1/31 | 2,160 | 1,757 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 7,239 | 6,939 | ||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 3,523 | 3,441 | ||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 6,405 | 6,101 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 4,577 | 3,982 | ||
National Rural Utilities Cooperative Finance Corp. | 1.350% | 3/15/31 | 3,485 | 2,705 | ||
1 | National Rural Utilities Cooperative Finance Corp. | 1.650% | 6/15/31 | 1,335 | 1,063 | |
National Rural Utilities Cooperative Finance Corp. | 2.750% | 4/15/32 | 3,000 | 2,615 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1 | Nevada Power Co. | 3.700% | 5/1/29 | 5,445 | 5,245 | |
1 | Nevada Power Co. | 2.400% | 5/1/30 | 3,588 | 3,126 | |
NextEra Energy Capital Holdings Inc. | 1.900% | 6/15/28 | 9,324 | 8,115 | ||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 5,816 | 5,428 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 6,135 | 5,423 | ||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 17,814 | 14,965 | ||
1 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 6,255 | 5,149 | |
1 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 3,625 | 3,197 | |
NiSource Inc. | 2.950% | 9/1/29 | 5,769 | 5,117 | ||
NiSource Inc. | 3.600% | 5/1/30 | 3,609 | 3,307 | ||
NiSource Inc. | 1.700% | 2/15/31 | 6,448 | 5,030 | ||
Northern States Power Co. | 2.250% | 4/1/31 | 2,230 | 1,952 | ||
NSTAR Electric Co. | 3.250% | 5/15/29 | 2,040 | 1,930 | ||
NSTAR Electric Co. | 3.950% | 4/1/30 | 5,213 | 5,112 | ||
1 | Ohio Power Co. | 2.600% | 4/1/30 | 1,060 | 936 | |
1 | Ohio Power Co. | 1.625% | 1/15/31 | 6,413 | 5,177 | |
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 3,625 | 3,517 | ||
Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | 4,257 | 3,920 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 9,004 | 8,761 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 5,450 | 4,956 | ||
3 | Oncor Electric Delivery Co. LLC | 4.150% | 6/1/32 | 4,000 | 4,019 | |
ONE Gas Inc. | 2.000% | 5/15/30 | 2,675 | 2,229 | ||
Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 15,461 | 13,495 | ||
Pacific Gas & Electric Co. | 3.000% | 6/15/28 | 3,025 | 2,617 | ||
Pacific Gas & Electric Co. | 3.750% | 7/1/28 | 13,711 | 12,100 | ||
Pacific Gas & Electric Co. | 4.550% | 7/1/30 | 30,252 | 26,857 | ||
Pacific Gas & Electric Co. | 2.500% | 2/1/31 | 17,085 | 13,132 | ||
Pacific Gas & Electric Co. | 3.250% | 6/1/31 | 2,902 | 2,338 | ||
Pacific Gas & Electric Co. | 5.900% | 6/15/32 | 2,000 | 1,932 | ||
PacifiCorp | 3.500% | 6/15/29 | 3,666 | 3,482 | ||
PacifiCorp | 2.700% | 9/15/30 | 4,676 | 4,129 | ||
PacifiCorp | 7.700% | 11/15/31 | 1,735 | 2,123 | ||
1 | PG&E Wildfire Recovery Funding LLC | 3.594% | 6/1/30 | 3,425 | 3,412 | |
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 3,491 | 3,242 | ||
Piedmont Natural Gas Co. Inc. | 2.500% | 3/15/31 | 3,825 | 3,231 | ||
Progress Energy Inc. | 7.000% | 10/30/31 | 4,325 | 4,865 | ||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 2,725 | 2,683 | ||
1 | Public Service Co. of Colorado | 1.900% | 1/15/31 | 3,200 | 2,697 | |
1 | Public Service Co. of Colorado | 4.100% | 6/1/32 | 1,300 | 1,296 | |
1 | Public Service Electric & Gas Co. | 2.250% | 9/15/26 | 4,339 | 4,074 | |
1 | Public Service Electric & Gas Co. | 3.700% | 5/1/28 | 3,537 | 3,452 | |
1 | Public Service Electric & Gas Co. | 3.650% | 9/1/28 | 2,550 | 2,483 | |
1 | Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 2,675 | 2,533 | |
1 | Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 2,244 | 2,004 | |
1 | Public Service Electric & Gas Co. | 3.100% | 3/15/32 | 4,000 | 3,681 | |
Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | 12,450 | 9,903 | ||
Puget Energy Inc. | 2.379% | 6/15/28 | 2,230 | 1,951 | ||
Puget Energy Inc. | 4.100% | 6/15/30 | 5,801 | 5,397 | ||
1 | San Diego Gas & Electric Co. | 1.700% | 10/1/30 | 5,950 | 4,892 | |
1 | San Diego Gas & Electric Co. | 3.000% | 3/15/32 | 4,000 | 3,580 | |
Sempra Energy | 3.400% | 2/1/28 | 9,975 | 9,420 | ||
1 | Southern California Edison Co. | 3.650% | 3/1/28 | 5,050 | 4,782 | |
1 | Southern California Edison Co. | 4.200% | 3/1/29 | 5,141 | 4,951 | |
Southern California Edison Co. | 6.650% | 4/1/29 | 4,200 | 4,465 | ||
Southern California Edison Co. | 2.850% | 8/1/29 | 3,565 | 3,160 | ||
Southern California Edison Co. | 2.250% | 6/1/30 | 3,500 | 2,937 | ||
1 | Southern California Edison Co. | 2.500% | 6/1/31 | 2,000 | 1,680 | |
Southern California Edison Co. | 2.750% | 2/1/32 | 2,600 | 2,198 | ||
1 | Southern California Gas Co. | 2.550% | 2/1/30 | 3,650 | 3,227 | |
Southern Co. | 5.113% | 8/1/27 | 3,700 | 3,736 | ||
1 | Southern Co. | 1.750% | 3/15/28 | 3,570 | 3,053 | |
1 | Southern Co. | 3.700% | 4/30/30 | 8,175 | 7,592 | |
1 | Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | 6,954 | 5,485 | |
Southwest Gas Corp. | 3.700% | 4/1/28 | 2,570 | 2,413 | ||
Southwest Gas Corp. | 2.200% | 6/15/30 | 4,000 | 3,229 | ||
Southwest Gas Corp. | 4.050% | 3/15/32 | 4,000 | 3,637 | ||
1 | Southwestern Electric Power Co. | 4.100% | 9/15/28 | 3,514 | 3,395 | |
Tampa Electric Co. | 2.400% | 3/15/31 | 2,704 | 2,335 | ||
Tucson Electric Power Co. | 1.500% | 8/1/30 | 2,813 | 2,244 | ||
Tucson Electric Power Co. | 3.250% | 5/15/32 | 2,500 | 2,253 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Union Electric Co. | 2.950% | 6/15/27 | 5,037 | 4,796 | ||
Union Electric Co. | 3.500% | 3/15/29 | 4,237 | 4,056 | ||
Union Electric Co. | 2.950% | 3/15/30 | 3,300 | 3,000 | ||
Union Electric Co. | 2.150% | 3/15/32 | 4,000 | 3,335 | ||
1 | Virginia Electric & Power Co. | 3.500% | 3/15/27 | 400 | 391 | |
1 | Virginia Electric & Power Co. | 3.800% | 4/1/28 | 6,256 | 6,107 | |
1 | Virginia Electric & Power Co. | 2.875% | 7/15/29 | 5,450 | 4,991 | |
Virginia Electric & Power Co. | 2.300% | 11/15/31 | 2,051 | 1,743 | ||
Virginia Electric & Power Co. | 2.400% | 3/30/32 | 5,080 | 4,347 | ||
WEC Energy Group Inc. | 1.375% | 10/15/27 | 4,000 | 3,465 | ||
WEC Energy Group Inc. | 2.200% | 12/15/28 | 3,000 | 2,626 | ||
WEC Energy Group Inc. | 1.800% | 10/15/30 | 6,000 | 4,830 | ||
Wisconsin Electric Power Co. | 1.700% | 6/15/28 | 2,500 | 2,179 | ||
Wisconsin Power & Light Co. | 3.050% | 10/15/27 | 3,097 | 2,929 | ||
Xcel Energy Inc. | 4.000% | 6/15/28 | 4,640 | 4,535 | ||
Xcel Energy Inc. | 2.600% | 12/1/29 | 3,480 | 3,059 | ||
Xcel Energy Inc. | 3.400% | 6/1/30 | 7,785 | 7,160 | ||
Xcel Energy Inc. | 2.350% | 11/15/31 | 3,228 | 2,673 | ||
899,861 | ||||||
Total Corporate Bonds (Cost $13,801,463) | 12,086,901 | |||||
Sovereign Bonds (4.3%) | ||||||
1 | Asian Development Bank | 2.625% | 1/12/27 | 4,921 | 4,813 | |
1 | Asian Development Bank | 2.375% | 8/10/27 | 2,895 | 2,786 | |
Asian Development Bank | 6.220% | 8/15/27 | 175 | 197 | ||
1 | Asian Development Bank | 2.500% | 11/2/27 | 23,681 | 22,902 | |
1 | Asian Development Bank | 2.750% | 1/19/28 | 6,277 | 6,135 | |
1 | Asian Development Bank | 1.250% | 6/9/28 | 12,130 | 10,853 | |
Asian Development Bank | 5.820% | 6/16/28 | 4,833 | 5,492 | ||
1 | Asian Development Bank | 3.125% | 9/26/28 | 8,610 | 8,574 | |
1 | Asian Development Bank | 1.750% | 9/19/29 | 21,445 | 19,458 | |
1 | Asian Development Bank | 1.875% | 1/24/30 | 18,194 | 16,583 | |
1 | Asian Development Bank | 0.750% | 10/8/30 | 2,580 | 2,131 | |
1 | Asian Development Bank | 1.500% | 3/4/31 | 5,948 | 5,195 | |
Asian Development Bank | 3.125% | 4/27/32 | 17,000 | 16,882 | ||
Equinor ASA | 3.250% | 11/10/24 | 6 | 6 | ||
Equinor ASA | 7.250% | 9/23/27 | 6,955 | 7,953 | ||
Equinor ASA | 3.625% | 9/10/28 | 5,550 | 5,426 | ||
Equinor ASA | 3.125% | 4/6/30 | 8,504 | 7,875 | ||
Equinor ASA | 2.375% | 5/22/30 | 12,368 | 10,850 | ||
European Investment Bank | 0.625% | 10/21/27 | 12,370 | 10,850 | ||
European Investment Bank | 1.625% | 10/9/29 | 17,210 | 15,519 | ||
European Investment Bank | 0.875% | 5/17/30 | 16,275 | 13,681 | ||
European Investment Bank | 0.750% | 9/23/30 | 7,180 | 5,962 | ||
European Investment Bank | 1.250% | 2/14/31 | 32,955 | 28,262 | ||
European Investment Bank | 1.625% | 5/13/31 | 200 | 177 | ||
Export-Import Bank of Korea | 1.250% | 9/21/30 | 7,750 | 6,394 | ||
Export-Import Bank of Korea | 1.375% | 2/9/31 | 2,500 | 2,059 | ||
Export-Import Bank of Korea | 2.125% | 1/18/32 | 5,000 | 4,311 | ||
1 | Hong Kong Government International Bond | 1.750% | 11/24/31 | 4,100 | 3,563 | |
1 | Hydro-Quebec | 8.500% | 12/1/29 | 1,400 | 1,833 | |
1 | Hydro-Quebec | 9.375% | 4/15/30 | 2,175 | 3,003 | |
1 | Inter-American Development Bank | 2.000% | 6/2/26 | 663 | 635 | |
Inter-American Development Bank | 2.375% | 7/7/27 | 24,692 | 23,788 | ||
Inter-American Development Bank | 0.625% | 9/16/27 | 14,601 | 12,826 | ||
Inter-American Development Bank | 1.125% | 7/20/28 | 10,908 | 9,676 | ||
Inter-American Development Bank | 3.125% | 9/18/28 | 20,375 | 20,295 | ||
Inter-American Development Bank | 2.250% | 6/18/29 | 26,545 | 24,959 | ||
1 | Inter-American Development Bank | 1.125% | 1/13/31 | 41,890 | 35,516 | |
International Bank for Reconstruction & Development | 8.875% | 3/1/26 | 1,000 | 1,180 | ||
International Bank for Reconstruction & Development | 0.875% | 7/15/26 | 307 | 281 | ||
1 | International Bank for Reconstruction & Development | 2.500% | 11/22/27 | 20,485 | 19,811 | |
International Bank for Reconstruction & Development | 0.750% | 11/24/27 | 59,056 | 52,018 | ||
1 | International Bank for Reconstruction & Development | 1.375% | 4/20/28 | 12,825 | 11,594 | |
International Bank for Reconstruction & Development | 1.125% | 9/13/28 | 40,480 | 35,801 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1 | International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 30,150 | 27,348 | |
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 8,135 | 6,833 | ||
International Bank for Reconstruction & Development | 0.750% | 8/26/30 | 14,925 | 12,355 | ||
International Bank for Reconstruction & Development | 1.250% | 2/10/31 | 28,770 | 24,625 | ||
International Bank for Reconstruction & Development | 1.625% | 11/3/31 | 41,085 | 35,929 | ||
International Bank for Reconstruction & Development | 2.500% | 3/29/32 | 28,665 | 27,011 | ||
1 | International Finance Corp. | 2.125% | 4/7/26 | 389 | 375 | |
International Finance Corp. | 0.750% | 8/27/30 | 6,465 | 5,358 | ||
5 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 9,200 | 8,974 | |
5 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 16,635 | 16,068 | |
5 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 10,425 | 10,352 | |
5 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 10,850 | 10,856 | |
5 | Japan Bank for International Cooperation | 2.125% | 2/16/29 | 6,175 | 5,701 | |
5 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | �� 4,975 | 4,518 | |
5 | Japan Bank for International Cooperation | 1.250% | 1/21/31 | 11,150 | 9,396 | |
5 | Japan Bank for International Cooperation | 1.875% | 4/15/31 | 15,175 | 13,387 | |
5 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 4,300 | 4,272 | |
5 | Japan International Cooperation Agency | 1.000% | 7/22/30 | 4,200 | 3,473 | |
5 | Japan International Cooperation Agency | 1.750% | 4/28/31 | 4,000 | 3,478 | |
6 | KFW | 2.875% | 4/3/28 | 26,207 | 25,800 | |
6 | KFW | 1.750% | 9/14/29 | 9,202 | 8,383 | |
6 | KFW | 0.750% | 9/30/30 | 12,763 | 10,582 | |
Korea Development Bank | 1.625% | 1/19/31 | 3,500 | 2,949 | ||
Korea Development Bank | 2.000% | 10/25/31 | 2,321 | 1,979 | ||
1,6 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 5,965 | 5,752 | |
6 | Landwirtschaftliche Rentenbank | 0.875% | 9/3/30 | 12,045 | 10,073 | |
1,7 | Oesterreichische Kontrollbank AG | 0.500% | 2/2/26 | 4,777 | 4,346 | |
1 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 9,490 | 9,614 | |
1 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 19,305 | 19,550 | |
Province of Alberta | 3.300% | 3/15/28 | 8,855 | 8,783 | ||
Province of Alberta | 1.300% | 7/22/30 | 22,479 | 19,097 | ||
Province of British Columbia | 2.250% | 6/2/26 | 219 | 211 | ||
Province of British Columbia | 1.300% | 1/29/31 | 9,815 | 8,294 | ||
Province of Manitoba | 2.125% | 6/22/26 | 682 | 650 | ||
1 | Province of Manitoba | 1.500% | 10/25/28 | 6,775 | 6,033 | |
Province of New Brunswick | 3.625% | 2/24/28 | 3,675 | 3,715 | ||
Province of Ontario | 2.300% | 6/15/26 | 22,962 | 22,090 | ||
Province of Ontario | 2.000% | 10/2/29 | 14,205 | 12,886 | ||
Province of Ontario | 1.125% | 10/7/30 | 10,765 | 8,984 | ||
Province of Ontario | 1.600% | 2/25/31 | 7,290 | 6,272 | ||
Province of Quebec | 2.500% | 4/20/26 | 372 | 361 | ||
Province of Quebec | 2.750% | 4/12/27 | 4,583 | 4,467 | ||
1 | Province of Quebec | 7.500% | 9/15/29 | 3,870 | 4,825 | |
Province of Quebec | 1.350% | 5/28/30 | 37,080 | 31,752 | ||
Province of Quebec | 1.900% | 4/21/31 | 4,325 | 3,824 | ||
1 | Republic of Chile | 3.240% | 2/6/28 | 21,195 | 19,957 | |
1 | Republic of Chile | 2.450% | 1/31/31 | 12,905 | 11,013 | |
Republic of Indonesia | 3.500% | 1/11/28 | 10,905 | 10,413 | ||
Republic of Indonesia | 4.100% | 4/24/28 | 13,705 | 13,471 | ||
Republic of Indonesia | 4.750% | 2/11/29 | 8,587 | 8,662 | ||
Republic of Indonesia | 3.400% | 9/18/29 | 6,100 | 5,662 | ||
Republic of Indonesia | 2.850% | 2/14/30 | 11,360 | 10,115 | ||
Republic of Indonesia | 3.850% | 10/15/30 | 6,090 | 5,785 | ||
Republic of Indonesia | 1.850% | 3/12/31 | 600 | 486 | ||
1 | Republic of Indonesia | 2.150% | 7/28/31 | 6,020 | 4,933 | |
1 | Republic of Indonesia | 3.550% | 3/31/32 | 14,125 | 12,812 | |
Republic of Italy | 2.875% | 10/17/29 | 18,350 | 16,212 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Republic of Korea | 3.500% | 9/20/28 | 4,475 | 4,474 | ||
Republic of Korea | 2.500% | 6/19/29 | 4,835 | 4,581 | ||
Republic of Korea | 1.000% | 9/16/30 | 6,200 | 5,160 | ||
Republic of Korea | 1.750% | 10/15/31 | 4,875 | 4,258 | ||
Republic of Panama | 8.875% | 9/30/27 | 10,497 | 12,370 | ||
1 | Republic of Panama | 3.875% | 3/17/28 | 9,383 | 8,954 | |
Republic of Panama | 9.375% | 4/1/29 | 5,885 | 7,190 | ||
1 | Republic of Panama | 3.160% | 1/23/30 | 12,600 | 11,217 | |
Republic of Peru | 4.125% | 8/25/27 | 7,210 | 7,068 | ||
1 | Republic of Peru | 2.783% | 1/23/31 | 32,950 | 28,035 | |
Republic of Poland | 3.250% | 4/6/26 | 1,197 | 1,161 | ||
Republic of the Philippines | 3.000% | 2/1/28 | 15,810 | 15,056 | ||
Republic of the Philippines | 3.750% | 1/14/29 | 11,600 | 11,262 | ||
Republic of the Philippines | 9.500% | 2/2/30 | 15,117 | 19,544 | ||
Republic of the Philippines | 2.457% | 5/5/30 | 14,875 | 12,973 | ||
Republic of the Philippines | 7.750% | 1/14/31 | 12,119 | 14,613 | ||
Republic of the Philippines | 1.648% | 6/10/31 | 1,250 | 1,003 | ||
Republic of the Philippines | 1.950% | 1/6/32 | 6,275 | 5,100 | ||
Republic of the Philippines | 6.375% | 1/15/32 | 8,210 | 9,161 | ||
State of Israel | 3.250% | 1/17/28 | 7,215 | 7,048 | ||
State of Israel | 2.500% | 1/15/30 | 8,330 | 7,638 | ||
State of Israel | 2.750% | 7/3/30 | 18,890 | 17,559 | ||
United Mexican States | 3.750% | 1/11/28 | 10,055 | 9,625 | ||
United Mexican States | 4.500% | 4/22/29 | 30,580 | 29,701 | ||
1 | United Mexican States | 3.250% | 4/16/30 | 29,844 | 26,241 | |
1 | United Mexican States | 2.659% | 5/24/31 | 25,933 | 21,318 | |
1 | United Mexican States | 8.300% | 8/15/31 | 3,900 | 4,868 | |
1 | United Mexican States | 4.750% | 4/27/32 | 13,735 | 13,185 | |
Total Sovereign Bonds (Cost $1,581,848) | 1,409,570 | |||||
Taxable Municipal Bonds (0.4%) | ||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | 1,240 | 1,232 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574% | 4/1/31 | 1,025 | 937 | ||
California GO | 1.700% | 2/1/28 | 3,160 | 2,840 | ||
California GO | 3.500% | 4/1/28 | 3,450 | 3,408 | ||
California GO | 3.050% | 4/1/29 | 3,450 | 3,289 | ||
California GO | 2.500% | 10/1/29 | 2,850 | 2,612 | ||
California GO | 1.750% | 11/1/30 | 5,000 | 4,239 | ||
Connecticut GO | 5.850% | 3/15/32 | 9,000 | 10,085 | ||
Energy Northwest Washington Electric Revenue (Columbia Generating Station) | 2.814% | 7/1/24 | 145 | 144 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.705% | 7/1/27 | 9,600 | 8,683 | ||
Florida State Board of Administration Finance Corp. Revenue | 2.154% | 7/1/30 | 12,000 | 10,425 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | 50 | 50 | ||
Los Angeles CA Community College District GO | 1.606% | 8/1/28 | 3,600 | 3,202 | ||
Los Angeles CA Community College District GO | 1.806% | 8/1/30 | 2,750 | 2,372 | ||
Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | 2,830 | 3,056 | ||
Massachusetts GO | 4.500% | 8/1/31 | 1,350 | 1,387 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 1.753% | 8/15/30 | 2,600 | 2,239 | ||
Metropolitan Government of Nashville & Davidson County TN Health & Educational Facilities Board Revenue (Vanderbilt University Medical Center) | 4.053% | 7/1/26 | 1,095 | 1,106 | ||
National Finance Authority NH Revenue | 3.300% | 4/1/32 | 2,500 | 2,056 | ||
8 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 16,475 | 18,509 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 2,425 | 2,540 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York City NY GO | 5.206% | 10/1/31 | 1,070 | 1,143 | ||
Oregon GO | 5.892% | 6/1/27 | 13,750 | 14,687 | ||
9 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 1,500 | 1,577 | |
8 | Oregon School Boards Association GO | 5.550% | 6/30/28 | 875 | 920 | |
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 1,260 | 1,415 | ||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 850 | 923 | ||
Texas Transportation Commission State Highway Revenue | 5.178% | 4/1/30 | 7,280 | 7,772 | ||
University of California Regents Medical Center Pooled Revenue | 4.132% | 5/15/32 | 3,000 | 2,970 | ||
University of California Revenue | 3.349% | 7/1/29 | 100 | 96 | ||
University of California Revenue | 1.614% | 5/15/30 | 7,125 | 5,979 | ||
University of California Revenue | 4.601% | 5/15/31 | 203 | 209 | ||
Utah GO | 3.539% | 7/1/25 | 748 | 753 | ||
9 | Wisconsin General Fund Annual Appropriation Revenue | 5.700% | 5/1/26 | 2,270 | 2,412 | |
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 3,300 | 3,226 | ||
Total Taxable Municipal Bonds (Cost $139,310) | 128,493 | |||||
Shares | ||||||
Temporary Cash Investments (0.1%) | ||||||
Money Market Fund (0.1%) | ||||||
10 | Vanguard Market Liquidity Fund (Cost $31,942) | 1.417% | 319,550 | 31,945 | ||
Total Investments (99.5%) (Cost $36,156,744) | 32,428,769 | |||||
Other Assets and Liabilities—Net (0.5%) | 176,589 | |||||
Net Assets (100%) | 32,605,358 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
2 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2022, the aggregate value was $256,260,000, representing 0.8% of net assets. |
4 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2022. |
5 | Guaranteed by the Government of Japan. |
6 | Guaranteed by the Federal Republic of Germany. |
7 | Guaranteed by the Republic of Austria. |
8 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
9 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
10 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
GO—General Obligation Bond. |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $36,124,802) | 32,396,824 |
Affiliated Issuers (Cost $31,942) | 31,945 |
Total Investments in Securities | 32,428,769 |
Investment in Vanguard | 1,207 |
Cash | 5,115 |
Cash Collateral Received for ETF Capital Activity | 50,482 |
Receivables for Investment Securities Sold | 631,722 |
Receivables for Accrued Income | 201,553 |
Receivables for Capital Shares Issued | 16,097 |
Other Assets | 86 |
Total Assets | 33,335,031 |
Liabilities | |
Payables for Investment Securities Purchased | 628,824 |
Collateral for ETF Capital Activity | 50,482 |
Payables for Capital Shares Redeemed | 43,424 |
Payables for Distributions | 6,201 |
Payables to Vanguard | 742 |
Total Liabilities | 729,673 |
Net Assets | 32,605,358 |
At June 30, 2022, net assets consisted of: | |
Paid-in Capital | 36,752,484 |
Total Distributable Earnings (Loss) | (4,147,126) |
Net Assets | 32,605,358 |
Investor Shares—Net Assets | |
Applicable to 7,923,229 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 83,331 |
Net Asset Value Per Share—Investor Shares | $10.52 |
ETF Shares—Net Assets | |
Applicable to 155,754,060 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 12,090,650 |
Net Asset Value Per Share—ETF Shares | $77.63 |
Admiral Shares—Net Assets | |
Applicable to 1,500,426,823 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 15,780,516 |
Net Asset Value Per Share—Admiral Shares | $10.52 |
Institutional Shares—Net Assets | |
Applicable to 274,067,204 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 2,882,422 |
Net Asset Value Per Share—Institutional Shares | $10.52 |
Institutional Plus Shares—Net Assets | |
Applicable to 168,145,929 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,768,439 |
Net Asset Value Per Share—Institutional Plus Shares | $10.52 |
Six Months Ended June 30, 2022 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 365,333 |
Total Income | 365,333 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 328 |
Management and Administrative—Investor Shares | 63 |
Management and Administrative—ETF Shares | 2,013 |
Management and Administrative—Admiral Shares | 5,258 |
Management and Administrative—Institutional Shares | 656 |
Management and Administrative—Institutional Plus Shares | 293 |
Marketing and Distribution—Investor Shares | 4 |
Marketing and Distribution—ETF Shares | 246 |
Marketing and Distribution—Admiral Shares | 411 |
Marketing and Distribution—Institutional Shares | 62 |
Marketing and Distribution—Institutional Plus Shares | 30 |
Custodian Fees | 59 |
Shareholders’ Reports—Investor Shares | — |
Shareholders’ Reports—ETF Shares | 220 |
Shareholders’ Reports—Admiral Shares | 82 |
Shareholders’ Reports—Institutional Shares | 8 |
Shareholders’ Reports—Institutional Plus Shares | 2 |
Trustees’ Fees and Expenses | 9 |
Other Expenses | 8 |
Total Expenses | 9,752 |
Expenses Paid Indirectly | (25) |
Net Expenses | 9,727 |
Net Investment Income | 355,606 |
Realized Net Gain (Loss) on Investment Securities Sold1,2 | (400,911) |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | (3,993,944) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (4,039,249) |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $116,000, $10,000, and ($6,000), respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes ($57,544,000) of net gain (loss) resulting from in-kind redemptions. |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 355,606 | 746,679 | |
Realized Net Gain (Loss) | (400,911) | 667,855 | |
Change in Unrealized Appreciation (Depreciation) | (3,993,944) | (2,372,665) | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (4,039,249) | (958,131) | |
Distributions | |||
Investor Shares | (914) | (3,952) | |
ETF Shares | (115,548) | (492,169) | |
Admiral Shares | (175,864) | (638,692) | |
Institutional Shares | (31,812) | (110,932) | |
Institutional Plus Shares | (18,184) | (59,675) | |
Total Distributions | (342,322) | (1,305,420) | |
Capital Share Transactions | |||
Investor Shares | (7,592) | (59,389) | |
ETF Shares | (633,180) | (271,705) | |
Admiral Shares | (850,772) | (355,217) | |
Institutional Shares | (9,022) | (58,451) | |
Institutional Plus Shares | 195,586 | 103,097 | |
Net Increase (Decrease) from Capital Share Transactions | (1,304,980) | (641,665) | |
Total Increase (Decrease) | (5,686,551) | (2,905,216) | |
Net Assets | |||
Beginning of Period | 38,291,909 | 41,197,125 | |
End of Period | 32,605,358 | 38,291,909 |
Investor Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $11.89 | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 |
Investment Operations | ||||||
Net Investment Income1 | .107 | .221 | .271 | .316 | .306 | .289 |
Net Realized and Unrealized Gain (Loss) on Investments | (1.367) | (.529) | .868 | .787 | (.340) | .132 |
Total from Investment Operations | (1.260) | (.308) | 1.139 | 1.103 | (.034) | .421 |
Distributions | ||||||
Dividends from Net Investment Income | (.107) | (.219) | (.271) | (.313) | (.306) | (.290) |
Distributions from Realized Capital Gains | (.003) | (.173) | (.088) | — | — | (.011) |
Total Distributions | (.110) | (.392) | (.359) | (.313) | (.306) | (.301) |
Net Asset Value, End of Period | $10.52 | $11.89 | $12.59 | $11.81 | $11.02 | $11.36 |
Total Return2 | -10.64% | -2.44% | 9.71% | 10.09% | -0.25% | 3.76% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $83 | $103 | $170 | $163 | $1,037 | $1,307 |
Ratio of Total Expenses to Average Net Assets | 0.15%3 | 0.15% | 0.15% | 0.15% | 0.15% | 0.15% |
Ratio of Net Investment Income to Average Net Assets | 1.94% | 1.81% | 2.18% | 2.78% | 2.79% | 2.54% |
Portfolio Turnover Rate4 | 20% | 46% | 55% | 50% | 53% | 55% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.15%. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
ETF Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $87.63 | $92.73 | $87.08 | $81.27 | $83.73 | $82.86 |
Investment Operations | ||||||
Net Investment Income1 | .830 | 1.715 | 2.080 | 2.392 | 2.320 | 2.199 |
Net Realized and Unrealized Gain (Loss) on Investments | (10.117) | (3.817) | 6.313 | 5.816 | (2.442) | .925 |
Total from Investment Operations | (9.287) | (2.102) | 8.393 | 8.208 | (.122) | 3.124 |
Distributions | ||||||
Dividends from Net Investment Income | (.692) | (1.719) | (2.094) | (2.398) | (2.338) | (2.174) |
Distributions from Realized Capital Gains | (.021) | (1.279) | (.649) | — | — | (.080) |
Total Distributions | (.713) | (2.998) | (2.743) | (2.398) | (2.338) | (2.254) |
Net Asset Value, End of Period | $77.63 | $87.63 | $92.73 | $87.08 | $81.27 | $83.73 |
Total Return | -10.63% | -2.27% | 9.71% | 10.19% | -0.09% | 3.80% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $12,091 | $14,359 | $15,482 | $13,546 | $12,772 | $15,328 |
Ratio of Total Expenses to Average Net Assets | 0.04%2 | 0.04% | 0.05% | 0.05% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 2.05% | 1.91% | 2.27% | 2.80% | 2.87% | 2.62% |
Portfolio Turnover Rate3 | 20% | 46% | 55% | 50% | 53% | 55% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.04%. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Admiral Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $11.89 | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 |
Investment Operations | ||||||
Net Investment Income1 | .111 | .229 | .280 | .322 | .315 | .298 |
Net Realized and Unrealized Gain (Loss) on Investments | (1.367) | (.527) | .869 | .790 | (.341) | .132 |
Total from Investment Operations | (1.256) | (.298) | 1.149 | 1.112 | (.026) | .430 |
Distributions | ||||||
Dividends from Net Investment Income | (.111) | (.229) | (.281) | (.322) | (.314) | (.299) |
Distributions from Realized Capital Gains | (.003) | (.173) | (.088) | — | — | (.011) |
Total Distributions | (.114) | (.402) | (.369) | (.322) | (.314) | (.310) |
Net Asset Value, End of Period | $10.52 | $11.89 | $12.59 | $11.81 | $11.02 | $11.36 |
Total Return2 | -10.60% | -2.36% | 9.80% | 10.18% | -0.17% | 3.85% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $15,781 | $18,773 | $20,241 | $16,776 | $12,830 | $13,477 |
Ratio of Total Expenses to Average Net Assets | 0.07%3 | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 2.03% | 1.88% | 2.25% | 2.78% | 2.87% | 2.62% |
Portfolio Turnover Rate4 | 20% | 46% | 55% | 50% | 53% | 55% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.07%. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $11.89 | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 |
Investment Operations | ||||||
Net Investment Income1 | .112 | .232 | .283 | .325 | .317 | .301 |
Net Realized and Unrealized Gain (Loss) on Investments | (1.367) | (.527) | .868 | .790 | (.340) | .131 |
Total from Investment Operations | (1.255) | (.295) | 1.151 | 1.115 | (.023) | .432 |
Distributions | ||||||
Dividends from Net Investment Income | (.112) | (.232) | (.283) | (.325) | (.317) | (.301) |
Distributions from Realized Capital Gains | (.003) | (.173) | (.088) | — | — | (.011) |
Total Distributions | (.115) | (.405) | (.371) | (.325) | (.317) | (.312) |
Net Asset Value, End of Period | $10.52 | $11.89 | $12.59 | $11.81 | $11.02 | $11.36 |
Total Return | -10.59% | -2.34% | 9.82% | 10.20% | -0.15% | 3.87% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $2,882 | $3,271 | $3,527 | $3,158 | $2,952 | $3,127 |
Ratio of Total Expenses to Average Net Assets | 0.05%2 | 0.05% | 0.05% | 0.05% | 0.05% | 0.05% |
Ratio of Net Investment Income to Average Net Assets | 2.05% | 1.90% | 2.28% | 2.81% | 2.89% | 2.64% |
Portfolio Turnover Rate3 | 20% | 46% | 55% | 50% | 53% | 55% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.05%. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Institutional Plus Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $11.89 | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 |
Investment Operations | ||||||
Net Investment Income1 | .113 | .233 | .285 | .326 | .319 | .302 |
Net Realized and Unrealized Gain (Loss) on Investments | (1.367) | (.527) | .868 | .790 | (.341) | .131 |
Total from Investment Operations | (1.254) | (.294) | 1.153 | 1.116 | (.022) | .433 |
Distributions | ||||||
Dividends from Net Investment Income | (.113) | (.233) | (.285) | (.326) | (.318) | (.302) |
Distributions from Realized Capital Gains | (.003) | (.173) | (.088) | — | — | (.011) |
Total Distributions | (.116) | (.406) | (.373) | (.326) | (.318) | (.313) |
Net Asset Value, End of Period | $10.52 | $11.89 | $12.59 | $11.81 | $11.02 | $11.36 |
Total Return | -10.59% | -2.33% | 9.83% | 10.21% | -0.14% | 3.88% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $1,768 | $1,786 | $1,777 | $1,632 | $1,752 | $1,640 |
Ratio of Total Expenses to Average Net Assets | 0.04%2 | 0.04% | 0.04% | 0.04% | 0.04% | 0.04% |
Ratio of Net Investment Income to Average Net Assets | 2.06% | 1.91% | 2.29% | 2.83% | 2.90% | 2.65% |
Portfolio Turnover Rate3 | 20% | 46% | 55% | 50% | 53% | 55% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.04%. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 18,771,860 | — | 18,771,860 |
Corporate Bonds | — | 12,086,901 | — | 12,086,901 |
Sovereign Bonds | — | 1,409,570 | — | 1,409,570 |
Taxable Municipal Bonds | — | 128,493 | — | 128,493 |
Temporary Cash Investments | 31,945 | — | — | 31,945 |
Total | 31,945 | 32,396,824 | — | 32,428,769 |
Amount ($000) | |
Tax Cost | 36,230,466 |
Gross Unrealized Appreciation | 2,363 |
Gross Unrealized Depreciation | (3,804,060) |
Net Unrealized Appreciation (Depreciation) | (3,801,697) |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 4,954 | 442 | 14,241 | 1,164 | |
Issued in Lieu of Cash Distributions | 914 | 83 | 3,946 | 327 | |
Redeemed | (13,460) | (1,224) | (77,576) | (6,408) | |
Net Increase (Decrease)—Investor Shares | (7,592) | (699) | (59,389) | (4,917) | |
ETF Shares | |||||
Issued | 1,195,824 | 14,300 | 6,426,384 | 71,500 | |
Issued in Lieu of Cash Distributions | — | — | — | — | |
Redeemed | (1,829,004) | (22,400) | (6,698,089) | (74,600) | |
Net Increase (Decrease)—ETF Shares | (633,180) | (8,100) | (271,705) | (3,100) | |
Admiral Shares | |||||
Issued | 1,659,719 | 150,095 | 4,313,496 | 353,170 | |
Issued in Lieu of Cash Distributions | 149,570 | 13,605 | 549,765 | 45,606 | |
Redeemed | (2,660,061) | (241,627) | (5,218,478) | (428,670) | |
Net Increase (Decrease)—Admiral Shares | (850,772) | (77,927) | (355,217) | (29,894) |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Institutional Shares | |||||
Issued | 384,841 | 34,929 | 930,834 | 76,452 | |
Issued in Lieu of Cash Distributions | 30,482 | 2,774 | 107,115 | 8,886 | |
Redeemed | (424,345) | (38,682) | (1,096,400) | (90,523) | |
Net Increase (Decrease)—Institutional Shares | (9,022) | (979) | (58,451) | (5,185) | |
Institutional Plus Shares | |||||
Issued | 455,245 | 41,455 | 482,941 | 39,664 | |
Issued in Lieu of Cash Distributions | 7,929 | 724 | 26,886 | 2,231 | |
Redeemed | (267,588) | (24,153) | (406,730) | (32,929) | |
Net Increase (Decrease)—Institutional Plus Shares | 195,586 | 18,026 | 103,097 | 8,966 |
Corporate Bonds | 49.1% |
Sovereign Bonds | 3.1 |
Taxable Municipal Bonds | 3.2 |
U.S. Government and Agency Obligations | 44.6 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
U.S. Government and Agency Obligations (43.9%) | ||||||
U.S. Government Securities (43.2%) | ||||||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 6,275 | 7,751 | ||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 13,253 | 15,421 | ||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 10,360 | 12,209 | ||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 15,848 | 16,546 | ||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 23,380 | 26,694 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 16,000 | 18,807 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 29,710 | 34,301 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 80,675 | 56,145 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 34,160 | 39,348 | ||
United States Treasury Note/Bond | 1.125% | 8/15/40 | 57,070 | 39,396 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 22,565 | 24,310 | ||
United States Treasury Note/Bond | 1.375% | 11/15/40 | 113,515 | 81,731 | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 34,800 | 39,297 | ||
United States Treasury Note/Bond | 1.875% | 2/15/41 | 136,513 | 107,056 | ||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 30,705 | 36,956 | ||
United States Treasury Note/Bond | 2.250% | 5/15/41 | 131,910 | 110,001 | ||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 37,045 | 42,417 | ||
United States Treasury Note/Bond | 1.750% | 8/15/41 | 146,657 | 111,528 | ||
United States Treasury Note/Bond | 2.000% | 11/15/41 | 148,795 | 118,129 | ||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 33,137 | 31,791 | ||
United States Treasury Note/Bond | 2.375% | 2/15/42 | 152,303 | 129,124 | ||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 25,932 | 24,814 | ||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 24,135 | 22,596 | ||
United States Treasury Note/Bond | 3.250% | 5/15/42 | 21,160 | 20,651 | ||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 31,473 | 28,203 | ||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 55,968 | 50,074 | ||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 36,760 | 34,905 | ||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 69,470 | 63,283 | ||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 53,630 | 55,004 | ||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 57,410 | 60,011 | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 44,294 | 45,415 | ||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 19,248 | 18,228 | ||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 41,811 | 35,448 | ||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 33,292 | 30,233 | ||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 24,640 | 22,892 | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 35,795 | 30,336 | ||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 57,131 | 48,401 | ||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 72,993 | 58,828 | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 37,299 | 33,989 | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 60,694 | 56,654 | ||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 29,897 | 27,940 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 79,651 | 71,213 | ||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 72,506 | 64,926 | ||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 84,535 | 79,648 | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 83,506 | 80,766 | ||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 85,973 | 81,190 | ||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 99,701 | 101,290 | ||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 82,431 | 78,541 | ||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 91,260 | 85,071 | ||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 96,160 | 78,881 | ||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 81,271 | 68,623 | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 89,439 | 69,316 | ||
1 | United States Treasury Note/Bond | 1.250% | 5/15/50 | 129,110 | 82,106 | |
United States Treasury Note/Bond | 1.375% | 8/15/50 | 127,559 | 83,950 | ||
United States Treasury Note/Bond | 1.625% | 11/15/50 | 146,479 | 102,993 | ||
United States Treasury Note/Bond | 1.875% | 2/15/51 | 135,689 | 101,788 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 2.375% | 5/15/51 | 156,722 | 132,283 | ||
United States Treasury Note/Bond | 2.000% | 8/15/51 | 151,854 | 117,355 | ||
United States Treasury Note/Bond | 1.875% | 11/15/51 | 94,480 | 70,889 | ||
United States Treasury Note/Bond | 2.250% | 2/15/52 | 145,848 | 120,006 | ||
United States Treasury Note/Bond | 2.875% | 5/15/52 | 64,115 | 60,529 | ||
3,598,227 | ||||||
Agency Bonds and Notes (0.7%) | ||||||
2 | AID-Israel | 5.500% | 9/18/33 | 1,000 | 1,177 | |
Federal Home Loan Banks | 5.625% | 3/14/36 | 1,000 | 1,193 | ||
Federal Home Loan Banks | 5.500% | 7/15/36 | 4,055 | 4,890 | ||
3 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 11,657 | 14,488 | |
3,4 | Federal Home Loan Mortgage Corp. | 0.000% | 11/15/38 | 40 | 21 | |
3 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 3,125 | 3,807 | |
3 | Federal National Mortgage Assn. | 6.210% | 8/6/38 | 770 | 992 | |
Tennessee Valley Authority | 4.650% | 6/15/35 | 2,510 | 2,695 | ||
Tennessee Valley Authority | 5.880% | 4/1/36 | 4,535 | 5,465 | ||
Tennessee Valley Authority | 5.980% | 4/1/36 | 1,000 | 1,200 | ||
Tennessee Valley Authority | 6.150% | 1/15/38 | 2,450 | 3,038 | ||
Tennessee Valley Authority | 5.500% | 6/15/38 | 1,175 | 1,380 | ||
Tennessee Valley Authority | 5.250% | 9/15/39 | 6,240 | 7,098 | ||
Tennessee Valley Authority | 4.875% | 1/15/48 | 2,650 | 2,934 | ||
Tennessee Valley Authority | 5.375% | 4/1/56 | 950 | 1,193 | ||
Tennessee Valley Authority | 4.625% | 9/15/60 | 400 | 449 | ||
Tennessee Valley Authority | 4.250% | 9/15/65 | 2,500 | 2,623 | ||
54,643 | ||||||
Total U.S. Government and Agency Obligations (Cost $4,358,273) | 3,652,870 | |||||
Corporate Bonds (48.3%) | ||||||
Communications (6.2%) | ||||||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 625 | 605 | ||
Activision Blizzard Inc. | 2.500% | 9/15/50 | 2,618 | 1,796 | ||
Alphabet Inc. | 1.900% | 8/15/40 | 1,165 | 833 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 4,860 | 3,266 | ||
Alphabet Inc. | 2.250% | 8/15/60 | 3,466 | 2,258 | ||
America Movil SAB de CV | 6.375% | 3/1/35 | 1,588 | 1,813 | ||
America Movil SAB de CV | 6.125% | 11/15/37 | 790 | 857 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 3,967 | 4,389 | ||
America Movil SAB de CV | 4.375% | 7/16/42 | 2,269 | 2,059 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 2,991 | 2,770 | ||
AT&T Inc. | 2.550% | 12/1/33 | 6,368 | 5,165 | ||
AT&T Inc. | 4.500% | 5/15/35 | 5,332 | 5,055 | ||
AT&T Inc. | 4.900% | 8/15/37 | 2,960 | 2,933 | ||
AT&T Inc. | 4.850% | 3/1/39 | 4,140 | 3,950 | ||
AT&T Inc. | 3.500% | 6/1/41 | 5,295 | 4,232 | ||
AT&T Inc. | 4.300% | 12/15/42 | 1,476 | 1,283 | ||
AT&T Inc. | 4.650% | 6/1/44 | 2,175 | 1,980 | ||
AT&T Inc. | 4.350% | 6/15/45 | 748 | 653 | ||
AT&T Inc. | 4.750% | 5/15/46 | 5,465 | 5,069 | ||
4 | AT&T Inc. | 5.150% | 11/15/46 | 3,292 | 3,250 | |
AT&T Inc. | 4.500% | 3/9/48 | 4,193 | 3,730 | ||
AT&T Inc. | 4.550% | 3/9/49 | 2,307 | 2,098 | ||
AT&T Inc. | 3.650% | 6/1/51 | 6,255 | 4,889 | ||
AT&T Inc. | 3.500% | 9/15/53 | 14,700 | 11,148 | ||
AT&T Inc. | 3.550% | 9/15/55 | 15,842 | 11,872 | ||
AT&T Inc. | 3.800% | 12/1/57 | 12,810 | 9,935 | ||
AT&T Inc. | 3.650% | 9/15/59 | 13,112 | 9,825 | ||
AT&T Inc. | 3.850% | 6/1/60 | 2,875 | 2,226 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Bell Telephone Co. of Canada or Bell Canada | 4.464% | 4/1/48 | 716 | 656 | ||
Bell Telephone Co. of Canada or Bell Canada | 4.300% | 7/29/49 | 655 | 586 | ||
4 | Bell Telephone Co. of Canada or Bell Canada | 3.200% | 2/15/52 | 2,075 | 1,526 | |
Charter Communications Operating LLC | 4.400% | 4/1/33 | 1,075 | 963 | ||
Charter Communications Operating LLC | 6.384% | 10/23/35 | 4,595 | 4,638 | ||
Charter Communications Operating LLC | 5.375% | 4/1/38 | 1,200 | 1,069 | ||
Charter Communications Operating LLC | 3.500% | 6/1/41 | 1,690 | 1,190 | ||
Charter Communications Operating LLC | 3.500% | 3/1/42 | 2,925 | 2,036 | ||
Charter Communications Operating LLC | 6.484% | 10/23/45 | 7,667 | 7,465 | ||
Charter Communications Operating LLC | 5.375% | 5/1/47 | 5,264 | 4,506 | ||
Charter Communications Operating LLC | 5.750% | 4/1/48 | 5,960 | 5,360 | ||
Charter Communications Operating LLC | 5.125% | 7/1/49 | 2,867 | 2,393 | ||
Charter Communications Operating LLC | 4.800% | 3/1/50 | 6,702 | 5,310 | ||
Charter Communications Operating LLC | 3.700% | 4/1/51 | 3,813 | 2,590 | ||
Charter Communications Operating LLC | 3.900% | 6/1/52 | 4,496 | 3,139 | ||
Charter Communications Operating LLC | 5.250% | 4/1/53 | 2,050 | 1,748 | ||
Charter Communications Operating LLC | 6.834% | 10/23/55 | 628 | 635 | ||
Charter Communications Operating LLC | 3.850% | 4/1/61 | 3,950 | 2,595 | ||
Charter Communications Operating LLC | 4.400% | 12/1/61 | 3,075 | 2,224 | ||
Charter Communications Operating LLC | 3.950% | 6/30/62 | 1,735 | 1,156 | ||
Charter Communications Operating LLC | 5.500% | 4/1/63 | 2,000 | 1,706 | ||
Comcast Corp. | 4.250% | 1/15/33 | 3,369 | 3,310 | ||
Comcast Corp. | 7.050% | 3/15/33 | 1,059 | 1,272 | ||
Comcast Corp. | 4.200% | 8/15/34 | 1,675 | 1,613 | ||
Comcast Corp. | 5.650% | 6/15/35 | 1,305 | 1,421 | ||
Comcast Corp. | 4.400% | 8/15/35 | 1,630 | 1,581 | ||
Comcast Corp. | 6.500% | 11/15/35 | 697 | 813 | ||
Comcast Corp. | 3.200% | 7/15/36 | 1,416 | 1,201 | ||
Comcast Corp. | 6.450% | 3/15/37 | 1,742 | 2,057 | ||
Comcast Corp. | 3.900% | 3/1/38 | 1,725 | 1,564 | ||
Comcast Corp. | 4.600% | 10/15/38 | 1,757 | 1,702 | ||
Comcast Corp. | 3.250% | 11/1/39 | 4,175 | 3,432 | ||
Comcast Corp. | 3.750% | 4/1/40 | 3,363 | 2,950 | ||
Comcast Corp. | 4.650% | 7/15/42 | 1,605 | 1,552 | ||
Comcast Corp. | 4.600% | 8/15/45 | 1,735 | 1,648 | ||
Comcast Corp. | 3.400% | 7/15/46 | 1,819 | 1,451 | ||
Comcast Corp. | 4.000% | 8/15/47 | 1,505 | 1,306 | ||
Comcast Corp. | 3.969% | 11/1/47 | 6,565 | 5,678 | ||
Comcast Corp. | 4.000% | 3/1/48 | 2,834 | 2,471 | ||
Comcast Corp. | 4.700% | 10/15/48 | 2,810 | 2,725 | ||
Comcast Corp. | 3.999% | 11/1/49 | 5,392 | 4,709 | ||
Comcast Corp. | 3.450% | 2/1/50 | 2,935 | 2,337 | ||
Comcast Corp. | 2.800% | 1/15/51 | 3,485 | 2,463 | ||
Comcast Corp. | 2.887% | 11/1/51 | 10,310 | 7,373 | ||
Comcast Corp. | 2.450% | 8/15/52 | 2,130 | 1,412 | ||
Comcast Corp. | 4.049% | 11/1/52 | 2,083 | 1,825 | ||
Comcast Corp. | 2.937% | 11/1/56 | 11,723 | 8,135 | ||
Comcast Corp. | 4.950% | 10/15/58 | 2,573 | 2,565 | ||
Comcast Corp. | 2.650% | 8/15/62 | 1,314 | 846 | ||
Comcast Corp. | 2.987% | 11/1/63 | 8,197 | 5,600 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Discovery Communications LLC | 5.000% | 9/20/37 | 1,295 | 1,165 | ||
Discovery Communications LLC | 6.350% | 6/1/40 | 1,140 | 1,126 | ||
Discovery Communications LLC | 4.875% | 4/1/43 | 1,016 | 841 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 2,597 | 2,226 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 1,954 | 1,684 | ||
Discovery Communications LLC | 4.650% | 5/15/50 | 1,675 | 1,317 | ||
Discovery Communications LLC | 4.000% | 9/15/55 | 3,549 | 2,479 | ||
Electronic Arts Inc. | 2.950% | 2/15/51 | 880 | 644 | ||
Fox Corp. | 5.476% | 1/25/39 | 2,385 | 2,316 | ||
Fox Corp. | 5.576% | 1/25/49 | 3,071 | 2,993 | ||
Grupo Televisa SAB | 6.625% | 1/15/40 | 1,270 | 1,371 | ||
Grupo Televisa SAB | 5.000% | 5/13/45 | 2,230 | 2,073 | ||
Grupo Televisa SAB | 6.125% | 1/31/46 | 1,600 | 1,764 | ||
Grupo Televisa SAB | 5.250% | 5/24/49 | 1,375 | 1,360 | ||
Interpublic Group of Cos. Inc. | 3.375% | 3/1/41 | 700 | 523 | ||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 1,511 | 1,475 | ||
5 | Magallanes Inc. | 5.050% | 3/15/42 | 9,030 | 7,679 | |
5 | Magallanes Inc. | 5.141% | 3/15/52 | 13,900 | 11,670 | |
5 | Magallanes Inc. | 5.391% | 3/15/62 | 6,000 | 5,032 | |
NBCUniversal Media LLC | 6.400% | 4/30/40 | 100 | 118 | ||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 1,625 | 1,508 | ||
Orange SA | 5.375% | 1/13/42 | 1,150 | 1,187 | ||
Orange SA | 5.500% | 2/6/44 | 1,556 | 1,637 | ||
Paramount Global | 5.500% | 5/15/33 | 875 | 849 | ||
Paramount Global | 6.875% | 4/30/36 | 2,655 | 2,759 | ||
Paramount Global | 5.900% | 10/15/40 | 913 | 857 | ||
Paramount Global | 4.850% | 7/1/42 | 1,811 | 1,507 | ||
Paramount Global | 4.375% | 3/15/43 | 3,520 | 2,727 | ||
Paramount Global | 5.850% | 9/1/43 | 1,494 | 1,395 | ||
Paramount Global | 5.250% | 4/1/44 | 779 | 667 | ||
Paramount Global | 4.900% | 8/15/44 | 1,036 | 839 | ||
Paramount Global | 4.600% | 1/15/45 | 1,059 | 833 | ||
Paramount Global | 4.950% | 5/19/50 | 2,192 | 1,841 | ||
Rogers Communications Inc. | 7.500% | 8/15/38 | 1,100 | 1,326 | ||
5 | Rogers Communications Inc. | 4.500% | 3/15/42 | 3,000 | 2,670 | |
Rogers Communications Inc. | 4.500% | 3/15/43 | 1,755 | 1,508 | ||
Rogers Communications Inc. | 5.450% | 10/1/43 | 315 | 311 | ||
Rogers Communications Inc. | 5.000% | 3/15/44 | 874 | 812 | ||
Rogers Communications Inc. | 4.300% | 2/15/48 | 775 | 649 | ||
Rogers Communications Inc. | 4.350% | 5/1/49 | 1,662 | 1,412 | ||
Rogers Communications Inc. | 3.700% | 11/15/49 | 1,275 | 971 | ||
5 | Rogers Communications Inc. | 4.550% | 3/15/52 | 4,970 | 4,383 | |
Telefonica Emisiones SA | 7.045% | 6/20/36 | 4,015 | 4,533 | ||
Telefonica Emisiones SA | 4.665% | 3/6/38 | 1,786 | 1,590 | ||
Telefonica Emisiones SA | 5.213% | 3/8/47 | 1,922 | 1,714 | ||
Telefonica Emisiones SA | 4.895% | 3/6/48 | 2,756 | 2,357 | ||
Telefonica Emisiones SA | 5.520% | 3/1/49 | 3,575 | 3,322 | ||
TELUS Corp. | 4.600% | 11/16/48 | 1,030 | 960 | ||
TELUS Corp. | 4.300% | 6/15/49 | 1,546 | 1,384 | ||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 724 | 747 | ||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 1,405 | 1,473 | ||
Thomson Reuters Corp. | 5.650% | 11/23/43 | 600 | 606 | ||
Time Warner Cable LLC | 6.550% | 5/1/37 | ��2,020 | 2,023 | ||
Time Warner Cable LLC | 7.300% | 7/1/38 | 2,818 | 2,952 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 3,391 | 3,396 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 1,362 | 1,249 | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 3,027 | 2,663 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 3,235 | 2,537 | ||
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 2,413 | 2,783 | ||
T-Mobile USA Inc. | 4.375% | 4/15/40 | 6,805 | 6,093 | ||
T-Mobile USA Inc. | 3.000% | 2/15/41 | 2,920 | 2,169 | ||
T-Mobile USA Inc. | 4.500% | 4/15/50 | 6,749 | 5,996 | ||
T-Mobile USA Inc. | 3.300% | 2/15/51 | 5,235 | 3,821 | ||
5 | T-Mobile USA Inc. | 3.400% | 10/15/52 | 5,540 | 4,086 | |
T-Mobile USA Inc. | 3.600% | 11/15/60 | 2,105 | 1,538 | ||
5 | T-Mobile USA Inc. | 3.600% | 11/15/60 | 905 | 660 | |
TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | 1,239 | 1,160 | ||
4 | TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | 1,499 | 1,367 | |
4 | TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | 1,252 | 1,066 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
4 | TWDC Enterprises 18 Corp. | 4.125% | 6/1/44 | 2,130 | 1,932 | |
4 | TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | 250 | 191 | |
Verizon Communications Inc. | 4.500% | 8/10/33 | 4,676 | 4,558 | ||
Verizon Communications Inc. | 6.400% | 9/15/33 | 670 | 757 | ||
Verizon Communications Inc. | 4.400% | 11/1/34 | 5,085 | 4,880 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 3,544 | 3,339 | ||
Verizon Communications Inc. | 5.250% | 3/16/37 | 4,103 | 4,240 | ||
Verizon Communications Inc. | 4.812% | 3/15/39 | 2,771 | 2,727 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 3,285 | 2,409 | ||
Verizon Communications Inc. | 3.400% | 3/22/41 | 12,150 | 9,888 | ||
Verizon Communications Inc. | 2.850% | 9/3/41 | 1,470 | 1,102 | ||
Verizon Communications Inc. | 4.750% | 11/1/41 | 1,055 | 1,011 | ||
Verizon Communications Inc. | 4.125% | 8/15/46 | 3,346 | 2,983 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 3,927 | 3,870 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 4,977 | 4,712 | ||
Verizon Communications Inc. | 4.000% | 3/22/50 | 3,750 | 3,238 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 6,160 | 4,372 | ||
Verizon Communications Inc. | 3.550% | 3/22/51 | 9,350 | 7,496 | ||
Verizon Communications Inc. | 3.875% | 3/1/52 | 965 | 815 | ||
Verizon Communications Inc. | 2.987% | 10/30/56 | 9,618 | 6,681 | ||
Verizon Communications Inc. | 3.000% | 11/20/60 | 4,180 | 2,846 | ||
Verizon Communications Inc. | 3.700% | 3/22/61 | 5,955 | 4,676 | ||
Vodafone Group plc | 6.250% | 11/30/32 | 620 | 677 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 3,593 | 3,878 | ||
Vodafone Group plc | 5.000% | 5/30/38 | 2,177 | 2,084 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 2,566 | 2,229 | ||
Vodafone Group plc | 5.250% | 5/30/48 | 5,979 | 5,685 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 3,731 | 3,431 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 3,235 | 2,703 | ||
Vodafone Group plc | 5.125% | 6/19/59 | 950 | 878 | ||
Walt Disney Co. | 6.550% | 3/15/33 | 1,296 | 1,498 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 1,981 | 2,258 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 1,996 | 2,321 | ||
Walt Disney Co. | 6.150% | 3/1/37 | 533 | 603 | ||
Walt Disney Co. | 6.650% | 11/15/37 | 1,710 | 2,037 | ||
Walt Disney Co. | 4.625% | 3/23/40 | 1,250 | 1,224 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 2,530 | 2,160 | ||
Walt Disney Co. | 6.150% | 2/15/41 | 880 | 1,008 | ||
Walt Disney Co. | 5.400% | 10/1/43 | 1,292 | 1,363 | ||
Walt Disney Co. | 4.750% | 9/15/44 | 2,104 | 2,052 | ||
Walt Disney Co. | 4.750% | 11/15/46 | 877 | 859 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 4,520 | 3,237 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 3,030 | 3,000 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 5,675 | 4,738 | ||
Walt Disney Co. | 3.800% | 5/13/60 | 2,565 | 2,143 | ||
517,980 | ||||||
Consumer Discretionary (2.9%) | ||||||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 480 | 449 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 1,225 | 1,059 | ||
Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | 2,925 | 2,023 | ||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 4,350 | 3,602 | ||
Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | 3,700 | 2,532 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 1,595 | 1,309 | ||
Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | 1,205 | 803 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 3,970 | 4,164 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 7,636 | 7,215 | ||
Amazon.com Inc. | 2.875% | 5/12/41 | 3,270 | 2,622 | ||
Amazon.com Inc. | 4.950% | 12/5/44 | 2,075 | 2,184 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 5,735 | 5,378 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 5,595 | 3,962 | ||
Amazon.com Inc. | 3.100% | 5/12/51 | 6,325 | 4,989 | ||
Amazon.com Inc. | 3.950% | 4/13/52 | 3,390 | 3,122 | ||
Amazon.com Inc. | 4.250% | 8/22/57 | 3,510 | 3,296 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 3,411 | 2,308 | ||
Amazon.com Inc. | 3.250% | 5/12/61 | 3,075 | 2,345 | ||
Amazon.com Inc. | 4.100% | 4/13/62 | 3,080 | 2,787 | ||
4 | American University | 3.672% | 4/1/49 | 1,340 | 1,145 | |
Aptiv plc | 4.400% | 10/1/46 | 275 | 217 | ||
Aptiv plc | 5.400% | 3/15/49 | 1,150 | 1,053 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Aptiv plc | 3.100% | 12/1/51 | 2,740 | 1,768 | ||
Aptiv plc | 4.150% | 5/1/52 | 2,000 | 1,532 | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 1,100 | 891 | ||
4 | Brown University in Providence in the State of Rhode Island & Providence Plant | 2.924% | 9/1/50 | 961 | 766 | |
Brunswick Corp. | 4.400% | 9/15/32 | 850 | 735 | ||
Brunswick Corp. | 5.100% | 4/1/52 | 750 | 557 | ||
4 | California Endowment | 2.498% | 4/1/51 | 475 | 339 | |
California Institute of Technology | 4.321% | 8/1/45 | 925 | 920 | ||
California Institute of Technology | 4.700% | 11/1/11 | 430 | 412 | ||
California Institute of Technology | 3.650% | 9/1/19 | 1,190 | 887 | ||
4 | Case Western Reserve University | 5.405% | 6/1/22 | 500 | 511 | |
Claremont Mckenna College | 3.775% | 1/1/22 | 650 | 465 | ||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 790 | 760 | ||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 700 | 579 | ||
Dick's Sporting Goods Inc. | 4.100% | 1/15/52 | 1,450 | 963 | ||
4 | Duke University | 2.682% | 10/1/44 | 865 | 665 | |
4 | Duke University | 2.757% | 10/1/50 | 650 | 482 | |
4 | Duke University | 2.832% | 10/1/55 | 1,275 | 971 | |
eBay Inc. | 4.000% | 7/15/42 | 1,480 | 1,259 | ||
eBay Inc. | 3.650% | 5/10/51 | 2,265 | 1,747 | ||
4 | Emory University | 2.969% | 9/1/50 | 585 | 464 | |
4 | Ford Foundation | 2.415% | 6/1/50 | 956 | 664 | |
4 | Ford Foundation | 2.815% | 6/1/70 | 1,430 | 973 | |
Fortune Brands Home & Security Inc. | 4.500% | 3/25/52 | 1,025 | 793 | ||
General Motors Co. | 5.000% | 4/1/35 | 818 | 733 | ||
General Motors Co. | 6.600% | 4/1/36 | 2,931 | 2,971 | ||
General Motors Co. | 5.150% | 4/1/38 | 1,700 | 1,489 | ||
General Motors Co. | 6.250% | 10/2/43 | 3,297 | 3,144 | ||
General Motors Co. | 5.200% | 4/1/45 | 2,443 | 2,058 | ||
General Motors Co. | 6.750% | 4/1/46 | 1,805 | 1,821 | ||
General Motors Co. | 5.400% | 4/1/48 | 1,317 | 1,153 | ||
General Motors Co. | 5.950% | 4/1/49 | 1,300 | 1,209 | ||
4 | George Washington University | 4.300% | 9/15/44 | 865 | 806 | |
George Washington University | 4.868% | 9/15/45 | 300 | 303 | ||
4 | George Washington University | 4.126% | 9/15/48 | 1,589 | 1,458 | |
4 | Georgetown University | 4.315% | 4/1/49 | 750 | 684 | |
4 | Georgetown University | 2.943% | 4/1/50 | 715 | 504 | |
4 | Georgetown University | 5.215% | 10/1/18 | 570 | 541 | |
Harley-Davidson Inc. | 4.625% | 7/28/45 | 755 | 580 | ||
Hasbro Inc. | 6.350% | 3/15/40 | 419 | 430 | ||
Hasbro Inc. | 5.100% | 5/15/44 | 1,027 | 922 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 5,824 | 6,690 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 1,873 | 1,590 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 1,835 | 2,094 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 2,316 | 2,166 | ||
Home Depot Inc. | 4.875% | 2/15/44 | 2,238 | 2,274 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 1,147 | 1,097 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 4,054 | 3,818 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 2,905 | 2,600 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 2,740 | 2,673 | ||
Home Depot Inc. | 3.125% | 12/15/49 | 2,275 | 1,774 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 4,563 | 3,697 | ||
Home Depot Inc. | 2.375% | 3/15/51 | 2,775 | 1,875 | ||
Home Depot Inc. | 2.750% | 9/15/51 | 2,040 | 1,484 | ||
Home Depot Inc. | 3.625% | 4/15/52 | 2,075 | 1,778 | ||
Home Depot Inc. | 3.500% | 9/15/56 | 1,158 | 945 | ||
JD.com Inc. | 4.125% | 1/14/50 | 640 | 496 | ||
4 | Johns Hopkins University | 4.083% | 7/1/53 | 831 | 794 | |
4 | Johns Hopkins University | 2.813% | 1/1/60 | 575 | 414 | |
Kohl's Corp. | 5.550% | 7/17/45 | 735 | 635 | ||
Lear Corp. | 5.250% | 5/15/49 | 650 | 564 | ||
Lear Corp. | 3.550% | 1/15/52 | 925 | 609 | ||
Leggett & Platt Inc. | 3.500% | 11/15/51 | 1,300 | 985 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 1,980 | 1,836 | ||
Leland Stanford Junior University | 2.413% | 6/1/50 | 675 | 485 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/40 | 1,340 | 1,304 | ||
Lowe's Cos. Inc. | 2.800% | 9/15/41 | 760 | 551 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 448 | 375 | ||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 2,114 | 1,698 | ||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 3,540 | 2,965 | ||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 1,300 | 1,183 | ||
Lowe's Cos. Inc. | 5.125% | 4/15/50 | 965 | 946 | ||
Lowe's Cos. Inc. | 3.000% | 10/15/50 | 3,225 | 2,249 | ||
Lowe's Cos. Inc. | 4.250% | 4/1/52 | 5,288 | 4,577 | ||
Lowe's Cos. Inc. | 4.450% | 4/1/62 | 2,860 | 2,444 | ||
4 | Marriott International Inc. | 3.500% | 10/15/32 | 2,680 | 2,310 | |
4 | Marriott International Inc. | 2.750% | 10/15/33 | 100 | 79 | |
Masco Corp. | 4.500% | 5/15/47 | 629 | 536 | ||
Masco Corp. | 3.125% | 2/15/51 | 520 | 354 | ||
4 | Massachusetts Institute of Technology | 3.959% | 7/1/38 | 710 | 695 | |
4 | Massachusetts Institute of Technology | 2.989% | 7/1/50 | 1,509 | 1,228 | |
Massachusetts Institute of Technology | 3.067% | 4/1/52 | 1,000 | 817 | ||
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 1,610 | 1,906 | ||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 985 | 981 | ||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 916 | 768 | ||
4 | McDonald's Corp. | 4.700% | 12/9/35 | 2,800 | 2,789 | |
4 | McDonald's Corp. | 6.300% | 10/15/37 | 794 | 908 | |
4 | McDonald's Corp. | 6.300% | 3/1/38 | 1,881 | 2,147 | |
4 | McDonald's Corp. | 5.700% | 2/1/39 | 1,992 | 2,156 | |
4 | McDonald's Corp. | 4.875% | 7/15/40 | 1,250 | 1,219 | |
4 | McDonald's Corp. | 3.700% | 2/15/42 | 744 | 627 | |
4 | McDonald's Corp. | 3.625% | 5/1/43 | 975 | 807 | |
4 | McDonald's Corp. | 4.600% | 5/26/45 | 1,159 | 1,095 | |
4 | McDonald's Corp. | 4.875% | 12/9/45 | 1,366 | 1,340 | |
4 | McDonald's Corp. | 4.450% | 3/1/47 | 513 | 477 | |
4 | McDonald's Corp. | 4.450% | 9/1/48 | 1,065 | 989 | |
4 | McDonald's Corp. | 3.625% | 9/1/49 | 4,125 | 3,382 | |
4 | McDonald's Corp. | 4.200% | 4/1/50 | 2,200 | 1,977 | |
MDC Holdings Inc. | 6.000% | 1/15/43 | 1,438 | 1,182 | ||
MDC Holdings Inc. | 3.966% | 8/6/61 | 25 | 14 | ||
NIKE Inc. | 3.250% | 3/27/40 | 2,245 | 1,923 | ||
NIKE Inc. | 3.625% | 5/1/43 | 1,250 | 1,103 | ||
NIKE Inc. | 3.875% | 11/1/45 | 994 | 913 | ||
NIKE Inc. | 3.375% | 11/1/46 | 1,030 | 882 | ||
NIKE Inc. | 3.375% | 3/27/50 | 2,548 | 2,167 | ||
4 | Northwestern University | 4.643% | 12/1/44 | 1,285 | 1,319 | |
4 | Northwestern University | 2.640% | 12/1/50 | 500 | 363 | |
4 | Northwestern University | 3.662% | 12/1/57 | 607 | 526 | |
Owens Corning | 7.000% | 12/1/36 | 530 | 582 | ||
Owens Corning | 4.300% | 7/15/47 | 1,170 | 959 | ||
Owens Corning | 4.400% | 1/30/48 | 1,077 | 889 | ||
President & Fellows of Harvard College | 4.875% | 10/15/40 | 615 | 659 | ||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 391 | 333 | ||
President & Fellows of Harvard College | 2.517% | 10/15/50 | 880 | 643 | ||
President & Fellows of Harvard College | 3.745% | 11/15/52 | 1,000 | 942 | ||
President & Fellows of Harvard College | 3.300% | 7/15/56 | 1,120 | 952 | ||
PulteGroup Inc. | 6.375% | 5/15/33 | 575 | 591 | ||
PulteGroup Inc. | 6.000% | 2/15/35 | 500 | 490 | ||
4 | Rockefeller Foundation | 2.492% | 10/1/50 | 1,120 | 812 | |
Snap-on Inc. | 4.100% | 3/1/48 | 1,195 | 1,089 | ||
Snap-on Inc. | 3.100% | 5/1/50 | 1,000 | 782 | ||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 750 | 763 | ||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 1,923 | 1,914 | ||
Starbucks Corp. | 4.300% | 6/15/45 | 800 | 705 | ||
Starbucks Corp. | 3.750% | 12/1/47 | 1,258 | 1,026 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 830 | 756 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Starbucks Corp. | 4.450% | 8/15/49 | 2,035 | 1,832 | ||
Starbucks Corp. | 3.350% | 3/12/50 | 550 | 414 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 3,675 | 2,874 | ||
Thomas Jefferson University | 3.847% | 11/1/57 | 1,025 | 838 | ||
TJX Cos. Inc. | 4.500% | 4/15/50 | 237 | 237 | ||
4 | Trustees of Boston College | 3.129% | 7/1/52 | 675 | 512 | |
4 | Trustees of Boston University | 4.061% | 10/1/48 | 795 | 750 | |
Trustees of Princeton University | 5.700% | 3/1/39 | 835 | 978 | ||
4 | Trustees of Princeton University | 2.516% | 7/1/50 | 1,502 | 1,120 | |
Trustees of Princeton University | 4.201% | 3/1/52 | 600 | 612 | ||
4 | Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | 400 | 285 | |
Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | 650 | 633 | ||
Trustees of the University of Pennsylvania | 3.610% | 2/15/19 | 550 | 418 | ||
4 | University of Chicago | 2.547% | 4/1/50 | 1,233 | 896 | |
4 | University of Chicago | 4.003% | 10/1/53 | 1,170 | 1,122 | |
4 | University of Miami | 4.063% | 4/1/52 | 1,050 | 946 | |
4 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 899 | 799 | |
4 | University of Notre Dame du Lac | 3.394% | 2/15/48 | 690 | 609 | |
4 | University of Southern California | 3.028% | 10/1/39 | 1,345 | 1,137 | |
University of Southern California | 2.805% | 10/1/50 | 475 | 362 | ||
4 | University of Southern California | 2.945% | 10/1/51 | 810 | 631 | |
University of Southern California | 5.250% | 10/1/11 | 610 | 630 | ||
4 | University of Southern California | 3.226% | 10/1/20 | 841 | ���552 | |
4 | Washington University | 3.524% | 4/15/54 | 1,000 | 874 | |
Washington University | 4.349% | 4/15/22 | 1,000 | 857 | ||
Whirlpool Corp. | 4.500% | 6/1/46 | 1,000 | 846 | ||
Whirlpool Corp. | 4.600% | 5/15/50 | 940 | 808 | ||
4 | William Marsh Rice University | 3.574% | 5/15/45 | 689 | 606 | |
4 | William Marsh Rice University | 3.774% | 5/15/55 | 800 | 737 | |
4 | Yale University | 2.402% | 4/15/50 | 390 | 278 | |
240,197 | ||||||
Consumer Staples (3.7%) | ||||||
Altria Group Inc. | 5.800% | 2/14/39 | 950 | 867 | ||
Altria Group Inc. | 3.400% | 2/4/41 | 1,780 | 1,183 | ||
Altria Group Inc. | 4.250% | 8/9/42 | 2,177 | 1,600 | ||
Altria Group Inc. | 4.500% | 5/2/43 | 3,786 | 2,805 | ||
Altria Group Inc. | 5.375% | 1/31/44 | 5,237 | 4,512 | ||
Altria Group Inc. | 3.875% | 9/16/46 | 780 | 525 | ||
Altria Group Inc. | 5.950% | 2/14/49 | 3,940 | 3,458 | ||
Altria Group Inc. | 4.450% | 5/6/50 | 2,070 | 1,487 | ||
Altria Group Inc. | 3.700% | 2/4/51 | 4,090 | 2,630 | ||
Altria Group Inc. | 6.200% | 2/14/59 | 230 | 215 | ||
Altria Group Inc. | 4.000% | 2/4/61 | 1,665 | 1,099 | ||
4 | Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | 6,470 | 6,211 | |
4 | Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | 18,872 | 17,799 | |
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 5,342 | 5,123 | ||
Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 3,503 | 2,898 | ||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 3,575 | 3,229 | ||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 1,988 | 1,859 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.875% | 6/15/35 | 1,080 | 1,145 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 4,359 | 3,988 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 1,702 | 2,205 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 3,342 | 3,394 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.000% | 11/15/39 | 1,862 | 2,365 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | 1,429 | 1,280 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 2,763 | 2,633 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 3,158 | 2,573 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 6,320 | 5,691 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 4,151 | 3,651 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 3,884 | 3,969 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 1,209 | 1,086 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 4,240 | 3,824 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | 3,045 | 3,172 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | 1,654 | 1,450 | ||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 1,590 | 1,781 | ||
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 1,455 | 1,590 | ||
Archer-Daniels-Midland Co. | 4.535% | 3/26/42 | 170 | 165 | ||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 787 | 711 | ||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 490 | 489 | ||
Archer-Daniels-Midland Co. | 2.700% | 9/15/51 | 880 | 645 | ||
BAT Capital Corp. | 4.390% | 8/15/37 | 5,375 | 4,272 | ||
BAT Capital Corp. | 3.734% | 9/25/40 | 1,230 | 866 | ||
BAT Capital Corp. | 4.540% | 8/15/47 | 4,085 | 3,002 | ||
BAT Capital Corp. | 4.758% | 9/6/49 | 1,912 | 1,441 | ||
BAT Capital Corp. | 5.282% | 4/2/50 | 744 | 613 | ||
BAT Capital Corp. | 3.984% | 9/25/50 | 1,263 | 859 | ||
BAT Capital Corp. | 5.650% | 3/16/52 | 1,500 | 1,282 | ||
Brown-Forman Corp. | 4.500% | 7/15/45 | 1,890 | 1,741 | ||
Campbell Soup Co. | 4.800% | 3/15/48 | 857 | 799 | ||
Campbell Soup Co. | 3.125% | 4/24/50 | 1,448 | 1,029 | ||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 780 | 683 | ||
Church & Dwight Co. Inc. | 5.000% | 6/15/52 | 1,000 | 1,024 | ||
Coca-Cola Co. | 4.125% | 3/25/40 | 100 | 95 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 500 | 393 | ||
Coca-Cola Co. | 2.875% | 5/5/41 | 1,365 | 1,124 | ||
Coca-Cola Co. | 4.200% | 3/25/50 | 2,350 | 2,298 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 3,825 | 2,853 | ||
Coca-Cola Co. | 3.000% | 3/5/51 | 1,240 | 1,001 | ||
Coca-Cola Co. | 2.500% | 3/15/51 | 4,300 | 3,132 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 1,265 | 911 | ||
Coca-Cola Femsa SAB de CV | 1.850% | 9/1/32 | 625 | 487 | ||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 2,175 | 2,178 | ||
4 | Colgate-Palmolive Co. | 4.000% | 8/15/45 | 985 | 912 | |
4 | Colgate-Palmolive Co. | 3.700% | 8/1/47 | 915 | 827 | |
Conagra Brands Inc. | 5.300% | 11/1/38 | 1,165 | 1,100 | ||
Conagra Brands Inc. | 5.400% | 11/1/48 | 840 | 794 | ||
Constellation Brands Inc. | 4.500% | 5/9/47 | 1,300 | 1,155 | ||
Constellation Brands Inc. | 4.100% | 2/15/48 | 1,647 | 1,392 | ||
Constellation Brands Inc. | 5.250% | 11/15/48 | 807 | 796 | ||
Constellation Brands Inc. | 3.750% | 5/1/50 | 2,075 | 1,656 | ||
Diageo Capital plc | 5.875% | 9/30/36 | 1,470 | 1,647 | ||
Diageo Capital plc | 3.875% | 4/29/43 | 1,050 | 938 | ||
Diageo Investment Corp. | 7.450% | 4/15/35 | 875 | 1,114 | ||
Diageo Investment Corp. | 4.250% | 5/11/42 | 477 | 450 | ||
Dollar General Corp. | 4.125% | 4/3/50 | 575 | 483 | ||
Dollar Tree Inc. | 3.375% | 12/1/51 | 975 | 693 | ||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 1,000 | 1,147 | ||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 715 | 674 | ||
Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 715 | 665 | ||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 1,400 | 1,111 | ||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 1,925 | 1,735 | ||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 2,455 | 1,900 | ||
General Mills Inc. | 5.400% | 6/15/40 | 136 | 139 | ||
General Mills Inc. | 3.000% | 2/1/51 | 2,449 | 1,777 | ||
5 | GSK Consumer Healthcare Capital US LLC | 4.000% | 3/24/52 | 1,000 | 862 | |
Hershey Co. | 3.125% | 11/15/49 | 705 | 556 | ||
Hormel Foods Corp. | 3.050% | 6/3/51 | 1,370 | 1,047 | ||
Ingredion Inc. | 3.900% | 6/1/50 | 440 | 354 | ||
J M Smucker Co. | 4.250% | 3/15/35 | 1,862 | 1,715 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
J M Smucker Co. | 2.750% | 9/15/41 | 400 | 279 | ||
J M Smucker Co. | 3.550% | 3/15/50 | 590 | 442 | ||
Kellogg Co. | 4.500% | 4/1/46 | 659 | 605 | ||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 1,520 | 1,342 | ||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 900 | 798 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 1,833 | 1,453 | ||
Keurig Dr Pepper Inc. | 3.350% | 3/15/51 | 1,250 | 926 | ||
Keurig Dr Pepper Inc. | 4.500% | 4/15/52 | 2,300 | 2,026 | ||
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 1,450 | 1,763 | ||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 849 | 893 | ||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 763 | 612 | ||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 935 | 707 | ||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 824 | 863 | ||
Kraft Heinz Foods Co. | 5.000% | 7/15/35 | 2,300 | 2,225 | ||
Kraft Heinz Foods Co. | 6.875% | 1/26/39 | 935 | 1,028 | ||
Kraft Heinz Foods Co. | 6.500% | 2/9/40 | 2,300 | 2,458 | ||
Kraft Heinz Foods Co. | 5.200% | 7/15/45 | 5,300 | 4,915 | ||
Kraft Heinz Foods Co. | 4.375% | 6/1/46 | 6,000 | 4,998 | ||
Kraft Heinz Foods Co. | 4.875% | 10/1/49 | 4,300 | 3,803 | ||
Kraft Heinz Foods Co. | 5.500% | 6/1/50 | 2,680 | 2,574 | ||
Kroger Co. | 8.000% | 9/15/29 | 775 | 926 | ||
Kroger Co. | 6.900% | 4/15/38 | 1,225 | 1,425 | ||
Kroger Co. | 5.400% | 7/15/40 | 1,155 | 1,166 | ||
Kroger Co. | 5.000% | 4/15/42 | 883 | 853 | ||
Kroger Co. | 5.150% | 8/1/43 | 834 | 818 | ||
Kroger Co. | 3.875% | 10/15/46 | 1,425 | 1,183 | ||
Kroger Co. | 4.450% | 2/1/47 | 1,845 | 1,672 | ||
Kroger Co. | 4.650% | 1/15/48 | 1,111 | 1,033 | ||
Kroger Co. | 3.950% | 1/15/50 | 652 | 551 | ||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 670 | 606 | ||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 1,790 | 1,996 | ||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 1,294 | 1,255 | ||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 2,802 | 2,568 | ||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 2,656 | 2,175 | ||
Mondelez International Inc. | 1.875% | 10/15/32 | 1,255 | 977 | ||
Mondelez International Inc. | 2.625% | 9/4/50 | 2,587 | 1,754 | ||
PepsiCo Inc. | 3.500% | 3/19/40 | 500 | 446 | ||
PepsiCo Inc. | 2.625% | 10/21/41 | 970 | 762 | ||
PepsiCo Inc. | 4.000% | 3/5/42 | 1,633 | 1,529 | ||
PepsiCo Inc. | 3.600% | 8/13/42 | 1,260 | 1,118 | ||
PepsiCo Inc. | 4.250% | 10/22/44 | 968 | 921 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | 2,163 | 2,183 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 1,775 | 1,528 | ||
PepsiCo Inc. | 4.000% | 5/2/47 | 1,253 | 1,191 | ||
PepsiCo Inc. | 3.375% | 7/29/49 | 1,215 | 1,039 | ||
PepsiCo Inc. | 2.875% | 10/15/49 | 2,500 | 1,984 | ||
PepsiCo Inc. | 3.625% | 3/19/50 | 2,605 | 2,363 | ||
PepsiCo Inc. | 2.750% | 10/21/51 | 665 | 511 | ||
PepsiCo Inc. | 3.875% | 3/19/60 | 1,000 | 930 | ||
Philip Morris International Inc. | 6.375% | 5/16/38 | 2,583 | 2,711 | ||
Philip Morris International Inc. | 4.375% | 11/15/41 | 835 | 697 | ||
Philip Morris International Inc. | 4.500% | 3/20/42 | 2,060 | 1,757 | ||
Philip Morris International Inc. | 3.875% | 8/21/42 | 2,305 | 1,807 | ||
Philip Morris International Inc. | 4.125% | 3/4/43 | 2,495 | 2,010 | ||
Philip Morris International Inc. | 4.875% | 11/15/43 | 1,592 | 1,419 | ||
Philip Morris International Inc. | 4.250% | 11/10/44 | 289 | 236 | ||
Procter & Gamble Co. | 5.800% | 8/15/34 | 150 | 174 | ||
Procter & Gamble Co. | 5.550% | 3/5/37 | 1,269 | 1,464 | ||
Procter & Gamble Co. | 3.550% | 3/25/40 | 1,481 | 1,346 | ||
Procter & Gamble Co. | 3.500% | 10/25/47 | 888 | 789 | ||
Procter & Gamble Co. | 3.600% | 3/25/50 | 984 | 901 | ||
Reynolds American Inc. | 5.700% | 8/15/35 | 2,331 | 2,173 | ||
Reynolds American Inc. | 7.250% | 6/15/37 | 867 | 904 | ||
Reynolds American Inc. | 6.150% | 9/15/43 | 1,340 | 1,218 | ||
Reynolds American Inc. | 5.850% | 8/15/45 | 4,227 | 3,556 | ||
Sysco Corp. | 6.600% | 4/1/40 | 1,782 | 2,041 | ||
Sysco Corp. | 4.850% | 10/1/45 | 1,440 | 1,335 | ||
Sysco Corp. | 4.500% | 4/1/46 | 690 | 613 | ||
Sysco Corp. | 4.450% | 3/15/48 | 1,900 | 1,659 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sysco Corp. | 3.300% | 2/15/50 | 650 | 486 | ||
Sysco Corp. | 6.600% | 4/1/50 | 1,849 | 2,131 | ||
Sysco Corp. | 3.150% | 12/14/51 | 495 | 355 | ||
Target Corp. | 6.350% | 11/1/32 | 100 | 116 | ||
Target Corp. | 6.500% | 10/15/37 | 865 | 1,024 | ||
Target Corp. | 7.000% | 1/15/38 | 1,525 | 1,894 | ||
Target Corp. | 4.000% | 7/1/42 | 310 | 287 | ||
Target Corp. | 3.625% | 4/15/46 | 2,200 | 1,891 | ||
Target Corp. | 3.900% | 11/15/47 | 1,650 | 1,480 | ||
Target Corp. | 2.950% | 1/15/52 | 1,700 | 1,286 | ||
Tyson Foods Inc. | 4.875% | 8/15/34 | 1,895 | 1,910 | ||
Tyson Foods Inc. | 5.150% | 8/15/44 | 98 | 97 | ||
Tyson Foods Inc. | 4.550% | 6/2/47 | 440 | 402 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 2,210 | 2,226 | ||
Unilever Capital Corp. | 5.900% | 11/15/32 | 2,438 | 2,774 | ||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 2,866 | 2,521 | ||
Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | 1,375 | 1,085 | ||
Walmart Inc. | 5.250% | 9/1/35 | 2,755 | 3,065 | ||
Walmart Inc. | 6.200% | 4/15/38 | 2,888 | 3,521 | ||
Walmart Inc. | 3.950% | 6/28/38 | 2,307 | 2,232 | ||
Walmart Inc. | 5.625% | 4/1/40 | 382 | 439 | ||
Walmart Inc. | 5.000% | 10/25/40 | 1,719 | 1,836 | ||
Walmart Inc. | 5.625% | 4/15/41 | 1,140 | 1,326 | ||
Walmart Inc. | 2.500% | 9/22/41 | 615 | 476 | ||
Walmart Inc. | 4.000% | 4/11/43 | 976 | 921 | ||
Walmart Inc. | 3.625% | 12/15/47 | 942 | 836 | ||
Walmart Inc. | 4.050% | 6/29/48 | 2,583 | 2,512 | ||
Walmart Inc. | 2.950% | 9/24/49 | 975 | 786 | ||
Walmart Inc. | 2.650% | 9/22/51 | 2,770 | 2,087 | ||
308,014 | ||||||
Energy (4.4%) | ||||||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 2,413 | 2,363 | ||
Baker Hughes Holdings LLC | 4.080% | 12/15/47 | 2,026 | 1,712 | ||
Boardwalk Pipelines LP | 3.600% | 9/1/32 | 980 | 831 | ||
BP Capital Markets America Inc. | 3.060% | 6/17/41 | 2,280 | 1,776 | ||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 4,025 | 2,929 | ||
BP Capital Markets America Inc. | 2.772% | 11/10/50 | 3,699 | 2,573 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 4,745 | 3,391 | ||
BP Capital Markets America Inc. | 3.001% | 3/17/52 | 2,800 | 2,022 | ||
BP Capital Markets America Inc. | 3.379% | 2/8/61 | 3,965 | 2,938 | ||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 1,379 | 1,492 | ||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 1,259 | 1,279 | ||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 1,325 | 1,416 | ||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 560 | 593 | ||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 1,600 | 1,766 | ||
4 | Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 1,675 | 1,593 | |
Cenovus Energy Inc. | 5.250% | 6/15/37 | 1,305 | 1,272 | ||
Cenovus Energy Inc. | 6.800% | 9/15/37 | 1,000 | 1,101 | ||
Cenovus Energy Inc. | 6.750% | 11/15/39 | 2,495 | 2,657 | ||
Cenovus Energy Inc. | 5.400% | 6/15/47 | 2,025 | 1,951 | ||
Cenovus Energy Inc. | 3.750% | 2/15/52 | 645 | 491 | ||
Cheniere Corpus Christi Holdings LLC | 2.742% | 12/31/39 | 2,015 | 1,565 | ||
Chevron Corp. | 3.078% | 5/11/50 | 1,595 | 1,270 | ||
Chevron USA Inc. | 5.250% | 11/15/43 | 1,414 | 1,506 | ||
Chevron USA Inc. | 2.343% | 8/12/50 | 1,222 | 846 | ||
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 2,300 | 2,027 | ||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 1,100 | 807 | ||
CNOOC Petroleum North America ULC | 7.875% | 3/15/32 | 200 | 247 | ||
CNOOC Petroleum North America ULC | 5.875% | 3/10/35 | 1,550 | 1,632 | ||
CNOOC Petroleum North America ULC | 6.400% | 5/15/37 | 3,600 | 4,005 | ||
CNOOC Petroleum North America ULC | 7.500% | 7/30/39 | 400 | 488 | ||
ConocoPhillips | 5.900% | 10/15/32 | 1,059 | 1,164 | ||
ConocoPhillips | 5.900% | 5/15/38 | 2,622 | 2,900 | ||
ConocoPhillips | 6.500% | 2/1/39 | 1,185 | 1,392 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
ConocoPhillips | 4.875% | 10/1/47 | 720 | 711 | ||
5 | ConocoPhillips Co. | 3.758% | 3/15/42 | 1,366 | 1,195 | |
ConocoPhillips Co. | 4.300% | 11/15/44 | 3,277 | 3,012 | ||
ConocoPhillips Co. | 3.800% | 3/15/52 | 2,325 | 1,994 | ||
5 | ConocoPhillips Co. | 4.025% | 3/15/62 | 3,447 | 2,945 | |
Continental Resources Inc. | 4.900% | 6/1/44 | 812 | 639 | ||
Devon Energy Corp. | 5.600% | 7/15/41 | 1,891 | 1,876 | ||
Devon Energy Corp. | 4.750% | 5/15/42 | 1,427 | 1,290 | ||
Devon Energy Corp. | 5.000% | 6/15/45 | 1,625 | 1,509 | ||
Diamondback Energy Inc. | 4.400% | 3/24/51 | 705 | 603 | ||
Diamondback Energy Inc. | 4.250% | 3/15/52 | 1,600 | 1,328 | ||
5 | Eastern Gas Transmission & Storage Inc. | 4.800% | 11/1/43 | 925 | 864 | |
5 | Eastern Gas Transmission & Storage Inc. | 4.600% | 12/15/44 | 850 | 782 | |
4 | Enbridge Energy Partners LP | 7.500% | 4/15/38 | 1,166 | 1,372 | |
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 1,125 | 1,122 | ||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 2,000 | 2,393 | ||
Enbridge Inc. | 2.500% | 8/1/33 | 1,434 | 1,160 | ||
Enbridge Inc. | 4.500% | 6/10/44 | 525 | 459 | ||
Enbridge Inc. | 5.500% | 12/1/46 | 274 | 282 | ||
Enbridge Inc. | 4.000% | 11/15/49 | 1,075 | 901 | ||
Enbridge Inc. | 3.400% | 8/1/51 | 2,185 | 1,649 | ||
Energy Transfer LP | 4.900% | 3/15/35 | 1,187 | 1,069 | ||
Energy Transfer LP | 6.625% | 10/15/36 | 926 | 930 | ||
4 | Energy Transfer LP | 5.800% | 6/15/38 | 1,680 | 1,578 | |
Energy Transfer LP | 7.500% | 7/1/38 | 1,170 | 1,263 | ||
Energy Transfer LP | 6.050% | 6/1/41 | 1,650 | 1,603 | ||
Energy Transfer LP | 6.500% | 2/1/42 | 1,880 | 1,885 | ||
Energy Transfer LP | 6.100% | 2/15/42 | 337 | 322 | ||
Energy Transfer LP | 5.150% | 2/1/43 | 864 | 739 | ||
Energy Transfer LP | 5.950% | 10/1/43 | 1,100 | 1,035 | ||
Energy Transfer LP | 5.300% | 4/1/44 | 1,358 | 1,177 | ||
Energy Transfer LP | 5.000% | 5/15/44 | 955 | 800 | ||
Energy Transfer LP | 5.150% | 3/15/45 | 1,975 | 1,690 | ||
Energy Transfer LP | 5.350% | 5/15/45 | 1,750 | 1,531 | ||
Energy Transfer LP | 6.125% | 12/15/45 | 1,645 | 1,576 | ||
Energy Transfer LP | 5.300% | 4/15/47 | 1,775 | 1,537 | ||
Energy Transfer LP | 5.400% | 10/1/47 | 3,100 | 2,726 | ||
Energy Transfer LP | 6.000% | 6/15/48 | 1,932 | 1,816 | ||
Energy Transfer LP | 6.250% | 4/15/49 | 3,861 | 3,745 | ||
Energy Transfer LP | 5.000% | 5/15/50 | 3,170 | 2,697 | ||
4 | Enterprise Products Operating LLC | 6.875% | 3/1/33 | 1,000 | 1,147 | |
4 | Enterprise Products Operating LLC | 6.650% | 10/15/34 | 1,245 | 1,394 | |
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 835 | 992 | ||
Enterprise Products Operating LLC | 6.125% | 10/15/39 | 680 | 722 | ||
Enterprise Products Operating LLC | 5.700% | 2/15/42 | 2,275 | 2,296 | ||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 2,680 | 2,469 | ||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 1,258 | 1,098 | ||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 1,603 | 1,456 | ||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 2,240 | 2,107 | ||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 1,910 | 1,756 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 3,690 | 3,110 | ||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 2,865 | 2,600 | ||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 3,140 | 2,621 | ||
Enterprise Products Operating LLC | 3.700% | 1/31/51 | 1,760 | 1,375 | ||
Enterprise Products Operating LLC | 3.200% | 2/15/52 | 1,940 | 1,391 | ||
Enterprise Products Operating LLC | 3.300% | 2/15/53 | 795 | 580 | ||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 992 | 906 | ||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 2,555 | 2,013 | ||
EOG Resources Inc. | 3.900% | 4/1/35 | 937 | 871 | ||
EOG Resources Inc. | 4.950% | 4/15/50 | 1,205 | 1,246 | ||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 862 | 704 | ||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 5,317 | 5,021 | ||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 2,675 | 2,266 | ||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 3,027 | 2,766 | ||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 2,400 | 1,871 | ||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 6,470 | 6,109 | ||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 5,205 | 4,274 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Halliburton Co. | 4.850% | 11/15/35 | 2,841 | 2,724 | ||
Halliburton Co. | 6.700% | 9/15/38 | 1,711 | 1,880 | ||
Halliburton Co. | 4.500% | 11/15/41 | 1,800 | 1,573 | ||
Halliburton Co. | 4.750% | 8/1/43 | 3,335 | 2,966 | ||
Halliburton Co. | 5.000% | 11/15/45 | 3,228 | 2,961 | ||
Hess Corp. | 7.125% | 3/15/33 | 1,450 | 1,613 | ||
Hess Corp. | 6.000% | 1/15/40 | 1,276 | 1,308 | ||
Hess Corp. | 5.600% | 2/15/41 | 2,315 | 2,256 | ||
Hess Corp. | 5.800% | 4/1/47 | 825 | 826 | ||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 835 | 935 | ||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 1,562 | 1,582 | ||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 925 | 981 | ||
4 | Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 1,965 | 2,119 | |
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 706 | 724 | ||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 1,166 | 1,212 | ||
Kinder Morgan Energy Partners LP | 6.375% | 3/1/41 | 1,746 | 1,748 | ||
Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | 1,230 | 1,145 | ||
Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | 862 | 755 | ||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 775 | 657 | ||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 1,340 | 1,173 | ||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 2,786 | 2,606 | ||
Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | 900 | 825 | ||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 4,039 | 3,815 | ||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 1,543 | 1,379 | ||
Kinder Morgan Inc. | 5.200% | 3/1/48 | 1,470 | 1,343 | ||
Kinder Morgan Inc. | 3.250% | 8/1/50 | 964 | 670 | ||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 1,815 | 1,678 | ||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 1,150 | 970 | ||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 1,625 | 1,339 | ||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 1,028 | 811 | ||
Marathon Oil Corp. | 6.600% | 10/1/37 | 1,525 | 1,616 | ||
Marathon Oil Corp. | 5.200% | 6/1/45 | 1,175 | 1,077 | ||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 2,475 | 2,693 | ||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 1,802 | 1,590 | ||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 1,040 | 877 | ||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 1,525 | 1,354 | ||
MPLX LP | 4.500% | 4/15/38 | 3,037 | 2,662 | ||
MPLX LP | 5.200% | 3/1/47 | 1,594 | 1,442 | ||
5 | MPLX LP | 5.200% | 12/1/47 | 600 | 539 | |
MPLX LP | 5.200% | 12/1/47 | 742 | 666 | ||
MPLX LP | 4.700% | 4/15/48 | 3,085 | 2,592 | ||
MPLX LP | 5.500% | 2/15/49 | 2,619 | 2,433 | ||
MPLX LP | 4.900% | 4/15/58 | 1,150 | 954 | ||
NOV Inc. | 3.950% | 12/1/42 | 1,225 | 898 | ||
ONEOK Inc. | 6.000% | 6/15/35 | 660 | 647 | ||
ONEOK Inc. | 4.950% | 7/13/47 | 1,780 | 1,510 | ||
ONEOK Inc. | 5.200% | 7/15/48 | 405 | 359 | ||
ONEOK Inc. | 4.450% | 9/1/49 | 1,255 | 1,006 | ||
ONEOK Inc. | 4.500% | 3/15/50 | 1,050 | 836 | ||
ONEOK Inc. | 7.150% | 1/15/51 | 884 | 938 | ||
ONEOK Partners LP | 6.650% | 10/1/36 | 895 | 910 | ||
ONEOK Partners LP | 6.850% | 10/15/37 | 1,770 | 1,812 | ||
ONEOK Partners LP | 6.125% | 2/1/41 | 1,520 | 1,451 | ||
ONEOK Partners LP | 6.200% | 9/15/43 | 676 | 634 | ||
Ovintiv Inc. | 6.500% | 8/15/34 | 1,150 | 1,196 | ||
Ovintiv Inc. | 6.625% | 8/15/37 | 1,478 | 1,545 | ||
Ovintiv Inc. | 6.500% | 2/1/38 | 675 | 700 | ||
Phillips 66 | 4.650% | 11/15/34 | 2,658 | 2,579 | ||
Phillips 66 | 5.875% | 5/1/42 | 3,775 | 4,087 | ||
Phillips 66 | 4.875% | 11/15/44 | 380 | 368 | ||
Phillips 66 | 3.300% | 3/15/52 | 2,165 | 1,615 | ||
5 | Phillips 66 Co. | 4.680% | 2/15/45 | 840 | 773 | |
5 | Phillips 66 Co. | 4.900% | 10/1/46 | 1,550 | 1,472 | |
Plains All American Pipeline LP | 6.650% | 1/15/37 | 1,668 | 1,663 | ||
Plains All American Pipeline LP | 5.150% | 6/1/42 | 1,075 | 895 | ||
Plains All American Pipeline LP | 4.300% | 1/31/43 | 775 | 582 | ||
Plains All American Pipeline LP | 4.700% | 6/15/44 | 1,275 | 1,010 | ||
Plains All American Pipeline LP | 4.900% | 2/15/45 | 1,120 | 903 | ||
Shell International Finance BV | 4.125% | 5/11/35 | 1,515 | 1,445 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Shell International Finance BV | 6.375% | 12/15/38 | 3,219 | 3,748 | ||
Shell International Finance BV | 5.500% | 3/25/40 | 3,390 | 3,641 | ||
Shell International Finance BV | 2.875% | 11/26/41 | 1,100 | 851 | ||
Shell International Finance BV | 3.625% | 8/21/42 | 1,507 | 1,279 | ||
Shell International Finance BV | 4.550% | 8/12/43 | 3,544 | 3,366 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 5,885 | 5,478 | ||
Shell International Finance BV | 4.000% | 5/10/46 | 2,712 | 2,401 | ||
Shell International Finance BV | 3.750% | 9/12/46 | 2,744 | 2,332 | ||
Shell International Finance BV | 3.125% | 11/7/49 | 3,006 | 2,316 | ||
Shell International Finance BV | 3.250% | 4/6/50 | 4,251 | 3,357 | ||
Shell International Finance BV | 3.000% | 11/26/51 | 2,280 | 1,701 | ||
Spectra Energy Partners LP | 5.950% | 9/25/43 | 1,137 | 1,179 | ||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 1,835 | 1,595 | ||
Suncor Energy Inc. | 5.350% | 7/15/33 | 600 | 596 | ||
Suncor Energy Inc. | 5.950% | 12/1/34 | 1,588 | 1,665 | ||
Suncor Energy Inc. | 5.950% | 5/15/35 | 945 | 985 | ||
Suncor Energy Inc. | 6.800% | 5/15/38 | 950 | 1,066 | ||
Suncor Energy Inc. | 6.500% | 6/15/38 | 2,429 | 2,669 | ||
Suncor Energy Inc. | 6.850% | 6/1/39 | 1,464 | 1,664 | ||
Suncor Energy Inc. | 4.000% | 11/15/47 | 2,040 | 1,740 | ||
Suncor Energy Inc. | 3.750% | 3/4/51 | 1,185 | 961 | ||
Targa Resources Corp. | 4.200% | 2/1/33 | 1,500 | 1,359 | ||
Targa Resources Corp. | 4.950% | 4/15/52 | 1,500 | 1,289 | ||
Tennessee Gas Pipeline Co. LLC | 7.625% | 4/1/37 | 1,085 | 1,229 | ||
Texas Eastern Transmission LP | 7.000% | 7/15/32 | 1,000 | 1,131 | ||
TotalEnergies Capital International SA | 2.986% | 6/29/41 | 1,235 | 976 | ||
TotalEnergies Capital International SA | 3.461% | 7/12/49 | 1,515 | 1,222 | ||
TotalEnergies Capital International SA | 3.127% | 5/29/50 | 4,930 | 3,774 | ||
TotalEnergies Capital International SA | 3.386% | 6/29/60 | 2,150 | 1,648 | ||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 2,027 | 1,946 | ||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 525 | 538 | ||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 925 | 967 | ||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 1,783 | 1,939 | ||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 1,512 | 1,437 | ||
TransCanada PipeLines Ltd. | 7.250% | 8/15/38 | 1,347 | 1,596 | ||
TransCanada PipeLines Ltd. | 7.625% | 1/15/39 | 1,240 | 1,533 | ||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 2,135 | 2,306 | ||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 1,419 | 1,351 | ||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 2,575 | 2,468 | ||
TransCanada PipeLines Ltd. | 5.100% | 3/15/49 | 2,125 | 2,106 | ||
Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | 975 | 968 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | 1,345 | 1,208 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 750 | 623 | ||
Valero Energy Corp. | 6.625% | 6/15/37 | 2,925 | 3,177 | ||
Valero Energy Corp. | 4.900% | 3/15/45 | 1,850 | 1,690 | ||
Valero Energy Corp. | 3.650% | 12/1/51 | 1,355 | 1,015 | ||
Valero Energy Corp. | 4.000% | 6/1/52 | 1,050 | 836 | ||
Williams Cos. Inc. | 6.300% | 4/15/40 | 2,950 | 3,132 | ||
Williams Cos. Inc. | 5.800% | 11/15/43 | 1,100 | 1,096 | ||
Williams Cos. Inc. | 5.400% | 3/4/44 | 1,330 | 1,268 | ||
Williams Cos. Inc. | 5.750% | 6/24/44 | 1,460 | 1,465 | ||
Williams Cos. Inc. | 5.100% | 9/15/45 | 2,475 | 2,306 | ||
Williams Cos. Inc. | 4.850% | 3/1/48 | 1,435 | 1,300 | ||
Williams Cos. Inc. | 3.500% | 10/15/51 | 1,350 | 1,007 | ||
364,360 | ||||||
Financials (7.2%) | ||||||
AerCap Ireland Capital DAC | 3.400% | 10/29/33 | 3,004 | 2,370 | ||
AerCap Ireland Capital DAC | 3.850% | 10/29/41 | 3,080 | 2,215 | ||
Aflac Inc. | 4.000% | 10/15/46 | 1,689 | 1,454 | ||
Aflac Inc. | 4.750% | 1/15/49 | 742 | 714 | ||
Alleghany Corp. | 4.900% | 9/15/44 | 975 | 927 | ||
Alleghany Corp. | 3.250% | 8/15/51 | 1,000 | 736 | ||
Allstate Corp. | 5.550% | 5/9/35 | 655 | 709 | ||
Allstate Corp. | 5.950% | 4/1/36 | 625 | 693 | ||
Allstate Corp. | 4.200% | 12/15/46 | 1,199 | 1,091 | ||
Allstate Corp. | 3.850% | 8/10/49 | 1,405 | 1,204 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
4 | Allstate Corp. | 6.500% | 5/15/57 | 1,160 | 1,184 | |
American Express Co. | 4.050% | 12/3/42 | 2,037 | 1,858 | ||
American Financial Group Inc. | 4.500% | 6/15/47 | 1,170 | 981 | ||
American International Group Inc. | 3.875% | 1/15/35 | 1,216 | 1,099 | ||
American International Group Inc. | 6.250% | 5/1/36 | 1,230 | 1,384 | ||
American International Group Inc. | 4.500% | 7/16/44 | 2,105 | 1,887 | ||
American International Group Inc. | 4.800% | 7/10/45 | 1,071 | 996 | ||
American International Group Inc. | 4.750% | 4/1/48 | 3,110 | 2,911 | ||
American International Group Inc. | 4.375% | 6/30/50 | 1,180 | 1,044 | ||
American International Group Inc. | 4.375% | 1/15/55 | 1,740 | 1,512 | ||
Aon Corp. | 6.250% | 9/30/40 | 670 | 743 | ||
Aon Corp. | 2.900% | 8/23/51 | 1,000 | 697 | ||
Aon Corp. | 3.900% | 2/28/52 | 1,045 | 859 | ||
Aon Global Ltd. | 4.600% | 6/14/44 | 457 | 410 | ||
Aon Global Ltd. | 4.750% | 5/15/45 | 1,929 | 1,796 | ||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 1,025 | 963 | ||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 845 | 1,014 | ||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 1,800 | 1,395 | ||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 1,265 | 1,227 | ||
Arthur J Gallagher & Co. | 3.500% | 5/20/51 | 2,025 | 1,547 | ||
Arthur J Gallagher & Co. | 3.050% | 3/9/52 | 400 | 277 | ||
Athene Holding Ltd. | 3.950% | 5/25/51 | 1,910 | 1,408 | ||
Athene Holding Ltd. | 3.450% | 5/15/52 | 875 | 602 | ||
Bank of America Corp. | 6.110% | 1/29/37 | 4,561 | 4,942 | ||
4 | Bank of America Corp. | 4.244% | 4/24/38 | 5,225 | 4,809 | |
Bank of America Corp. | 7.750% | 5/14/38 | 2,468 | 3,049 | ||
4 | Bank of America Corp. | 4.078% | 4/23/40 | 4,265 | 3,749 | |
4 | Bank of America Corp. | 2.676% | 6/19/41 | 8,578 | 6,191 | |
4 | Bank of America Corp. | 5.875% | 2/7/42 | 3,625 | 3,913 | |
Bank of America Corp. | 3.311% | 4/22/42 | 8,335 | 6,546 | ||
4 | Bank of America Corp. | 5.000% | 1/21/44 | 4,236 | 4,136 | |
4 | Bank of America Corp. | 4.875% | 4/1/44 | 1,968 | 1,893 | |
4 | Bank of America Corp. | 4.750% | 4/21/45 | 1,180 | 1,067 | |
4 | Bank of America Corp. | 4.443% | 1/20/48 | 1,434 | 1,307 | |
4 | Bank of America Corp. | 3.946% | 1/23/49 | 4,242 | 3,621 | |
4 | Bank of America Corp. | 4.330% | 3/15/50 | 6,325 | 5,686 | |
4 | Bank of America Corp. | 4.083% | 3/20/51 | 9,660 | 8,317 | |
4 | Bank of America Corp. | 2.831% | 10/24/51 | 2,091 | 1,448 | |
Bank of America Corp. | 2.972% | 7/21/52 | 4,180 | 2,980 | ||
4 | Bank of America NA | 6.000% | 10/15/36 | 1,521 | 1,669 | |
Barclays plc | 3.811% | 3/10/42 | 1,875 | 1,424 | ||
Barclays plc | 3.330% | 11/24/42 | 2,170 | 1,619 | ||
Barclays plc | 5.250% | 8/17/45 | 2,891 | 2,794 | ||
Barclays plc | 4.950% | 1/10/47 | 2,570 | 2,436 | ||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 988 | 1,094 | ||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 1,515 | 1,434 | ||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 1,278 | 1,196 | ||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 5,528 | 5,075 | ||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 3,290 | 3,042 | ||
Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | 3,432 | 2,476 | ||
Berkshire Hathaway Finance Corp. | 3.850% | 3/15/52 | 6,370 | 5,452 | ||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 1,603 | 1,531 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 1,568 | 1,249 | ||
Brighthouse Financial Inc. | 3.850% | 12/22/51 | 1,250 | 850 | ||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 900 | 790 | ||
Brookfield Finance Inc. | 3.500% | 3/30/51 | 2,275 | 1,652 | ||
Brookfield Finance Inc. | 3.625% | 2/15/52 | 1,075 | 785 | ||
Brookfield Finance LLC | 3.450% | 4/15/50 | 1,175 | 835 | ||
Brown & Brown Inc. | 4.950% | 3/17/52 | 915 | 803 | ||
Chubb Corp. | 6.000% | 5/11/37 | 1,598 | 1,845 | ||
4 | Chubb Corp. | 6.500% | 5/15/38 | 2,255 | 2,647 | |
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 830 | 985 | ||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 1,552 | 1,411 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 1,735 | 1,635 | ||
Chubb INA Holdings Inc. | 2.850% | 12/15/51 | 587 | 431 | ||
Chubb INA Holdings Inc. | 3.050% | 12/15/61 | 1,600 | 1,151 | ||
CI Financial Corp. | 4.100% | 6/15/51 | 1,770 | 1,179 | ||
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 870 | 989 | ||
Citigroup Inc. | 6.000% | 10/31/33 | 1,307 | 1,373 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Citigroup Inc. | 6.125% | 8/25/36 | 1,258 | 1,332 | ||
4 | Citigroup Inc. | 3.878% | 1/24/39 | 2,155 | 1,865 | |
Citigroup Inc. | 8.125% | 7/15/39 | 2,344 | 3,077 | ||
4 | Citigroup Inc. | 5.316% | 3/26/41 | 4,444 | 4,465 | |
Citigroup Inc. | 5.875% | 1/30/42 | 2,370 | 2,516 | ||
Citigroup Inc. | 2.904% | 11/3/42 | 1,880 | 1,370 | ||
Citigroup Inc. | 6.675% | 9/13/43 | 1,234 | 1,404 | ||
Citigroup Inc. | 5.300% | 5/6/44 | 1,879 | 1,835 | ||
Citigroup Inc. | 4.650% | 7/30/45 | 2,352 | 2,149 | ||
Citigroup Inc. | 4.750% | 5/18/46 | 4,543 | 4,082 | ||
4 | Citigroup Inc. | 4.281% | 4/24/48 | 1,275 | 1,139 | |
Citigroup Inc. | 4.650% | 7/23/48 | 4,820 | 4,484 | ||
Citizens Financial Group Inc. | 2.638% | 9/30/32 | 1,113 | 888 | ||
CME Group Inc. | 5.300% | 9/15/43 | 1,165 | 1,263 | ||
CME Group Inc. | 4.150% | 6/15/48 | 1,320 | 1,264 | ||
4 | Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 2,674 | 2,894 | |
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 2,334 | 2,441 | ||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 3,859 | 3,803 | ||
5 | Corebridge Financial Inc. | 4.400% | 4/5/52 | 2,025 | 1,690 | |
Credit Suisse Group AG | 4.875% | 5/15/45 | 4,750 | 4,065 | ||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 933 | 1,043 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 3,525 | 3,257 | ||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 1,120 | 1,046 | ||
Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 1,980 | 1,511 | ||
Everest Reinsurance Holdings Inc. | 3.125% | 10/15/52 | 1,850 | 1,289 | ||
Fidelity National Financial Inc. | 3.200% | 9/17/51 | 750 | 477 | ||
Fifth Third Bancorp | 8.250% | 3/1/38 | 2,064 | 2,654 | ||
4 | First Republic Bank | 4.375% | 8/1/46 | 1,275 | 1,143 | |
4 | First Republic Bank | 4.625% | 2/13/47 | 415 | 377 | |
Franklin Resources Inc. | 2.950% | 8/12/51 | 900 | 619 | ||
GATX Corp. | 5.200% | 3/15/44 | 380 | 360 | ||
GATX Corp. | 3.100% | 6/1/51 | 1,069 | 715 | ||
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 17,047 | 15,954 | ||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 1,834 | 1,957 | ||
Goldman Sachs Group Inc. | 6.125% | 2/15/33 | 3,158 | 3,432 | ||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 1,347 | 1,459 | ||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 13,038 | 14,443 | ||
4 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 3,720 | 3,249 | |
4 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 6,391 | 5,816 | |
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 3,840 | 4,249 | ||
Goldman Sachs Group Inc. | 3.210% | 4/22/42 | 4,090 | 3,121 | ||
Goldman Sachs Group Inc. | 3.436% | 2/24/43 | 4,395 | 3,458 | ||
4 | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 4,097 | 3,848 | |
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 3,140 | 2,988 | ||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 1,069 | 994 | ||
Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 1,106 | 1,204 | ||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 1,637 | 1,778 | ||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 1,210 | 1,071 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 1,275 | 1,013 | ||
Hartford Financial Services Group Inc. | 2.900% | 9/15/51 | 1,200 | 833 | ||
4 | HSBC Bank USA NA | 5.875% | 11/1/34 | 1,653 | 1,699 | |
4 | HSBC Bank USA NA | 7.000% | 1/15/39 | 1,050 | 1,238 | |
HSBC Holdings plc | 6.500% | 5/2/36 | 4,624 | 4,923 | ||
HSBC Holdings plc | 6.500% | 9/15/37 | 4,470 | 4,785 | ||
HSBC Holdings plc | 6.800% | 6/1/38 | 900 | 977 | ||
HSBC Holdings plc | 6.100% | 1/14/42 | 3,005 | 3,323 | ||
HSBC Holdings plc | 5.250% | 3/14/44 | 3,760 | 3,499 | ||
Intercontinental Exchange Inc. | 1.850% | 9/15/32 | 2,271 | 1,778 | ||
Intercontinental Exchange Inc. | 4.600% | 3/15/33 | 2,730 | 2,714 | ||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 820 | 600 | ||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 1,815 | 1,621 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 3,225 | 2,353 | ||
Intercontinental Exchange Inc. | 4.950% | 6/15/52 | 2,840 | 2,794 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 4,050 | 2,734 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Intercontinental Exchange Inc. | 5.200% | 6/15/62 | 1,970 | 1,964 | ||
Invesco Finance plc | 5.375% | 11/30/43 | 875 | 876 | ||
5 | Jackson Financial Inc. | 4.000% | 11/23/51 | 775 | 547 | |
Jefferies Group LLC | 2.750% | 10/15/32 | 485 | 368 | ||
Jefferies Group LLC | 6.250% | 1/15/36 | 825 | 815 | ||
Jefferies Group LLC | 6.500% | 1/20/43 | 1,136 | 1,135 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 3,765 | 4,283 | ||
4 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 4,917 | 4,336 | |
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 2,534 | 2,626 | ||
4 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 2,592 | 2,012 | |
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 4,032 | 4,232 | ||
JPMorgan Chase & Co. | 2.525% | 11/19/41 | 775 | 552 | ||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 3,443 | 3,532 | ||
JPMorgan Chase & Co. | 3.157% | 4/22/42 | 1,210 | 940 | ||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 2,983 | 3,121 | ||
JPMorgan Chase & Co. | 4.850% | 2/1/44 | 2,501 | 2,449 | ||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 3,538 | 3,375 | ||
4 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 5,770 | 5,131 | |
4 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 4,390 | 3,787 | |
4 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 4,334 | 3,694 | |
4 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 3,820 | 3,221 | |
4 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 5,114 | 3,768 | |
JPMorgan Chase & Co. | 3.328% | 4/22/52 | 8,205 | 6,273 | ||
Legg Mason Inc. | 5.625% | 1/15/44 | 1,339 | 1,372 | ||
Lincoln National Corp. | 3.400% | 1/15/31 | 100 | 89 | ||
Lincoln National Corp. | 6.300% | 10/9/37 | 680 | 736 | ||
Lincoln National Corp. | 7.000% | 6/15/40 | 595 | 677 | ||
Lincoln National Corp. | 4.350% | 3/1/48 | 615 | 521 | ||
Lincoln National Corp. | 4.375% | 6/15/50 | 1,055 | 904 | ||
Lloyds Banking Group plc | 5.300% | 12/1/45 | 1,233 | 1,144 | ||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 3,710 | 3,045 | ||
Loews Corp. | 6.000% | 2/1/35 | 795 | 859 | ||
Loews Corp. | 4.125% | 5/15/43 | 1,090 | 934 | ||
Manulife Financial Corp. | 5.375% | 3/4/46 | 1,331 | 1,424 | ||
Markel Corp. | 5.000% | 4/5/46 | 970 | 917 | ||
Markel Corp. | 4.300% | 11/1/47 | 622 | 537 | ||
Markel Corp. | 5.000% | 5/20/49 | 926 | 876 | ||
Markel Corp. | 4.150% | 9/17/50 | 750 | 618 | ||
Markel Corp. | 3.450% | 5/7/52 | 1,490 | 1,115 | ||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 1,270 | 1,383 | ||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 2,073 | 2,025 | ||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 779 | 700 | ||
Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | 860 | 760 | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 2,259 | 2,239 | ||
Marsh & McLennan Cos. Inc. | 2.900% | 12/15/51 | 285 | 203 | ||
Mastercard Inc. | 3.800% | 11/21/46 | 1,110 | 1,009 | ||
Mastercard Inc. | 3.950% | 2/26/48 | 2,049 | 1,893 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 2,562 | 2,269 | ||
Mastercard Inc. | 3.850% | 3/26/50 | 2,905 | 2,665 | ||
Mastercard Inc. | 2.950% | 3/15/51 | 1,555 | 1,208 | ||
MetLife Inc. | 6.500% | 12/15/32 | 2,140 | 2,449 | ||
MetLife Inc. | 6.375% | 6/15/34 | 913 | 1,057 | ||
MetLife Inc. | 5.700% | 6/15/35 | 1,619 | 1,775 | ||
4 | MetLife Inc. | 6.400% | 12/15/36 | 1,432 | 1,444 | |
4 | MetLife Inc. | 10.750% | 8/1/39 | 1,025 | 1,350 | |
MetLife Inc. | 5.875% | 2/6/41 | 1,803 | 1,956 | ||
MetLife Inc. | 4.125% | 8/13/42 | 1,624 | 1,459 | ||
MetLife Inc. | 4.875% | 11/13/43 | 2,346 | 2,317 | ||
MetLife Inc. | 4.721% | 12/15/44 | 1,265 | 1,210 | ||
MetLife Inc. | 4.050% | 3/1/45 | 1,458 | 1,286 | ||
MetLife Inc. | 4.600% | 5/13/46 | 695 | 672 | ||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 949 | 879 | ||
Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | 1,415 | 1,299 | ||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 3,424 | 2,976 | ||
4 | Morgan Stanley | 3.971% | 7/22/38 | 2,903 | 2,596 | |
4 | Morgan Stanley | 4.457% | 4/22/39 | 2,091 | 1,955 | |
Morgan Stanley | 3.217% | 4/22/42 | 3,875 | 3,040 | ||
Morgan Stanley | 6.375% | 7/24/42 | 4,189 | 4,800 | ||
Morgan Stanley | 4.300% | 1/27/45 | 7,559 | 6,799 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Morgan Stanley | 4.375% | 1/22/47 | 1,511 | 1,371 | ||
4 | Morgan Stanley | 5.597% | 3/24/51 | 4,573 | 4,947 | |
4 | Morgan Stanley | 2.802% | 1/25/52 | 4,840 | 3,350 | |
Nasdaq Inc. | 2.500% | 12/21/40 | 635 | 438 | ||
Nasdaq Inc. | 3.250% | 4/28/50 | 1,327 | 968 | ||
Nasdaq Inc. | 3.950% | 3/7/52 | 1,125 | 926 | ||
4 | Nationwide Financial Services Inc. | 6.750% | 5/15/37 | 775 | 784 | |
Old Republic International Corp. | 3.850% | 6/11/51 | 585 | 442 | ||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 845 | 779 | ||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 1,107 | 988 | ||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 891 | 828 | ||
Progressive Corp. | 6.250% | 12/1/32 | 1,000 | 1,151 | ||
Progressive Corp. | 4.350% | 4/25/44 | 1,130 | 1,047 | ||
Progressive Corp. | 4.125% | 4/15/47 | 2,448 | 2,233 | ||
Progressive Corp. | 4.200% | 3/15/48 | 1,485 | 1,368 | ||
Progressive Corp. | 3.950% | 3/26/50 | 845 | 747 | ||
4 | Prudential Financial Inc. | 5.750% | 7/15/33 | 550 | 602 | |
4 | Prudential Financial Inc. | 5.700% | 12/14/36 | 1,690 | 1,845 | |
4 | Prudential Financial Inc. | 6.625% | 12/1/37 | 768 | 897 | |
4 | Prudential Financial Inc. | 3.000% | 3/10/40 | 1,066 | 863 | |
4 | Prudential Financial Inc. | 6.625% | 6/21/40 | 749 | 865 | |
4 | Prudential Financial Inc. | 6.200% | 11/15/40 | 960 | 1,033 | |
4 | Prudential Financial Inc. | 5.100% | 8/15/43 | 1,195 | 1,149 | |
4 | Prudential Financial Inc. | 4.600% | 5/15/44 | 788 | 747 | |
Prudential Financial Inc. | 3.905% | 12/7/47 | 3,110 | 2,697 | ||
Prudential Financial Inc. | 3.935% | 12/7/49 | 868 | 748 | ||
4 | Prudential Financial Inc. | 4.350% | 2/25/50 | 1,077 | 998 | |
4 | Prudential Financial Inc. | 3.700% | 3/13/51 | 1,039 | 866 | |
Raymond James Financial Inc. | 4.950% | 7/15/46 | 2,075 | 2,018 | ||
Raymond James Financial Inc. | 3.750% | 4/1/51 | 1,035 | 845 | ||
4 | Regions Bank | 6.450% | 6/26/37 | 1,000 | 1,119 | |
Regions Financial Corp. | 7.375% | 12/10/37 | 850 | 1,011 | ||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 525 | 498 | ||
Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/41 | 1,217 | 830 | ||
SVB Financial Group | 1.800% | 2/2/31 | 88 | 68 | ||
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 770 | 994 | ||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 1,050 | 1,268 | ||
4 | Travelers Cos. Inc. | 6.250% | 6/15/37 | 1,840 | 2,158 | |
Travelers Cos. Inc. | 5.350% | 11/1/40 | 1,540 | 1,632 | ||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 938 | 891 | ||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 1,040 | 961 | ||
Travelers Cos. Inc. | 3.750% | 5/15/46 | 910 | 784 | ||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 575 | 511 | ||
Travelers Cos. Inc. | 4.050% | 3/7/48 | 850 | 768 | ||
Travelers Cos. Inc. | 4.100% | 3/4/49 | 1,550 | 1,403 | ||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 1,170 | 813 | ||
Travelers Cos. Inc. | 3.050% | 6/8/51 | 1,175 | 896 | ||
Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 1,118 | 1,316 | ||
Unum Group | 5.750% | 8/15/42 | 950 | 886 | ||
Unum Group | 4.500% | 12/15/49 | 1,075 | 830 | ||
Unum Group | 4.125% | 6/15/51 | 1,200 | 887 | ||
Visa Inc. | 4.150% | 12/14/35 | 2,967 | 2,954 | ||
Visa Inc. | 2.700% | 4/15/40 | 980 | 791 | ||
Visa Inc. | 4.300% | 12/14/45 | 6,076 | 6,000 | ||
Visa Inc. | 3.650% | 9/15/47 | 1,605 | 1,429 | ||
Visa Inc. | 2.000% | 8/15/50 | 3,928 | 2,608 | ||
Voya Financial Inc. | 5.700% | 7/15/43 | 1,125 | 1,146 | ||
Voya Financial Inc. | 4.800% | 6/15/46 | 700 | 643 | ||
W R Berkley Corp. | 4.750% | 8/1/44 | 1,505 | 1,408 | ||
W R Berkley Corp. | 3.550% | 3/30/52 | 400 | 308 | ||
W R Berkley Corp. | 3.150% | 9/30/61 | 435 | 287 | ||
Wachovia Corp. | 5.500% | 8/1/35 | 1,757 | 1,790 | ||
4 | Wells Fargo & Co. | 5.950% | 12/15/36 | 972 | 985 | |
4 | Wells Fargo & Co. | 3.068% | 4/30/41 | 7,155 | 5,577 | |
Wells Fargo & Co. | 5.375% | 11/2/43 | 1,791 | 1,763 | ||
Wells Fargo & Co. | 5.606% | 1/15/44 | 5,147 | 5,180 | ||
4 | Wells Fargo & Co. | 4.650% | 11/4/44 | 4,643 | 4,165 | |
Wells Fargo & Co. | 3.900% | 5/1/45 | 5,151 | 4,349 | ||
4 | Wells Fargo & Co. | 4.900% | 11/17/45 | 4,667 | 4,319 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
4 | Wells Fargo & Co. | 4.400% | 6/14/46 | 4,283 | 3,715 | |
4 | Wells Fargo & Co. | 4.750% | 12/7/46 | 3,926 | 3,580 | |
4 | Wells Fargo & Co. | 5.013% | 4/4/51 | 11,027 | 10,816 | |
4 | Wells Fargo & Co. | 4.611% | 4/25/53 | 2,130 | 1,971 | |
4 | Wells Fargo Bank NA | 5.850% | 2/1/37 | 1,971 | 2,105 | |
4 | Wells Fargo Bank NA | 6.600% | 1/15/38 | 2,319 | 2,678 | |
Western Union Co. | 6.200% | 11/17/36 | 1,525 | 1,532 | ||
Westpac Banking Corp. | 4.421% | 7/24/39 | 2,754 | 2,467 | ||
Westpac Banking Corp. | 2.963% | 11/16/40 | 1,900 | 1,377 | ||
Willis North America Inc. | 5.050% | 9/15/48 | 1,170 | 1,077 | ||
Willis North America Inc. | 3.875% | 9/15/49 | 850 | 662 | ||
XLIT Ltd. | 5.250% | 12/15/43 | 950 | 1,006 | ||
XLIT Ltd. | 5.500% | 3/31/45 | 900 | 931 | ||
598,996 | ||||||
Health Care (7.1%) | ||||||
Abbott Laboratories | 4.750% | 11/30/36 | 3,035 | 3,219 | ||
Abbott Laboratories | 6.150% | 11/30/37 | 613 | 726 | ||
Abbott Laboratories | 6.000% | 4/1/39 | 1,611 | 1,822 | ||
Abbott Laboratories | 5.300% | 5/27/40 | 1,368 | 1,490 | ||
Abbott Laboratories | 4.750% | 4/15/43 | 1,125 | 1,138 | ||
Abbott Laboratories | 4.900% | 11/30/46 | 5,469 | 5,748 | ||
AbbVie Inc. | 4.550% | 3/15/35 | 2,428 | 2,365 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 4,847 | 4,702 | ||
AbbVie Inc. | 4.300% | 5/14/36 | 4,157 | 3,906 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 6,000 | 5,347 | ||
AbbVie Inc. | 4.625% | 10/1/42 | 1,240 | 1,143 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 3,873 | 3,521 | ||
AbbVie Inc. | 4.850% | 6/15/44 | 1,430 | 1,371 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 1,362 | 1,282 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 5,380 | 5,067 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 3,922 | 3,558 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 3,420 | 3,295 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 13,883 | 12,305 | ||
Adventist Health System | 3.630% | 3/1/49 | 850 | 709 | ||
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 700 | 670 | ||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 700 | 569 | ||
4 | Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 373 | 281 | |
Aetna Inc. | 6.625% | 6/15/36 | 1,654 | 1,869 | ||
Aetna Inc. | 6.750% | 12/15/37 | 1,254 | 1,424 | ||
Aetna Inc. | 4.500% | 5/15/42 | 753 | 678 | ||
Aetna Inc. | 4.125% | 11/15/42 | 1,255 | 1,074 | ||
Aetna Inc. | 4.750% | 3/15/44 | 1,498 | 1,375 | ||
Aetna Inc. | 3.875% | 8/15/47 | 490 | 405 | ||
AHS Hospital Corp. | 5.024% | 7/1/45 | 1,125 | 1,179 | ||
4 | AHS Hospital Corp. | 2.780% | 7/1/51 | 1,050 | 741 | |
4 | Allina Health System | 3.887% | 4/15/49 | 1,235 | 1,086 | |
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 1,350 | 1,166 | ||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 1,448 | 1,308 | ||
Amgen Inc. | 3.150% | 2/21/40 | 4,049 | 3,212 | ||
Amgen Inc. | 2.800% | 8/15/41 | 1,510 | 1,120 | ||
Amgen Inc. | 4.950% | 10/1/41 | 885 | 868 | ||
Amgen Inc. | 5.150% | 11/15/41 | 1,566 | 1,551 | ||
Amgen Inc. | 4.400% | 5/1/45 | 6,171 | 5,602 | ||
Amgen Inc. | 4.563% | 6/15/48 | 2,277 | 2,093 | ||
Amgen Inc. | 3.375% | 2/21/50 | 5,360 | 4,109 | ||
Amgen Inc. | 4.663% | 6/15/51 | 8,813 | 8,275 | ||
Amgen Inc. | 3.000% | 1/15/52 | 2,230 | 1,586 | ||
Amgen Inc. | 4.200% | 2/22/52 | 2,183 | 1,915 | ||
Amgen Inc. | 2.770% | 9/1/53 | 892 | 602 | ||
Amgen Inc. | 4.400% | 2/22/62 | 2,125 | 1,848 | ||
4 | Ascension Health | 3.106% | 11/15/39 | 2,255 | 1,856 | |
Ascension Health | 3.945% | 11/15/46 | 2,152 | 1,995 | ||
4 | Ascension Health | 4.847% | 11/15/53 | 579 | 610 | |
AstraZeneca plc | 6.450% | 9/15/37 | 5,431 | 6,514 | ||
AstraZeneca plc | 4.000% | 9/18/42 | 1,150 | 1,061 | ||
AstraZeneca plc | 4.375% | 11/16/45 | 2,993 | 2,904 | ||
AstraZeneca plc | 4.375% | 8/17/48 | 1,010 | 993 | ||
AstraZeneca plc | 2.125% | 8/6/50 | 1,759 | 1,176 | ||
AstraZeneca plc | 3.000% | 5/28/51 | 1,355 | 1,077 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Banner Health | 2.907% | 1/1/42 | 750 | 584 | ||
4 | Banner Health | 3.181% | 1/1/50 | 607 | 472 | |
Banner Health | 2.913% | 1/1/51 | 525 | 394 | ||
4 | Baptist Health South Florida Obligated Group | 3.115% | 11/15/71 | 500 | 337 | |
4 | Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | 1,166 | 944 | |
Baxalta Inc. | 5.250% | 6/23/45 | 3,085 | 3,076 | ||
Baxter International Inc. | 3.500% | 8/15/46 | 670 | 524 | ||
Baxter International Inc. | 3.132% | 12/1/51 | 2,087 | 1,519 | ||
4 | BayCare Health System Inc. | 3.831% | 11/15/50 | 1,100 | 985 | |
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 960 | 902 | ||
Baylor Scott & White Holdings | 3.967% | 11/15/46 | 1,151 | 1,052 | ||
4 | Baylor Scott & White Holdings | 2.839% | 11/15/50 | 920 | 671 | |
Becton Dickinson & Co. | 4.685% | 12/15/44 | 1,641 | 1,520 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 3,731 | 3,485 | ||
Becton Dickinson & Co. | 3.794% | 5/20/50 | 1,430 | 1,182 | ||
4 | Beth Israel Lahey Health Inc. | 3.080% | 7/1/51 | 850 | 619 | |
4 | BHSH System Obligated Group | 3.487% | 7/15/49 | 1,075 | 890 | |
Biogen Inc. | 3.150% | 5/1/50 | 4,240 | 2,908 | ||
Biogen Inc. | 3.250% | 2/15/51 | 1,241 | 866 | ||
Bio-Rad Laboratories Inc. | 3.700% | 3/15/32 | 500 | 444 | ||
4 | Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | 825 | 615 | |
Boston Scientific Corp. | 6.750% | 11/15/35 | 675 | 774 | ||
Boston Scientific Corp. | 4.550% | 3/1/39 | 877 | 815 | ||
Boston Scientific Corp. | 7.375% | 1/15/40 | 509 | 629 | ||
Boston Scientific Corp. | 4.700% | 3/1/49 | 1,305 | 1,247 | ||
Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 3,340 | 3,195 | ||
Bristol-Myers Squibb Co. | 3.550% | 3/15/42 | 2,568 | 2,253 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 454 | 372 | ||
Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | 1,946 | 1,922 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 3,021 | 2,879 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 1,981 | 1,944 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 7,891 | 7,414 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 3,265 | 2,309 | ||
Bristol-Myers Squibb Co. | 3.700% | 3/15/52 | 7,170 | 6,193 | ||
Bristol-Myers Squibb Co. | 3.900% | 3/15/62 | 2,250 | 1,936 | ||
Cardinal Health Inc. | 4.600% | 3/15/43 | 940 | 811 | ||
Cardinal Health Inc. | 4.500% | 11/15/44 | 690 | 589 | ||
Cardinal Health Inc. | 4.900% | 9/15/45 | 847 | 770 | ||
Cardinal Health Inc. | 4.368% | 6/15/47 | 857 | 727 | ||
4 | Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | 1,000 | 731 | |
Children's Health System of Texas | 2.511% | 8/15/50 | 1,175 | 801 | ||
4 | Children's Hospital | 2.928% | 7/15/50 | 750 | 534 | |
4 | Children's Hospital Corp. | 4.115% | 1/1/47 | 1,000 | 933 | |
4 | Children's Hospital Corp. | 2.585% | 2/1/50 | 525 | 364 | |
Children's Hospital Medical Center | 4.268% | 5/15/44 | 650 | 618 | ||
4 | Children's Hospital of Philadelphia | 2.704% | 7/1/50 | 900 | 624 | |
Cigna Corp. | 4.800% | 8/15/38 | 3,487 | 3,395 | ||
Cigna Corp. | 3.200% | 3/15/40 | 1,663 | 1,326 | ||
4 | Cigna Corp. | 6.125% | 11/15/41 | 1,045 | 1,146 | |
4 | Cigna Corp. | 4.800% | 7/15/46 | 3,675 | 3,501 | |
4 | Cigna Corp. | 3.875% | 10/15/47 | 1,570 | 1,293 | |
Cigna Corp. | 4.900% | 12/15/48 | 3,377 | 3,242 | ||
Cigna Corp. | 3.400% | 3/15/50 | 5,175 | 3,957 | ||
Cigna Corp. | 3.400% | 3/15/51 | 2,650 | 2,038 | ||
4 | City of Hope | 5.623% | 11/15/43 | 925 | 994 | |
4 | City of Hope | 4.378% | 8/15/48 | 505 | 468 | |
4 | CommonSpirit Health | 4.350% | 11/1/42 | 1,250 | 1,121 | |
CommonSpirit Health | 3.817% | 10/1/49 | 755 | 629 | ||
CommonSpirit Health | 4.187% | 10/1/49 | 1,207 | 1,015 | ||
CommonSpirit Health | 3.910% | 10/1/50 | 900 | 720 | ||
4 | Community Health Network Inc. | 3.099% | 5/1/50 | 900 | 673 | |
4 | Cottage Health Obligated Group | 3.304% | 11/1/49 | 1,150 | 910 | |
CVS Health Corp. | 4.875% | 7/20/35 | 1,753 | 1,732 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 10,048 | 9,511 | ||
CVS Health Corp. | 6.125% | 9/15/39 | 875 | 941 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 2,189 | 1,910 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CVS Health Corp. | 2.700% | 8/21/40 | 970 | 698 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 1,435 | 1,424 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 6,691 | 6,459 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 15,195 | 14,538 | ||
CVS Health Corp. | 4.250% | 4/1/50 | 1,582 | 1,360 | ||
Danaher Corp. | 4.375% | 9/15/45 | 2,382 | 2,205 | ||
Danaher Corp. | 2.600% | 10/1/50 | 1,080 | 753 | ||
Danaher Corp. | 2.800% | 12/10/51 | 1,575 | 1,135 | ||
4 | Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 575 | 516 | |
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 975 | 809 | ||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 2,005 | 1,621 | ||
Dignity Health | 4.500% | 11/1/42 | 1,075 | 982 | ||
Dignity Health | 5.267% | 11/1/64 | 795 | 770 | ||
4 | Duke University Health System Inc. | 3.920% | 6/1/47 | 1,305 | 1,182 | |
Elevance Health Inc. | 5.950% | 12/15/34 | 600 | 663 | ||
Elevance Health Inc. | 5.850% | 1/15/36 | 525 | 571 | ||
Elevance Health Inc. | 6.375% | 6/15/37 | 826 | 957 | ||
Elevance Health Inc. | 4.625% | 5/15/42 | 1,614 | 1,532 | ||
Elevance Health Inc. | 4.650% | 1/15/43 | 1,684 | 1,602 | ||
Elevance Health Inc. | 5.100% | 1/15/44 | 1,695 | 1,698 | ||
Elevance Health Inc. | 4.650% | 8/15/44 | 1,842 | 1,746 | ||
Elevance Health Inc. | 4.375% | 12/1/47 | 3,002 | 2,779 | ||
Elevance Health Inc. | 4.550% | 3/1/48 | 2,568 | 2,436 | ||
Elevance Health Inc. | 3.700% | 9/15/49 | 375 | 310 | ||
Elevance Health Inc. | 3.125% | 5/15/50 | 2,390 | 1,803 | ||
Elevance Health Inc. | 3.600% | 3/15/51 | 1,285 | 1,041 | ||
Elevance Health Inc. | 4.550% | 5/15/52 | 1,000 | 951 | ||
Elevance Health Inc. | 4.850% | 8/15/54 | 500 | 474 | ||
Eli Lilly & Co. | 3.950% | 3/15/49 | 3,075 | 2,968 | ||
Eli Lilly & Co. | 2.250% | 5/15/50 | 2,360 | 1,667 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 2,140 | 1,469 | ||
4 | Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | 725 | 625 | |
Gilead Sciences Inc. | 4.600% | 9/1/35 | 2,134 | 2,114 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 1,543 | 1,438 | ||
Gilead Sciences Inc. | 2.600% | 10/1/40 | 2,950 | 2,164 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 2,096 | 2,242 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 3,945 | 3,822 | ||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 3,710 | 3,431 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 2,622 | 2,511 | ||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 1,160 | 1,024 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 4,710 | 3,296 | ||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 1,400 | 1,530 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 4,915 | 5,874 | ||
GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 1,567 | 1,477 | ||
4 | Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | 925 | 699 | |
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 710 | 656 | ||
4 | Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | 850 | 614 | |
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 600 | 575 | ||
4 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 900 | 730 | |
HCA Inc. | 5.125% | 6/15/39 | 2,983 | 2,615 | ||
5 | HCA Inc. | 4.375% | 3/15/42 | 2,500 | 1,984 | |
HCA Inc. | 5.500% | 6/15/47 | 1,215 | 1,087 | ||
HCA Inc. | 5.250% | 6/15/49 | 2,946 | 2,543 | ||
HCA Inc. | 3.500% | 7/15/51 | 2,007 | 1,384 | ||
5 | HCA Inc. | 4.625% | 3/15/52 | 4,750 | 3,800 | |
Humana Inc. | 4.625% | 12/1/42 | 1,129 | 1,048 | ||
Humana Inc. | 4.950% | 10/1/44 | 1,125 | 1,095 | ||
Humana Inc. | 4.800% | 3/15/47 | 1,045 | 1,003 | ||
Humana Inc. | 3.950% | 8/15/49 | 950 | 808 | ||
IHC Health Services Inc. | 4.131% | 5/15/48 | 1,075 | 1,006 | ||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 970 | 875 | ||
4 | Indiana University Health Inc. Obligated Group | 2.852% | 11/1/51 | 750 | 546 | |
Inova Health System Foundation | 4.068% | 5/15/52 | 500 | 458 | ||
4 | Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | 1,180 | 1,003 | |
4 | Iowa Health System | 3.665% | 2/15/50 | 900 | 736 | |
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 345 | 311 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Johnson & Johnson | 4.950% | 5/15/33 | 655 | 712 | ||
Johnson & Johnson | 4.375% | 12/5/33 | 2,584 | 2,673 | ||
Johnson & Johnson | 3.550% | 3/1/36 | 1,644 | 1,559 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 3,117 | 2,961 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 850 | 1,012 | ||
Johnson & Johnson | 3.400% | 1/15/38 | 860 | 775 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 2,305 | 1,687 | ||
Johnson & Johnson | 4.500% | 9/1/40 | 1,328 | 1,342 | ||
Johnson & Johnson | 4.850% | 5/15/41 | 1,305 | 1,372 | ||
Johnson & Johnson | 4.500% | 12/5/43 | 964 | 971 | ||
Johnson & Johnson | 3.700% | 3/1/46 | 3,325 | 3,070 | ||
Johnson & Johnson | 3.750% | 3/3/47 | 1,095 | 1,016 | ||
Johnson & Johnson | 3.500% | 1/15/48 | 1,412 | 1,262 | ||
Johnson & Johnson | 2.250% | 9/1/50 | 3,260 | 2,282 | ||
Johnson & Johnson | 2.450% | 9/1/60 | 2,290 | 1,554 | ||
4 | Kaiser Foundation Hospitals | 2.810% | 6/1/41 | 595 | 455 | |
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 1,891 | 1,930 | ||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 2,868 | 2,669 | ||
4 | Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 3,025 | 2,380 | |
4 | Kaiser Foundation Hospitals | 3.002% | 6/1/51 | 2,805 | 2,097 | |
Koninklijke Philips NV | 6.875% | 3/11/38 | 1,700 | 1,945 | ||
Koninklijke Philips NV | 5.000% | 3/15/42 | 1,205 | 1,163 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 1,149 | 1,023 | ||
4 | Mass General Brigham Inc. | 3.765% | 7/1/48 | 326 | 285 | |
4 | Mass General Brigham Inc. | 3.192% | 7/1/49 | 1,725 | 1,348 | |
4 | Mass General Brigham Inc. | 4.117% | 7/1/55 | 125 | 113 | |
4 | Mass General Brigham Inc. | 3.342% | 7/1/60 | 1,125 | 838 | |
4 | Mayo Clinic | 3.774% | 11/15/43 | 740 | 662 | |
4 | Mayo Clinic | 4.000% | 11/15/47 | 500 | 465 | |
4 | Mayo Clinic | 4.128% | 11/15/52 | 500 | 475 | |
4 | Mayo Clinic | 3.196% | 11/15/61 | 600 | 452 | |
4 | McLaren Health Care Corp. | 4.386% | 5/15/48 | 950 | 896 | |
4 | MedStar Health Inc. | 3.626% | 8/15/49 | 822 | 672 | |
Medtronic Inc. | 4.375% | 3/15/35 | 4,619 | 4,612 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 3,592 | 3,603 | ||
Memorial Health Services | 3.447% | 11/1/49 | 1,000 | 819 | ||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 1,125 | 1,166 | ||
4 | Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 640 | 483 | |
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 1,070 | 994 | ||
4 | Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 648 | 592 | |
Merck & Co. Inc. | 6.500% | 12/1/33 | 1,690 | 2,039 | ||
Merck & Co. Inc. | 3.900% | 3/7/39 | 1,177 | 1,113 | ||
Merck & Co. Inc. | 2.350% | 6/24/40 | 1,105 | 832 | ||
Merck & Co. Inc. | 3.600% | 9/15/42 | 3,612 | 3,166 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 1,474 | 1,398 | ||
Merck & Co. Inc. | 3.700% | 2/10/45 | 4,120 | 3,621 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 3,005 | 2,776 | ||
Merck & Co. Inc. | 2.450% | 6/24/50 | 2,724 | 1,920 | ||
Merck & Co. Inc. | 2.750% | 12/10/51 | 3,480 | 2,579 | ||
Merck & Co. Inc. | 2.900% | 12/10/61 | 3,550 | 2,527 | ||
4 | Methodist Hospital | 2.705% | 12/1/50 | 1,375 | 964 | |
4 | MidMichigan Health | 3.409% | 6/1/50 | 756 | 605 | |
4 | Montefiore Obligated Group | 5.246% | 11/1/48 | 1,075 | 912 | |
Montefiore Obligated Group | 4.287% | 9/1/50 | 720 | 525 | ||
4 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 898 | 785 | |
4 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 1,170 | 989 | |
4 | Mount Sinai Hospitals Group Inc. | 3.391% | 7/1/50 | 500 | 376 | |
MultiCare Health System | 2.803% | 8/15/50 | 775 | 554 | ||
Mylan Inc. | 5.400% | 11/29/43 | 1,710 | 1,432 | ||
Mylan Inc. | 5.200% | 4/15/48 | 1,490 | 1,184 | ||
New York & Presbyterian Hospital | 2.256% | 8/1/40 | 925 | 661 | ||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 1,380 | 1,259 | ||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 761 | 694 | ||
New York & Presbyterian Hospital | 2.606% | 8/1/60 | 775 | 492 | ||
4 | New York & Presbyterian Hospital | 3.954% | 8/1/19 | 955 | 738 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 825 | 711 | ||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 1,275 | 1,152 | ||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 1,100 | 908 | ||
Novant Health Inc. | 2.637% | 11/1/36 | 720 | 579 | ||
Novant Health Inc. | 3.168% | 11/1/51 | 800 | 615 | ||
Novant Health Inc. | 3.318% | 11/1/61 | 775 | 590 | ||
Novartis Capital Corp. | 3.700% | 9/21/42 | 1,590 | 1,440 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 3,443 | 3,438 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 2,101 | 1,954 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 2,585 | 2,010 | ||
4 | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | 2.667% | 10/1/50 | 935 | 659 | |
4 | NYU Langone Hospitals | 5.750% | 7/1/43 | 565 | 630 | |
NYU Langone Hospitals | 4.784% | 7/1/44 | 888 | 867 | ||
4 | NYU Langone Hospitals | 4.368% | 7/1/47 | 685 | 624 | |
4 | NYU Langone Hospitals | 3.380% | 7/1/55 | 1,125 | 847 | |
OhioHealth Corp. | 2.834% | 11/15/41 | 675 | 520 | ||
4 | OhioHealth Corp. | 3.042% | 11/15/50 | 1,200 | 915 | |
Orlando Health Obligated Group | 4.089% | 10/1/48 | 1,050 | 940 | ||
Orlando Health Obligated Group | 3.327% | 10/1/50 | 500 | 397 | ||
4 | PeaceHealth Obligated Group | 4.787% | 11/15/48 | 1,100 | 1,087 | |
4 | PeaceHealth Obligated Group | 3.218% | 11/15/50 | 350 | 264 | |
PerkinElmer Inc. | 3.625% | 3/15/51 | 905 | 678 | ||
Pfizer Inc. | 4.000% | 12/15/36 | 3,848 | 3,745 | ||
Pfizer Inc. | 4.100% | 9/15/38 | 2,205 | 2,127 | ||
Pfizer Inc. | 3.900% | 3/15/39 | 2,610 | 2,462 | ||
Pfizer Inc. | 7.200% | 3/15/39 | 3,558 | 4,661 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 1,810 | 1,426 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 1,257 | 1,216 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 1,625 | 1,592 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 1,762 | 1,692 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 1,816 | 1,769 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 1,430 | 1,346 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 4,870 | 3,726 | ||
Piedmont Healthcare Inc. | 2.864% | 1/1/52 | 775 | 551 | ||
Presbyterian Healthcare Services | 4.875% | 8/1/52 | 700 | 728 | ||
4 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 1,450 | 1,235 | |
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 669 | 602 | ||
4 | Rady Children's Hospital-San Diego | 3.154% | 8/15/51 | 415 | 313 | |
Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | 1,581 | 1,071 | ||
Royalty Pharma plc | 3.300% | 9/2/40 | 1,825 | 1,349 | ||
Royalty Pharma plc | 3.550% | 9/2/50 | 2,319 | 1,619 | ||
Royalty Pharma plc | 3.350% | 9/2/51 | 950 | 643 | ||
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 940 | 828 | ||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 762 | 626 | ||
4 | Seattle Children's Hospital | 2.719% | 10/1/50 | 1,100 | 772 | |
4 | Sharp HealthCare | 2.680% | 8/1/50 | 875 | 615 | |
4 | Stanford Health Care | 3.795% | 11/15/48 | 539 | 475 | |
Stanford Health Care | 3.027% | 8/15/51 | 500 | 377 | ||
STERIS Irish FinCo Unltd. Co. | 3.750% | 3/15/51 | 1,585 | 1,234 | ||
Stryker Corp. | 4.100% | 4/1/43 | 695 | 601 | ||
Stryker Corp. | 4.375% | 5/15/44 | 775 | 698 | ||
Stryker Corp. | 4.625% | 3/15/46 | 2,125 | 2,030 | ||
Stryker Corp. | 2.900% | 6/15/50 | 360 | 260 | ||
Summa Health | 3.511% | 11/15/51 | 350 | 282 | ||
4 | Sutter Health | 3.161% | 8/15/40 | 500 | 391 | |
4 | Sutter Health | 4.091% | 8/15/48 | 985 | 865 | |
4 | Sutter Health | 3.361% | 8/15/50 | 1,175 | 901 | |
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 2,000 | 1,539 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 1,725 | 1,284 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 2,151 | 1,570 | ||
Texas Health Resources | 2.328% | 11/15/50 | 825 | 535 | ||
4 | Texas Health Resources | 4.330% | 11/15/55 | 775 | 736 | |
Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | 2,180 | 1,710 | ||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 963 | 1,030 | ||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 1,161 | 1,080 | ||
Toledo Hospital | 5.750% | 11/15/38 | 950 | 971 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Toledo Hospital | 6.015% | 11/15/48 | 975 | 908 | ||
4 | Trinity Health Corp. | 2.632% | 12/1/40 | 500 | 368 | |
Trinity Health Corp. | 4.125% | 12/1/45 | 825 | 762 | ||
4 | Trinity Health Corp. | 3.434% | 12/1/48 | 1,155 | 962 | |
UnitedHealth Group Inc. | 4.625% | 7/15/35 | 2,606 | 2,650 | ||
UnitedHealth Group Inc. | 5.800% | 3/15/36 | 1,240 | 1,389 | ||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 1,740 | 2,106 | ||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 1,400 | 1,698 | ||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 1,608 | 1,994 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 1,046 | 912 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 518 | 403 | ||
UnitedHealth Group Inc. | 5.700% | 10/15/40 | 376 | 415 | ||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 750 | 847 | ||
UnitedHealth Group Inc. | 3.050% | 5/15/41 | 2,700 | 2,183 | ||
UnitedHealth Group Inc. | 4.625% | 11/15/41 | 1,547 | 1,535 | ||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 1,565 | 1,503 | ||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 1,367 | 1,231 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 2,443 | 2,297 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 1,607 | 1,620 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 1,348 | 1,260 | ||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 1,133 | 1,066 | ||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 2,090 | 1,814 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 4,619 | 4,320 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 859 | 823 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 2,010 | 1,717 | ||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 2,070 | 1,538 | ||
UnitedHealth Group Inc. | 3.250% | 5/15/51 | 4,180 | 3,288 | ||
UnitedHealth Group Inc. | 4.750% | 5/15/52 | 3,780 | 3,781 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 3,950 | 3,411 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 1,835 | 1,346 | ||
UnitedHealth Group Inc. | 4.950% | 5/15/62 | 1,890 | 1,915 | ||
Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 2,040 | 1,643 | ||
Viatris Inc. | 3.850% | 6/22/40 | 2,440 | 1,718 | ||
Viatris Inc. | 4.000% | 6/22/50 | 2,101 | 1,400 | ||
4 | WakeMed | 3.286% | 10/1/52 | 500 | 380 | |
4 | West Virginia United Health System Obligated Group | 3.129% | 6/1/50 | 500 | 361 | |
4 | Willis-Knighton Medical Center | 3.065% | 3/1/51 | 1,355 | 973 | |
Wyeth LLC | 6.500% | 2/1/34 | 3,326 | 3,973 | ||
Wyeth LLC | 6.000% | 2/15/36 | 1,235 | 1,416 | ||
Wyeth LLC | 5.950% | 4/1/37 | 1,950 | 2,250 | ||
4 | Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | 1,000 | 682 | |
Zimmer Biomet Holdings Inc. | 4.250% | 8/15/35 | 413 | 377 | ||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 720 | 737 | ||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 500 | 429 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 2,416 | 2,324 | ||
Zoetis Inc. | 3.950% | 9/12/47 | 916 | 794 | ||
Zoetis Inc. | 4.450% | 8/20/48 | 794 | 747 | ||
Zoetis Inc. | 3.000% | 5/15/50 | 840 | 625 | ||
590,169 | ||||||
Industrials (4.0%) | ||||||
4 | 3M Co. | 5.700% | 3/15/37 | 625 | 701 | |
4 | 3M Co. | 3.875% | 6/15/44 | 520 | 456 | |
4 | 3M Co. | 3.125% | 9/19/46 | 1,480 | 1,163 | |
4 | 3M Co. | 3.625% | 10/15/47 | 1,655 | 1,414 | |
4 | 3M Co. | 4.000% | 9/14/48 | 1,425 | 1,289 | |
3M Co. | 3.250% | 8/26/49 | 2,241 | 1,787 | ||
3M Co. | 3.700% | 4/15/50 | 1,178 | 1,015 | ||
4 | American Airlines Pass-Through Trust Class A Series 2021-1 | 2.875% | 7/11/34 | 750 | 636 | |
Boeing Co. | 6.125% | 2/15/33 | 2,288 | 2,336 | ||
Boeing Co. | 3.600% | 5/1/34 | 1,210 | 963 | ||
Boeing Co. | 3.250% | 2/1/35 | 860 | 655 | ||
Boeing Co. | 6.625% | 2/15/38 | 1,238 | 1,273 | ||
Boeing Co. | 3.550% | 3/1/38 | 734 | 535 | ||
Boeing Co. | 3.500% | 3/1/39 | 1,123 | 809 | ||
Boeing Co. | 6.875% | 3/15/39 | 988 | 1,026 | ||
Boeing Co. | 5.875% | 2/15/40 | 1,720 | 1,612 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Boeing Co. | 5.705% | 5/1/40 | 7,605 | 7,105 | ||
Boeing Co. | 3.375% | 6/15/46 | 1,095 | 725 | ||
Boeing Co. | 3.650% | 3/1/47 | 615 | 417 | ||
Boeing Co. | 3.625% | 3/1/48 | 975 | 653 | ||
Boeing Co. | 3.850% | 11/1/48 | 770 | 547 | ||
Boeing Co. | 3.900% | 5/1/49 | 1,705 | 1,212 | ||
Boeing Co. | 3.750% | 2/1/50 | 600 | 423 | ||
Boeing Co. | 5.805% | 5/1/50 | 11,130 | 10,249 | ||
Boeing Co. | 3.825% | 3/1/59 | 950 | 611 | ||
Boeing Co. | 3.950% | 8/1/59 | 1,166 | 787 | ||
Boeing Co. | 5.930% | 5/1/60 | 6,935 | 6,344 | ||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 719 | 838 | ||
Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | 825 | 964 | ||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 980 | 1,078 | ||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 1,319 | 1,349 | ||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 1,166 | 1,236 | ||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 1,732 | 1,742 | ||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 1,640 | 1,546 | ||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 1,080 | 1,023 | ||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 1,686 | 1,604 | ||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 1,210 | 1,256 | ||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 2,643 | 2,657 | ||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 1,505 | 1,447 | ||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 2,540 | 2,313 | ||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 767 | 751 | ||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 1,066 | 946 | ||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 2,210 | 2,033 | ||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 985 | 899 | ||
Burlington Northern Santa Fe LLC | 3.550% | 2/15/50 | 1,090 | 911 | ||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 3,413 | 2,619 | ||
Burlington Northern Santa Fe LLC | 3.300% | 9/15/51 | 1,243 | 999 | ||
Burlington Northern Santa Fe LLC | 2.875% | 6/15/52 | 1,325 | 984 | ||
Canadian National Railway Co. | 6.200% | 6/1/36 | 977 | 1,098 | ||
Canadian National Railway Co. | 6.375% | 11/15/37 | 1,099 | 1,257 | ||
Canadian National Railway Co. | 3.200% | 8/2/46 | 680 | 531 | ||
Canadian National Railway Co. | 4.450% | 1/20/49 | 980 | 933 | ||
Canadian National Railway Co. | 2.450% | 5/1/50 | 1,000 | 671 | ||
Canadian Pacific Railway Co. | 4.800% | 9/15/35 | 1,470 | 1,459 | ||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 250 | 276 | ||
Canadian Pacific Railway Co. | 3.000% | 12/2/41 | 2,375 | 1,867 | ||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 1,121 | 1,100 | ||
Canadian Pacific Railway Co. | 3.100% | 12/2/51 | 4,875 | 3,592 | ||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 1,215 | 1,264 | ||
Carrier Global Corp. | 3.377% | 4/5/40 | 3,926 | 3,083 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 3,321 | 2,520 | ||
Caterpillar Inc. | 5.300% | 9/15/35 | 950 | 1,032 | ||
Caterpillar Inc. | 6.050% | 8/15/36 | 635 | 734 | ||
Caterpillar Inc. | 5.200% | 5/27/41 | 1,637 | 1,759 | ||
Caterpillar Inc. | 3.803% | 8/15/42 | 1,174 | 1,071 | ||
Caterpillar Inc. | 3.250% | 9/19/49 | 3,959 | 3,254 | ||
Caterpillar Inc. | 3.250% | 4/9/50 | 2,700 | 2,235 | ||
Caterpillar Inc. | 4.750% | 5/15/64 | 1,666 | 1,689 | ||
Crane Holdings Co. | 4.200% | 3/15/48 | 950 | 772 | ||
CSX Corp. | 6.000% | 10/1/36 | 550 | 607 | ||
CSX Corp. | 6.150% | 5/1/37 | 1,255 | 1,406 | ||
CSX Corp. | 6.220% | 4/30/40 | 1,596 | 1,805 | ||
CSX Corp. | 5.500% | 4/15/41 | 2,145 | 2,255 | ||
CSX Corp. | 4.750% | 5/30/42 | 1,347 | 1,280 | ||
CSX Corp. | 4.100% | 3/15/44 | 1,375 | 1,206 | ||
CSX Corp. | 3.800% | 11/1/46 | 948 | 802 | ||
CSX Corp. | 4.300% | 3/1/48 | 2,270 | 2,079 | ||
CSX Corp. | 4.750% | 11/15/48 | 2,208 | 2,158 | ||
CSX Corp. | 4.500% | 3/15/49 | 1,966 | 1,837 | ||
CSX Corp. | 3.350% | 9/15/49 | 540 | 422 | ||
CSX Corp. | 3.800% | 4/15/50 | 629 | 531 | ||
CSX Corp. | 3.950% | 5/1/50 | 1,325 | 1,145 | ||
CSX Corp. | 2.500% | 5/15/51 | 600 | 405 | ||
CSX Corp. | 4.500% | 8/1/54 | 1,050 | 971 | ||
CSX Corp. | 4.250% | 11/1/66 | 225 | 191 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CSX Corp. | 4.650% | 3/1/68 | 343 | 313 | ||
Cummins Inc. | 4.875% | 10/1/43 | 1,103 | 1,119 | ||
Cummins Inc. | 2.600% | 9/1/50 | 1,025 | 702 | ||
Deere & Co. | 3.900% | 6/9/42 | 2,448 | 2,295 | ||
Deere & Co. | 2.875% | 9/7/49 | 819 | 644 | ||
Deere & Co. | 3.750% | 4/15/50 | 2,075 | 1,897 | ||
Dover Corp. | 5.375% | 10/15/35 | 565 | 578 | ||
Dover Corp. | 5.375% | 3/1/41 | 1,087 | 1,095 | ||
Eaton Corp. | 4.000% | 11/2/32 | 1,740 | 1,690 | ||
Eaton Corp. | 4.150% | 11/2/42 | 1,483 | 1,331 | ||
Eaton Corp. | 3.915% | 9/15/47 | 608 | 517 | ||
Emerson Electric Co. | 2.800% | 12/21/51 | 3,540 | 2,587 | ||
FedEx Corp. | 4.900% | 1/15/34 | 1,715 | 1,713 | ||
FedEx Corp. | 3.900% | 2/1/35 | 870 | 777 | ||
FedEx Corp. | 3.250% | 5/15/41 | 770 | 602 | ||
FedEx Corp. | 3.875% | 8/1/42 | 1,150 | 960 | ||
FedEx Corp. | 4.100% | 4/15/43 | 1,050 | 885 | ||
FedEx Corp. | 5.100% | 1/15/44 | 2,408 | 2,318 | ||
FedEx Corp. | 4.100% | 2/1/45 | 1,945 | 1,633 | ||
FedEx Corp. | 4.750% | 11/15/45 | 693 | 636 | ||
FedEx Corp. | 4.550% | 4/1/46 | 1,922 | 1,723 | ||
FedEx Corp. | 4.400% | 1/15/47 | 1,269 | 1,112 | ||
FedEx Corp. | 4.050% | 2/15/48 | 1,362 | 1,143 | ||
FedEx Corp. | 4.950% | 10/17/48 | 2,930 | 2,791 | ||
FedEx Corp. | 5.250% | 5/15/50 | 1,520 | 1,517 | ||
4 | FedEx Corp. Pass-Through Trust Class AA Series 2020-1 | 1.875% | 2/20/34 | 2,138 | 1,838 | |
Fortive Corp. | 4.300% | 6/15/46 | 1,231 | 1,072 | ||
General Dynamics Corp. | 4.250% | 4/1/40 | 2,140 | 2,048 | ||
General Dynamics Corp. | 2.850% | 6/1/41 | 30 | 23 | ||
General Dynamics Corp. | 3.600% | 11/15/42 | 1,030 | 885 | ||
4 | General Electric Co. | 5.875% | 1/14/38 | 1,725 | 1,796 | |
Honeywell International Inc. | 5.700% | 3/15/36 | 985 | 1,107 | ||
Honeywell International Inc. | 5.700% | 3/15/37 | 995 | 1,129 | ||
Honeywell International Inc. | 5.375% | 3/1/41 | 820 | 888 | ||
Honeywell International Inc. | 3.812% | 11/21/47 | 1,280 | 1,165 | ||
Illinois Tool Works Inc. | 4.875% | 9/15/41 | 1,048 | 1,069 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 2,003 | 1,771 | ||
4 | JetBlue Pass-Through Trust Class A Series 2020-1 | 4.000% | 11/15/32 | 1,353 | 1,243 | |
4 | Johnson Controls International plc | 6.000% | 1/15/36 | 864 | 939 | |
4 | Johnson Controls International plc | 4.625% | 7/2/44 | 1,410 | 1,267 | |
4 | Johnson Controls International plc | 5.125% | 9/14/45 | 403 | 389 | |
Johnson Controls International plc | 4.500% | 2/15/47 | 1,000 | 874 | ||
4 | Johnson Controls International plc | 4.950% | 7/2/64 | 782 | 688 | |
4 | Kansas City Southern | 4.300% | 5/15/43 | 1,065 | 926 | |
4 | Kansas City Southern | 4.950% | 8/15/45 | 1,586 | 1,531 | |
Kansas City Southern | 4.700% | 5/1/48 | 374 | 351 | ||
Kansas City Southern | 3.500% | 5/1/50 | 1,330 | 1,038 | ||
Kansas City Southern | 4.200% | 11/15/69 | 871 | 717 | ||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 1,634 | 1,603 | ||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 680 | 661 | ||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 2,142 | 1,971 | ||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 1,300 | 1,299 | ||
4 | Lockheed Martin Corp. | 6.150% | 9/1/36 | 1,475 | 1,706 | |
Lockheed Martin Corp. | 5.720% | 6/1/40 | 1,444 | 1,592 | ||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 3,019 | 2,802 | ||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 1,102 | 973 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 1,482 | 1,496 | ||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 1,420 | 1,061 | ||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 2,934 | 2,734 | ||
Lockheed Martin Corp. | 4.150% | 6/15/53 | 3,525 | 3,301 | ||
Lockheed Martin Corp. | 4.300% | 6/15/62 | 536 | 504 | ||
Norfolk Southern Corp. | 3.000% | 3/15/32 | 200 | 181 | ||
Norfolk Southern Corp. | 7.050% | 5/1/37 | 233 | 271 | ||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 1,306 | 1,276 | ||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 468 | 409 | ||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 1,195 | 1,114 | ||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 916 | 881 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 1,128 | 979 | ||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 1,388 | 1,242 | ||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 1,125 | 994 | ||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 2,025 | 1,599 | ||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 2,550 | 1,875 | ||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 825 | 719 | ||
Norfolk Southern Corp. | 4.550% | 6/1/53 | 900 | 850 | ||
Norfolk Southern Corp. | 3.155% | 5/15/55 | 2,575 | 1,874 | ||
Norfolk Southern Corp. | 4.100% | 5/15/21 | 1,375 | 1,042 | ||
Northrop Grumman Corp. | 5.150% | 5/1/40 | 750 | 760 | ||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 1,350 | 1,350 | ||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 2,767 | 2,652 | ||
Northrop Grumman Corp. | 3.850% | 4/15/45 | 526 | 444 | ||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 2,537 | 2,252 | ||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 2,397 | 2,532 | ||
Otis Worldwide Corp. | 3.112% | 2/15/40 | 1,715 | 1,330 | ||
Otis Worldwide Corp. | 3.362% | 2/15/50 | 2,190 | ��� 1,649 | ||
4 | Parker-Hannifin Corp. | 4.200% | 11/21/34 | 1,162 | 1,082 | |
4 | Parker-Hannifin Corp. | 6.250% | 5/15/38 | 960 | 1,050 | |
4 | Parker-Hannifin Corp. | 4.450% | 11/21/44 | 914 | 817 | |
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 1,255 | 1,067 | ||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 2,315 | 1,959 | ||
6 | Pentair Finance Sarl | 5.900% | 7/15/32 | 775 | 776 | |
Precision Castparts Corp. | 3.900% | 1/15/43 | 933 | 826 | ||
Precision Castparts Corp. | 4.375% | 6/15/45 | 1,249 | 1,192 | ||
Raytheon Technologies Corp. | 6.050% | 6/1/36 | 1,635 | 1,845 | ||
Raytheon Technologies Corp. | 6.125% | 7/15/38 | 1,563 | 1,759 | ||
Raytheon Technologies Corp. | 4.450% | 11/16/38 | 2,590 | 2,492 | ||
Raytheon Technologies Corp. | 4.875% | 10/15/40 | 1,250 | 1,239 | ||
Raytheon Technologies Corp. | 4.700% | 12/15/41 | 1,681 | 1,612 | ||
Raytheon Technologies Corp. | 4.500% | 6/1/42 | 6,307 | 6,009 | ||
Raytheon Technologies Corp. | 4.800% | 12/15/43 | 1,025 | 1,006 | ||
Raytheon Technologies Corp. | 4.150% | 5/15/45 | 1,957 | 1,739 | ||
Raytheon Technologies Corp. | 3.750% | 11/1/46 | 2,403 | 2,044 | ||
Raytheon Technologies Corp. | 4.350% | 4/15/47 | 2,332 | 2,155 | ||
Raytheon Technologies Corp. | 4.050% | 5/4/47 | 1,525 | 1,354 | ||
Raytheon Technologies Corp. | 4.625% | 11/16/48 | 1,850 | 1,803 | ||
Raytheon Technologies Corp. | 3.125% | 7/1/50 | 2,305 | 1,767 | ||
Raytheon Technologies Corp. | 2.820% | 9/1/51 | 1,895 | 1,353 | ||
Republic Services Inc. | 6.200% | 3/1/40 | 740 | 819 | ||
Republic Services Inc. | 5.700% | 5/15/41 | 830 | 885 | ||
Republic Services Inc. | 3.050% | 3/1/50 | 725 | 539 | ||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 1,175 | 1,087 | ||
Rockwell Automation Inc. | 2.800% | 8/15/61 | 1,200 | 786 | ||
Trane Technologies Global Holding Co. Ltd. | 5.750% | 6/15/43 | 1,440 | 1,480 | ||
Trane Technologies Luxembourg Finance SA | 4.650% | 11/1/44 | 910 | 824 | ||
Trane Technologies Luxembourg Finance SA | 4.500% | 3/21/49 | 150 | 134 | ||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 1,550 | 1,931 | ||
Union Pacific Corp. | 3.375% | 2/1/35 | 1,208 | 1,081 | ||
Union Pacific Corp. | 2.891% | 4/6/36 | 880 | 729 | ||
Union Pacific Corp. | 3.600% | 9/15/37 | 2,038 | 1,822 | ||
4 | Union Pacific Corp. | 3.550% | 8/15/39 | 750 | 647 | |
Union Pacific Corp. | 3.200% | 5/20/41 | 2,596 | 2,124 | ||
Union Pacific Corp. | 4.050% | 3/1/46 | 975 | 885 | ||
Union Pacific Corp. | 3.350% | 8/15/46 | 2,370 | 1,895 | ||
Union Pacific Corp. | 4.000% | 4/15/47 | 1,150 | 1,028 | ||
Union Pacific Corp. | 3.250% | 2/5/50 | 3,370 | 2,649 | ||
Union Pacific Corp. | 2.950% | 3/10/52 | 1,863 | 1,377 | ||
Union Pacific Corp. | 3.500% | 2/14/53 | 500 | 409 | ||
Union Pacific Corp. | 3.875% | 2/1/55 | 1,805 | 1,548 | ||
Union Pacific Corp. | 3.950% | 8/15/59 | 850 | 725 | ||
Union Pacific Corp. | 3.839% | 3/20/60 | 2,275 | 1,902 | ||
Union Pacific Corp. | 3.550% | 5/20/61 | 1,112 | 877 | ||
Union Pacific Corp. | 2.973% | 9/16/62 | 5,000 | 3,456 | ||
Union Pacific Corp. | 3.750% | 2/5/70 | 855 | 680 | ||
Union Pacific Corp. | 3.799% | 4/6/71 | 4,116 | 3,303 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Union Pacific Corp. | 3.850% | 2/14/72 | 1,075 | 884 | ||
4 | Union Pacific Railroad Co. Pass-Through Trust Series 2007-3 | 6.176% | 1/2/31 | 295 | 313 | |
United Parcel Service Inc. | 6.200% | 1/15/38 | 2,112 | 2,460 | ||
United Parcel Service Inc. | 5.200% | 4/1/40 | 1,177 | 1,245 | ||
United Parcel Service Inc. | 4.875% | 11/15/40 | 920 | 937 | ||
United Parcel Service Inc. | 3.625% | 10/1/42 | 672 | 583 | ||
United Parcel Service Inc. | 3.400% | 11/15/46 | 1,290 | 1,071 | ||
United Parcel Service Inc. | 3.750% | 11/15/47 | 3,539 | 3,156 | ||
United Parcel Service Inc. | 4.250% | 3/15/49 | 2,666 | 2,553 | ||
United Parcel Service Inc. | 3.400% | 9/1/49 | 1,741 | 1,467 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 1,035 | 1,137 | ||
Valmont Industries Inc. | 5.000% | 10/1/44 | 975 | 900 | ||
Valmont Industries Inc. | 5.250% | 10/1/54 | 700 | 673 | ||
Waste Connections Inc. | 3.050% | 4/1/50 | 1,450 | 1,068 | ||
Waste Connections Inc. | 2.950% | 1/15/52 | 1,075 | 770 | ||
Waste Management Inc. | 2.950% | 6/1/41 | 1,910 | 1,490 | ||
Waste Management Inc. | 4.150% | 7/15/49 | 1,100 | 1,003 | ||
Waste Management Inc. | 2.500% | 11/15/50 | 1,150 | 782 | ||
WW Grainger Inc. | 4.600% | 6/15/45 | 540 | 517 | ||
WW Grainger Inc. | 3.750% | 5/15/46 | 1,189 | 1,008 | ||
WW Grainger Inc. | 4.200% | 5/15/47 | 966 | 883 | ||
Xylem Inc. | 4.375% | 11/1/46 | 925 | 839 | ||
332,852 | ||||||
Materials (1.8%) | ||||||
Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 890 | 708 | ||
Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 1,125 | 849 | ||
Albemarle Corp. | 5.450% | 12/1/44 | 1,025 | 989 | ||
Albemarle Corp. | 5.650% | 6/1/52 | 1,000 | 999 | ||
ArcelorMittal SA | 7.000% | 10/15/39 | 1,500 | 1,528 | ||
ArcelorMittal SA | 6.750% | 3/1/41 | 1,100 | 1,086 | ||
Barrick Gold Corp. | 6.450% | 10/15/35 | 970 | 1,076 | ||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 1,685 | 1,744 | ||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 1,721 | 1,794 | ||
Barrick PD Australia Finance Pty. Ltd. | 5.950% | 10/15/39 | 1,820 | 1,931 | ||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 2,525 | 2,347 | ||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 5,101 | 5,249 | ||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 900 | 749 | ||
CF Industries Inc. | 5.150% | 3/15/34 | 1,355 | 1,324 | ||
CF Industries Inc. | 4.950% | 6/1/43 | 1,825 | 1,638 | ||
CF Industries Inc. | 5.375% | 3/15/44 | 1,355 | 1,264 | ||
Dow Chemical Co. | 4.250% | 10/1/34 | 1,178 | 1,117 | ||
Dow Chemical Co. | 9.400% | 5/15/39 | 247 | 352 | ||
Dow Chemical Co. | 5.250% | 11/15/41 | 1,333 | 1,320 | ||
Dow Chemical Co. | 4.375% | 11/15/42 | 2,336 | 2,057 | ||
Dow Chemical Co. | 4.625% | 10/1/44 | 1,518 | 1,375 | ||
Dow Chemical Co. | 5.550% | 11/30/48 | 2,160 | 2,185 | ||
Dow Chemical Co. | 4.800% | 5/15/49 | 1,660 | 1,519 | ||
Dow Chemical Co. | 3.600% | 11/15/50 | 2,725 | 2,080 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 2,081 | 2,059 | ||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 3,453 | 3,432 | ||
Eastman Chemical Co. | 4.800% | 9/1/42 | 1,415 | 1,275 | ||
Eastman Chemical Co. | 4.650% | 10/15/44 | 1,159 | 1,005 | ||
Ecolab Inc. | 2.125% | 8/15/50 | 1,100 | 703 | ||
Ecolab Inc. | 2.700% | 12/15/51 | 1,754 | 1,253 | ||
Ecolab Inc. | 2.750% | 8/18/55 | 2,359 | 1,651 | ||
FMC Corp. | 4.500% | 10/1/49 | 1,250 | 1,070 | ||
Freeport-McMoRan Inc. | 5.400% | 11/14/34 | 1,700 | 1,660 | ||
Freeport-McMoRan Inc. | 5.450% | 3/15/43 | 4,009 | 3,709 | ||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 1,300 | 1,112 | ||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 905 | 846 | ||
International Paper Co. | 5.000% | 9/15/35 | 1,775 | 1,789 | ||
International Paper Co. | 7.300% | 11/15/39 | 1,045 | 1,219 | ||
International Paper Co. | 6.000% | 11/15/41 | 1,620 | 1,682 | ||
International Paper Co. | 4.800% | 6/15/44 | 1,792 | 1,657 | ||
International Paper Co. | 4.400% | 8/15/47 | 1,500 | 1,337 | ||
International Paper Co. | 4.350% | 8/15/48 | 1,300 | 1,152 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Linde Inc. | 3.550% | 11/7/42 | 1,678 | 1,450 | ||
Linde Inc. | 2.000% | 8/10/50 | 370 | 232 | ||
Lubrizol Corp. | 6.500% | 10/1/34 | 640 | 758 | ||
LYB International Finance BV | 5.250% | 7/15/43 | 1,705 | 1,593 | ||
LYB International Finance BV | 4.875% | 3/15/44 | 956 | 863 | ||
LYB International Finance III LLC | 3.375% | 10/1/40 | 800 | 613 | ||
LYB International Finance III LLC | 4.200% | 10/15/49 | 1,162 | 944 | ||
LYB International Finance III LLC | 4.200% | 5/1/50 | 1,155 | 939 | ||
LYB International Finance III LLC | 3.625% | 4/1/51 | 1,035 | 765 | ||
LYB International Finance III LLC | 3.800% | 10/1/60 | 1,495 | 1,060 | ||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 2,117 | 1,810 | ||
Martin Marietta Materials Inc. | 3.200% | 7/15/51 | 2,000 | 1,415 | ||
Mosaic Co. | 5.450% | 11/15/33 | 1,743 | 1,807 | ||
Mosaic Co. | 4.875% | 11/15/41 | 1,032 | 939 | ||
Mosaic Co. | 5.625% | 11/15/43 | 1,293 | 1,329 | ||
Newmont Corp. | 2.600% | 7/15/32 | 1,405 | 1,159 | ||
4 | Newmont Corp. | 5.875% | 4/1/35 | 1,297 | 1,368 | |
Newmont Corp. | 6.250% | 10/1/39 | 1,875 | 2,060 | ||
Newmont Corp. | 4.875% | 3/15/42 | 2,162 | 2,071 | ||
Newmont Corp. | 5.450% | 6/9/44 | 1,120 | 1,127 | ||
Nucor Corp. | 2.979% | 12/15/55 | 3,600 | 2,434 | ||
Nutrien Ltd. | 4.125% | 3/15/35 | 1,335 | 1,237 | ||
Nutrien Ltd. | 5.875% | 12/1/36 | 1,090 | 1,205 | ||
Nutrien Ltd. | 5.625% | 12/1/40 | 1,105 | 1,152 | ||
Nutrien Ltd. | 4.900% | 6/1/43 | 1,675 | 1,614 | ||
Nutrien Ltd. | 5.250% | 1/15/45 | 835 | 833 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 1,650 | 1,639 | ||
Packaging Corp. of America | 4.050% | 12/15/49 | 830 | 687 | ||
Packaging Corp. of America | 3.050% | 10/1/51 | 1,075 | 761 | ||
Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 920 | 1,045 | ||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 1,373 | 1,505 | ||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 2,006 | 2,089 | ||
Rio Tinto Finance USA Ltd. | 2.750% | 11/2/51 | 2,405 | 1,741 | ||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 2,020 | 2,011 | ||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 1,461 | 1,347 | ||
RPM International Inc. | 5.250% | 6/1/45 | 900 | 836 | ||
RPM International Inc. | 4.250% | 1/15/48 | 765 | 650 | ||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 2,034 | 1,780 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 1,578 | 1,395 | ||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 1,900 | 1,520 | ||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 600 | 445 | ||
Sherwin-Williams Co. | 2.900% | 3/15/52 | 1,075 | 735 | ||
Southern Copper Corp. | 7.500% | 7/27/35 | 1,845 | 2,183 | ||
Southern Copper Corp. | 6.750% | 4/16/40 | 2,290 | 2,580 | ||
Southern Copper Corp. | 5.250% | 11/8/42 | 3,418 | 3,324 | ||
Southern Copper Corp. | 5.875% | 4/23/45 | 2,090 | 2,166 | ||
Steel Dynamics Inc. | 3.250% | 10/15/50 | 950 | 657 | ||
Teck Resources Ltd. | 6.000% | 8/15/40 | 894 | 891 | ||
Teck Resources Ltd. | 5.200% | 3/1/42 | 1,190 | 1,083 | ||
Teck Resources Ltd. | 5.400% | 2/1/43 | 490 | 458 | ||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 1,008 | 1,183 | ||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 3,996 | 4,283 | ||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 1,100 | 1,170 | ||
Vale SA | 5.625% | 9/11/42 | 1,210 | 1,128 | ||
Vulcan Materials Co. | 4.500% | 6/15/47 | 2,465 | 2,194 | ||
Westlake Corp. | 2.875% | 8/15/41 | 500 | 354 | ||
Westlake Corp. | 5.000% | 8/15/46 | 2,020 | 1,909 | ||
Westlake Corp. | 4.375% | 11/15/47 | 1,205 | 1,036 | ||
Westlake Corp. | 3.125% | 8/15/51 | 1,099 | 766 | ||
Westlake Corp. | 3.375% | 8/15/61 | 1,125 | 760 | ||
WRKCo Inc. | 3.000% | 6/15/33 | 1,650 | 1,390 | ||
148,369 | ||||||
Real Estate (0.7%) | ||||||
Agree LP | 2.600% | 6/15/33 | 775 | 612 | ||
Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 2,209 | 1,662 | ||
Alexandria Real Estate Equities Inc. | 2.950% | 3/15/34 | 1,180 | 981 | ||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 575 | 538 | ||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 1,670 | 1,383 | ||
Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | 1,080 | 731 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Alexandria Real Estate Equities Inc. | 3.550% | 3/15/52 | 1,745 | 1,315 | ||
American Assets Trust LP | 3.375% | 2/1/31 | 52 | 44 | ||
American Tower Corp. | 3.700% | 10/15/49 | 1,040 | 785 | ||
American Tower Corp. | 3.100% | 6/15/50 | 2,170 | 1,501 | ||
American Tower Corp. | 2.950% | 1/15/51 | 1,825 | 1,228 | ||
4 | AvalonBay Communities Inc. | 3.900% | 10/15/46 | 990 | 857 | |
4 | AvalonBay Communities Inc. | 4.150% | 7/1/47 | 775 | 694 | |
4 | AvalonBay Communities Inc. | 4.350% | 4/15/48 | 245 | 226 | |
Camden Property Trust | 3.350% | 11/1/49 | 685 | 536 | ||
Corporate Office Properties LP | 2.900% | 12/1/33 | 1,364 | 1,058 | ||
Crown Castle International Corp. | 2.900% | 4/1/41 | 1,882 | 1,363 | ||
Crown Castle International Corp. | 4.750% | 5/15/47 | 378 | 341 | ||
Crown Castle International Corp. | 5.200% | 2/15/49 | 1,258 | 1,208 | ||
Crown Castle International Corp. | 4.000% | 11/15/49 | 1,500 | 1,213 | ||
Crown Castle International Corp. | 4.150% | 7/1/50 | 1,475 | 1,219 | ||
Crown Castle International Corp. | 3.250% | 1/15/51 | 1,610 | 1,157 | ||
Duke Realty LP | 3.050% | 3/1/50 | 925 | 683 | ||
Equinix Inc. | 3.000% | 7/15/50 | 646 | 442 | ||
Equinix Inc. | 2.950% | 9/15/51 | 1,238 | 834 | ||
Equinix Inc. | 3.400% | 2/15/52 | 550 | 408 | ||
ERP Operating LP | 4.500% | 7/1/44 | 1,225 | 1,165 | ||
ERP Operating LP | 4.500% | 6/1/45 | 725 | 676 | ||
ERP Operating LP | 4.000% | 8/1/47 | 950 | 827 | ||
Essex Portfolio LP | 4.500% | 3/15/48 | 596 | 535 | ||
Essex Portfolio LP | 2.650% | 9/1/50 | 620 | 393 | ||
Federal Realty OP LP | 4.500% | 12/1/44 | 920 | 818 | ||
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 625 | 709 | ||
Highwoods Realty LP | 2.600% | 2/1/31 | 73 | 60 | ||
Invitation Homes Operating Partnership LP | 2.700% | 1/15/34 | 1,000 | 769 | ||
Kilroy Realty LP | 2.500% | 11/15/32 | 1,075 | 839 | ||
Kilroy Realty LP | 2.650% | 11/15/33 | 925 | 717 | ||
Kimco Realty Corp. | 4.250% | 4/1/45 | 875 | 736 | ||
Kimco Realty Corp. | 4.125% | 12/1/46 | 1,000 | 824 | ||
Kimco Realty Corp. | 4.450% | 9/1/47 | 980 | 854 | ||
Kimco Realty Corp. | 3.700% | 10/1/49 | 175 | 136 | ||
Mid-America Apartments LP | 2.875% | 9/15/51 | 720 | 501 | ||
National Retail Properties Inc. | 4.800% | 10/15/48 | 600 | 558 | ||
National Retail Properties Inc. | 3.500% | 4/15/51 | 1,400 | 1,054 | ||
National Retail Properties Inc. | 3.000% | 4/15/52 | 1,175 | 805 | ||
Omega Healthcare Investors Inc. | 3.250% | 4/15/33 | 2,000 | 1,509 | ||
Prologis LP | 4.375% | 9/15/48 | 653 | 616 | ||
Prologis LP | 3.000% | 4/15/50 | 1,425 | 1,075 | ||
Prologis LP | 2.125% | 10/15/50 | 1,325 | 844 | ||
Realty Income Corp. | 2.850% | 12/15/32 | 1,542 | 1,321 | ||
Realty Income Corp. | 1.800% | 3/15/33 | 1,617 | 1,236 | ||
Realty Income Corp. | 4.650% | 3/15/47 | 1,406 | 1,366 | ||
Regency Centers LP | 4.400% | 2/1/47 | 695 | 609 | ||
Regency Centers LP | 4.650% | 3/15/49 | 804 | 718 | ||
Simon Property Group LP | 6.750% | 2/1/40 | 1,202 | 1,356 | ||
Simon Property Group LP | 4.750% | 3/15/42 | 855 | 785 | ||
Simon Property Group LP | 4.250% | 10/1/44 | 686 | 583 | ||
Simon Property Group LP | 4.250% | 11/30/46 | 2,100 | 1,799 | ||
Simon Property Group LP | 3.250% | 9/13/49 | 890 | 647 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 650 | 521 | ||
4 | UDR Inc. | 2.100% | 8/1/32 | 850 | 663 | |
4 | UDR Inc. | 1.900% | 3/15/33 | 875 | 662 | |
UDR Inc. | 3.100% | 11/1/34 | 775 | 634 | ||
Ventas Realty LP | 5.700% | 9/30/43 | 695 | 708 | ||
Ventas Realty LP | 4.375% | 2/1/45 | 400 | 341 | ||
Ventas Realty LP | 4.875% | 4/15/49 | 635 | 591 | ||
VICI Properties LP | 5.625% | 5/15/52 | 1,500 | 1,364 | ||
Welltower Inc. | 6.500% | 3/15/41 | 850 | 953 | ||
Welltower Inc. | 4.950% | 9/1/48 | 1,070 | 1,010 | ||
Weyerhaeuser Co. | 4.000% | 3/9/52 | 900 | 738 | ||
WP Carey Inc. | 2.250% | 4/1/33 | 1,303 | 1,002 | ||
59,646 | ||||||
Technology (4.3%) | ||||||
Analog Devices Inc. | 2.800% | 10/1/41 | 1,820 | 1,427 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Analog Devices Inc. | 2.950% | 10/1/51 | 1,935 | 1,480 | ||
Apple Inc. | 4.500% | 2/23/36 | 2,024 | 2,105 | ||
Apple Inc. | 2.375% | 2/8/41 | 2,445 | 1,871 | ||
Apple Inc. | 3.850% | 5/4/43 | 6,007 | 5,527 | ||
Apple Inc. | 4.450% | 5/6/44 | 2,200 | 2,194 | ||
Apple Inc. | 3.450% | 2/9/45 | 3,965 | 3,455 | ||
Apple Inc. | 4.375% | 5/13/45 | 3,858 | 3,813 | ||
Apple Inc. | 4.650% | 2/23/46 | 5,096 | 5,267 | ||
Apple Inc. | 3.850% | 8/4/46 | 4,020 | 3,686 | ||
Apple Inc. | 4.250% | 2/9/47 | 2,020 | 1,984 | ||
Apple Inc. | 3.750% | 9/12/47 | 2,099 | 1,900 | ||
Apple Inc. | 3.750% | 11/13/47 | 2,463 | 2,217 | ||
Apple Inc. | 2.950% | 9/11/49 | 4,901 | 3,855 | ||
Apple Inc. | 2.650% | 5/11/50 | 2,528 | 1,869 | ||
Apple Inc. | 2.400% | 8/20/50 | 2,605 | 1,834 | ||
Apple Inc. | 2.650% | 2/8/51 | 7,155 | 5,288 | ||
Apple Inc. | 2.700% | 8/5/51 | 3,449 | 2,585 | ||
Apple Inc. | 2.550% | 8/20/60 | 4,298 | 2,951 | ||
Apple Inc. | 2.800% | 2/8/61 | 4,240 | 3,035 | ||
Apple Inc. | 2.850% | 8/5/61 | 2,405 | 1,749 | ||
Applied Materials Inc. | 5.100% | 10/1/35 | 1,725 | 1,810 | ||
Applied Materials Inc. | 5.850% | 6/15/41 | 1,455 | 1,659 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 878 | 849 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 1,585 | 1,181 | ||
Broadcom Inc. | 4.300% | 11/15/32 | 5,340 | 4,858 | ||
5 | Broadcom Inc. | 2.600% | 2/15/33 | 4,010 | 3,092 | |
5 | Broadcom Inc. | 3.419% | 4/15/33 | 4,276 | 3,535 | |
5 | Broadcom Inc. | 3.469% | 4/15/34 | 4,650 | 3,772 | |
5 | Broadcom Inc. | 3.137% | 11/15/35 | 6,255 | 4,778 | |
5 | Broadcom Inc. | 3.187% | 11/15/36 | 4,260 | 3,236 | |
5 | Broadcom Inc. | 4.926% | 5/15/37 | 4,000 | 3,593 | |
5 | Broadcom Inc. | 3.500% | 2/15/41 | 7,160 | 5,399 | |
5 | Broadcom Inc. | 3.750% | 2/15/51 | 3,570 | 2,637 | |
Cisco Systems Inc. | 5.900% | 2/15/39 | 2,692 | 3,064 | ||
Cisco Systems Inc. | 5.500% | 1/15/40 | 4,060 | 4,447 | ||
Corning Inc. | 4.700% | 3/15/37 | 1,150 | 1,084 | ||
Corning Inc. | 5.750% | 8/15/40 | 1,013 | 1,064 | ||
Corning Inc. | 4.750% | 3/15/42 | 350 | 328 | ||
Corning Inc. | 5.350% | 11/15/48 | 1,771 | 1,741 | ||
Corning Inc. | 3.900% | 11/15/49 | 300 | 239 | ||
Corning Inc. | 4.375% | 11/15/57 | 1,415 | 1,164 | ||
Corning Inc. | 5.850% | 11/15/68 | 721 | 709 | ||
Corning Inc. | 5.450% | 11/15/79 | 775 | 699 | ||
Dell Inc. | 6.500% | 4/15/38 | 1,200 | 1,204 | ||
Dell International LLC | 8.100% | 7/15/36 | 1,858 | 2,175 | ||
5 | Dell International LLC | 3.375% | 12/15/41 | 2,100 | 1,501 | |
Dell International LLC | 8.350% | 7/15/46 | 1,446 | 1,802 | ||
5 | Dell International LLC | 3.450% | 12/15/51 | 2,425 | 1,642 | |
Fidelity National Information Services Inc. | 3.100% | 3/1/41 | 1,435 | 1,049 | ||
Fidelity National Information Services Inc. | 4.500% | 8/15/46 | 281 | 248 | ||
Fiserv Inc. | 4.400% | 7/1/49 | 4,500 | 3,878 | ||
Global Payments Inc. | 4.150% | 8/15/49 | 1,962 | 1,534 | ||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 3,371 | 3,391 | ||
HP Inc. | 5.500% | 1/15/33 | 2,000 | 1,953 | ||
HP Inc. | 6.000% | 9/15/41 | 3,007 | 3,042 | ||
Intel Corp. | 4.000% | 12/15/32 | 1,457 | 1,433 | ||
Intel Corp. | 4.600% | 3/25/40 | 1,695 | 1,656 | ||
Intel Corp. | 2.800% | 8/12/41 | 1,700 | 1,294 | ||
Intel Corp. | 4.800% | 10/1/41 | 1,500 | 1,504 | ||
Intel Corp. | 4.250% | 12/15/42 | 1,125 | 1,041 | ||
Intel Corp. | 4.900% | 7/29/45 | 2,100 | 2,096 | ||
Intel Corp. | 4.100% | 5/19/46 | 3,180 | 2,897 | ||
Intel Corp. | 4.100% | 5/11/47 | 1,585 | 1,442 | ||
Intel Corp. | 3.734% | 12/8/47 | 5,527 | 4,685 | ||
Intel Corp. | 3.250% | 11/15/49 | 3,935 | 3,072 | ||
Intel Corp. | 4.750% | 3/25/50 | 1,240 | 1,220 | ||
Intel Corp. | 3.050% | 8/12/51 | 3,600 | 2,681 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Intel Corp. | 3.100% | 2/15/60 | 1,900 | 1,360 | ||
Intel Corp. | 4.950% | 3/25/60 | 1,215 | 1,233 | ||
Intel Corp. | 3.200% | 8/12/61 | 1,055 | 770 | ||
International Business Machines Corp. | 5.875% | 11/29/32 | 1,816 | 1,994 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 4,533 | 4,087 | ||
International Business Machines Corp. | 5.600% | 11/30/39 | 1,820 | 1,917 | ||
International Business Machines Corp. | 2.850% | 5/15/40 | 975 | 741 | ||
International Business Machines Corp. | 4.000% | 6/20/42 | 4,215 | 3,651 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 5,633 | 4,977 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 1,013 | 732 | ||
International Business Machines Corp. | 3.430% | 2/9/52 | 360 | 277 | ||
Juniper Networks Inc. | 5.950% | 3/15/41 | 905 | 879 | ||
KLA Corp. | 4.650% | 7/15/32 | 2,000 | 2,044 | ||
KLA Corp. | 5.000% | 3/15/49 | 590 | 593 | ||
KLA Corp. | 3.300% | 3/1/50 | 750 | 595 | ||
KLA Corp. | 4.950% | 7/15/52 | 2,200 | 2,211 | ||
KLA Corp. | 5.250% | 7/15/62 | 1,600 | 1,645 | ||
5 | Kyndryl Holdings Inc. | 4.100% | 10/15/41 | 810 | 535 | |
Lam Research Corp. | 4.875% | 3/15/49 | 2,155 | 2,199 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 1,654 | 1,217 | ||
Lam Research Corp. | 3.125% | 6/15/60 | 550 | 397 | ||
Micron Technology Inc. | 3.366% | 11/1/41 | 845 | 613 | ||
Micron Technology Inc. | 3.477% | 11/1/51 | 890 | 617 | ||
Microsoft Corp. | 3.500% | 2/12/35 | 3,320 | 3,189 | ||
Microsoft Corp. | 4.200% | 11/3/35 | 545 | 561 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 7,090 | 6,695 | ||
Microsoft Corp. | 4.100% | 2/6/37 | 1,559 | 1,583 | ||
Microsoft Corp. | 4.500% | 10/1/40 | 2,085 | 2,159 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 8,160 | 7,612 | ||
Microsoft Corp. | 2.525% | 6/1/50 | 10,768 | 7,928 | ||
Microsoft Corp. | 2.921% | 3/17/52 | 15,588 | 12,307 | ||
Microsoft Corp. | 3.950% | 8/8/56 | 575 | 543 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 8,912 | 6,405 | ||
Microsoft Corp. | 3.041% | 3/17/62 | 4,173 | 3,250 | ||
Moody's Corp. | 2.750% | 8/19/41 | 1,400 | 1,025 | ||
Moody's Corp. | 5.250% | 7/15/44 | 1,650 | 1,665 | ||
Moody's Corp. | 4.875% | 12/17/48 | 175 | 171 | ||
Moody's Corp. | 3.250% | 5/20/50 | 871 | 645 | ||
Moody's Corp. | 3.750% | 2/25/52 | 900 | 737 | ||
Moody's Corp. | 2.550% | 8/18/60 | 1,125 | 697 | ||
Moody's Corp. | 3.100% | 11/29/61 | 375 | 259 | ||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 1,025 | 951 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 1,225 | 1,070 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 4,192 | 3,562 | ||
NVIDIA Corp. | 3.700% | 4/1/60 | 1,172 | 984 | ||
NXP BV | 5.000% | 1/15/33 | 2,000 | 1,955 | ||
NXP BV | 3.250% | 5/11/41 | 1,625 | 1,227 | ||
NXP BV | 3.125% | 2/15/42 | 1,015 | 743 | ||
NXP BV | 3.250% | 11/30/51 | 1,040 | 729 | ||
Oracle Corp. | 4.300% | 7/8/34 | 5,025 | 4,408 | ||
Oracle Corp. | 3.900% | 5/15/35 | 2,466 | 2,034 | ||
Oracle Corp. | 3.850% | 7/15/36 | 2,465 | 1,979 | ||
Oracle Corp. | 3.800% | 11/15/37 | 4,006 | 3,117 | ||
Oracle Corp. | 6.500% | 4/15/38 | 413 | 427 | ||
Oracle Corp. | 6.125% | 7/8/39 | 1,519 | 1,520 | ||
Oracle Corp. | 3.600% | 4/1/40 | 6,210 | 4,651 | ||
Oracle Corp. | 5.375% | 7/15/40 | 4,302 | 3,915 | ||
Oracle Corp. | 3.650% | 3/25/41 | 4,475 | 3,335 | ||
Oracle Corp. | 4.500% | 7/8/44 | 1,925 | 1,574 | ||
Oracle Corp. | 4.125% | 5/15/45 | 5,945 | 4,531 | ||
Oracle Corp. | 4.000% | 7/15/46 | 7,465 | 5,539 | ||
Oracle Corp. | 4.000% | 11/15/47 | 1,325 | 985 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Oracle Corp. | 3.600% | 4/1/50 | 9,471 | 6,610 | ||
Oracle Corp. | 3.950% | 3/25/51 | 6,373 | 4,679 | ||
Oracle Corp. | 4.375% | 5/15/55 | 2,438 | 1,838 | ||
Oracle Corp. | 3.850% | 4/1/60 | 5,201 | 3,588 | ||
Oracle Corp. | 4.100% | 3/25/61 | 3,150 | 2,257 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 2,600 | 1,963 | ||
PayPal Holdings Inc. | 5.050% | 6/1/52 | 1,000 | 994 | ||
PayPal Holdings Inc. | 5.250% | 6/1/62 | 1,000 | 989 | ||
QUALCOMM Inc. | 4.650% | 5/20/35 | 1,970 | 2,021 | ||
QUALCOMM Inc. | 4.800% | 5/20/45 | 3,874 | 3,957 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 3,004 | 2,878 | ||
QUALCOMM Inc. | 4.500% | 5/20/52 | 2,000 | 1,979 | ||
S&P Global Inc. | 3.250% | 12/1/49 | 1,427 | 1,118 | ||
5 | S&P Global Inc. | 3.700% | 3/1/52 | 1,075 | 919 | |
S&P Global Inc. | 2.300% | 8/15/60 | 1,625 | 998 | ||
5 | S&P Global Inc. | 3.900% | 3/1/62 | 500 | 425 | |
Salesforce Inc. | 2.700% | 7/15/41 | 1,990 | 1,541 | ||
Salesforce Inc. | 2.900% | 7/15/51 | 4,578 | 3,468 | ||
Salesforce Inc. | 3.050% | 7/15/61 | 3,150 | 2,315 | ||
Texas Instruments Inc. | 3.875% | 3/15/39 | 2,099 | 1,976 | ||
Texas Instruments Inc. | 4.150% | 5/15/48 | 2,963 | 2,858 | ||
Texas Instruments Inc. | 2.700% | 9/15/51 | 1,085 | 827 | ||
TSMC Arizona Corp. | 3.125% | 10/25/41 | 2,250 | 1,842 | ||
TSMC Arizona Corp. | 3.250% | 10/25/51 | 1,750 | 1,412 | ||
TSMC Arizona Corp. | 4.500% | 4/22/52 | 2,000 | 1,974 | ||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 893 | 895 | ||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 925 | 717 | ||
362,459 | ||||||
Utilities (6.0%) | ||||||
4 | AEP Texas Inc. | 4.150% | 5/1/49 | 690 | 592 | |
4 | AEP Texas Inc. | 3.450% | 1/15/50 | 1,015 | 783 | |
AEP Texas Inc. | 3.450% | 5/15/51 | 1,087 | 837 | ||
AEP Texas Inc. | 5.250% | 5/15/52 | 1,000 | 1,014 | ||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 750 | 666 | ||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 1,290 | 1,093 | ||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 700 | 639 | ||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 1,200 | 1,019 | ||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 1,130 | 863 | ||
4 | AEP Transmission Co. LLC | 3.650% | 4/1/50 | 730 | 606 | |
4 | AEP Transmission Co. LLC | 2.750% | 8/15/51 | 1,140 | 801 | |
4 | AEP Transmission Co. LLC | 4.500% | 6/15/52 | 1,275 | 1,222 | |
Alabama Power Co. | 6.125% | 5/15/38 | 610 | 672 | ||
Alabama Power Co. | 6.000% | 3/1/39 | 1,215 | 1,333 | ||
Alabama Power Co. | 3.850% | 12/1/42 | 419 | 359 | ||
Alabama Power Co. | 4.150% | 8/15/44 | 950 | 848 | ||
Alabama Power Co. | 3.750% | 3/1/45 | 967 | 800 | ||
Alabama Power Co. | 4.300% | 1/2/46 | 1,216 | 1,101 | ||
4 | Alabama Power Co. | 3.700% | 12/1/47 | 2,017 | 1,684 | |
4 | Alabama Power Co. | 4.300% | 7/15/48 | 1,005 | 907 | |
Alabama Power Co. | 3.450% | 10/1/49 | 1,205 | 949 | ||
Alabama Power Co. | 3.125% | 7/15/51 | 792 | 594 | ||
Alabama Power Co. | 3.000% | 3/15/52 | 1,335 | 982 | ||
Ameren Illinois Co. | 4.150% | 3/15/46 | 857 | 782 | ||
Ameren Illinois Co. | 3.700% | 12/1/47 | 1,110 | 951 | ||
Ameren Illinois Co. | 4.500% | 3/15/49 | 1,437 | 1,389 | ||
Ameren Illinois Co. | 3.250% | 3/15/50 | 651 | 508 | ||
Ameren Illinois Co. | 2.900% | 6/15/51 | 852 | 628 | ||
American Electric Power Co. Inc. | 3.250% | 3/1/50 | 810 | 583 | ||
American Water Capital Corp. | 6.593% | 10/15/37 | 1,174 | 1,362 | ||
American Water Capital Corp. | 4.300% | 12/1/42 | 1,035 | 953 | ||
American Water Capital Corp. | 4.300% | 9/1/45 | 675 | 603 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 1,501 | 1,253 | ||
American Water Capital Corp. | 4.200% | 9/1/48 | 1,920 | 1,721 | ||
American Water Capital Corp. | 4.150% | 6/1/49 | 545 | 481 | ||
American Water Capital Corp. | 3.450% | 5/1/50 | 1,620 | 1,290 | ||
American Water Capital Corp. | 3.250% | 6/1/51 | 1,300 | 1,012 | ||
Appalachian Power Co. | 7.000% | 4/1/38 | 943 | 1,091 | ||
Appalachian Power Co. | 4.400% | 5/15/44 | 678 | 595 | ||
Appalachian Power Co. | 4.450% | 6/1/45 | 718 | 626 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
4 | Appalachian Power Co. | 4.500% | 3/1/49 | 1,270 | 1,130 | |
4 | Appalachian Power Co. | 3.700% | 5/1/50 | 1,675 | 1,334 | |
Arizona Public Service Co. | 5.050% | 9/1/41 | 1,355 | 1,279 | ||
Arizona Public Service Co. | 4.500% | 4/1/42 | 825 | 733 | ||
Arizona Public Service Co. | 4.350% | 11/15/45 | 1,005 | 865 | ||
Arizona Public Service Co. | 3.750% | 5/15/46 | 1,260 | 1,012 | ||
Arizona Public Service Co. | 4.200% | 8/15/48 | 850 | 723 | ||
Arizona Public Service Co. | 4.250% | 3/1/49 | 945 | 815 | ||
Arizona Public Service Co. | 3.500% | 12/1/49 | 350 | 263 | ||
Arizona Public Service Co. | 3.350% | 5/15/50 | 200 | 147 | ||
Atmos Energy Corp. | 5.500% | 6/15/41 | 925 | 975 | ||
Atmos Energy Corp. | 4.150% | 1/15/43 | 1,065 | 943 | ||
Atmos Energy Corp. | 4.125% | 10/15/44 | 517 | 462 | ||
Atmos Energy Corp. | 4.300% | 10/1/48 | 425 | 395 | ||
Atmos Energy Corp. | 4.125% | 3/15/49 | 1,584 | 1,441 | ||
Atmos Energy Corp. | 3.375% | 9/15/49 | 1,365 | 1,095 | ||
Atmos Energy Corp. | 2.850% | 2/15/52 | 1,150 | 829 | ||
Avista Corp. | 4.350% | 6/1/48 | 850 | 797 | ||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 350 | 402 | ||
Baltimore Gas & Electric Co. | 3.500% | 8/15/46 | 1,068 | 878 | ||
4 | Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 1,240 | 1,064 | |
Baltimore Gas & Electric Co. | 4.250% | 9/15/48 | 675 | 622 | ||
Baltimore Gas & Electric Co. | 3.200% | 9/15/49 | 690 | 534 | ||
Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | 291 | 214 | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 3,641 | 4,015 | ||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 1,324 | 1,448 | ||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 1,133 | 1,143 | ||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 906 | 840 | ||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 1,516 | 1,274 | ||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 3,043 | 2,832 | ||
Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 1,752 | 1,600 | ||
Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | 635 | 451 | ||
5 | Berkshire Hathaway Energy Co. | 4.600% | 5/1/53 | 1,900 | 1,833 | |
Black Hills Corp. | 4.350% | 5/1/33 | 1,035 | 968 | ||
Black Hills Corp. | 4.200% | 9/15/46 | 1,045 | 888 | ||
4 | CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/33 | 570 | 677 | |
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 595 | 513 | ||
CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | 719 | 696 | ||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 1,537 | 1,383 | ||
4 | CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 1,881 | 1,784 | |
4 | CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/51 | 1,600 | 1,306 | |
4 | CenterPoint Energy Houston Electric LLC | 3.600% | 3/1/52 | 640 | 551 | |
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 700 | 562 | ||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 969 | 1,041 | ||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 625 | 554 | ||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 858 | 807 | ||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 988 | 1,044 | ||
CMS Energy Corp. | 4.875% | 3/1/44 | 1,359 | 1,295 | ||
Commonwealth Edison Co. | 5.900% | 3/15/36 | 820 | 919 | ||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 1,250 | 1,462 | ||
Commonwealth Edison Co. | 3.800% | 10/1/42 | 125 | 107 | ||
Commonwealth Edison Co. | 4.600% | 8/15/43 | 1,415 | 1,367 | ||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 1,650 | 1,613 | ||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 760 | 635 | ||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 1,750 | 1,484 | ||
4 | Commonwealth Edison Co. | 3.750% | 8/15/47 | 498 | 427 | |
Commonwealth Edison Co. | 4.000% | 3/1/48 | 1,987 | 1,789 | ||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 1,275 | 1,139 | ||
4 | Commonwealth Edison Co. | 3.200% | 11/15/49 | 900 | 701 | |
Commonwealth Edison Co. | 3.000% | 3/1/50 | 688 | 526 | ||
4 | Commonwealth Edison Co. | 3.125% | 3/15/51 | 995 | 766 | |
4 | Commonwealth Edison Co. | 2.750% | 9/1/51 | 940 | 670 | |
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 297 | 276 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 1,770 | 1,604 | ||
4 | Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 1,070 | 1,106 | |
4 | Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 770 | 821 | |
4 | Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 1,245 | 1,381 | |
4 | Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 960 | 1,120 | |
4 | Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 1,800 | 1,864 | |
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 1,680 | 1,769 | ||
4 | Consolidated Edison Co. of New York Inc. | 4.200% | 3/15/42 | 945 | 833 | |
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 1,588 | 1,368 | ||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 999 | 916 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 1,034 | 950 | ||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 1,225 | 1,038 | ||
4 | Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 782 | 655 | |
4 | Consolidated Edison Co. of New York Inc. | 4.650% | 12/1/48 | 1,180 | 1,114 | |
4 | Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | 2,125 | 1,854 | |
4 | Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 635 | 554 | |
Consolidated Edison Co. of New York Inc. | 3.200% | 12/1/51 | 2,000 | 1,520 | ||
Consolidated Edison Co. of New York Inc. | 4.625% | 12/1/54 | 1,201 | 1,107 | ||
4 | Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 1,025 | 898 | |
4 | Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 950 | 788 | |
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 1,630 | 1,462 | ||
Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | 380 | 301 | ||
4 | Consolidated Edison Co. of New York Inc. | 3.000% | 12/1/60 | 750 | 513 | |
Consolidated Edison Co. of New York Inc. | 3.600% | 6/15/61 | 1,480 | 1,169 | ||
Constellation Energy Generation LLC | 6.250% | 10/1/39 | 565 | 578 | ||
Constellation Energy Generation LLC | 5.600% | 6/15/42 | 2,116 | 2,022 | ||
Consumers Energy Co. | 3.950% | 5/15/43 | 700 | 621 | ||
Consumers Energy Co. | 3.250% | 8/15/46 | 1,122 | 901 | ||
Consumers Energy Co. | 3.950% | 7/15/47 | 937 | 843 | ||
Consumers Energy Co. | 4.050% | 5/15/48 | 1,069 | 976 | ||
Consumers Energy Co. | 4.350% | 4/15/49 | 991 | 944 | ||
Consumers Energy Co. | 3.750% | 2/15/50 | 1,385 | 1,204 | ||
Consumers Energy Co. | 3.100% | 8/15/50 | 750 | 576 | ||
Consumers Energy Co. | 3.500% | 8/1/51 | 1,245 | 1,038 | ||
Consumers Energy Co. | 2.650% | 8/15/52 | 600 | 422 | ||
Consumers Energy Co. | 2.500% | 5/1/60 | 1,100 | 703 | ||
Dayton Power & Light Co. | 3.950% | 6/15/49 | 645 | 550 | ||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 1,543 | 1,371 | ||
4 | Dominion Energy Inc. | 6.300% | 3/15/33 | 540 | 591 | |
4 | Dominion Energy Inc. | 5.250% | 8/1/33 | 1,000 | 1,032 | |
4 | Dominion Energy Inc. | 5.950% | 6/15/35 | 915 | 975 | |
4 | Dominion Energy Inc. | 3.300% | 4/15/41 | 1,450 | 1,142 | |
4 | Dominion Energy Inc. | 4.900% | 8/1/41 | 1,350 | 1,294 | |
4 | Dominion Energy Inc. | 4.050% | 9/15/42 | 1,285 | 1,101 | |
Dominion Energy Inc. | 4.700% | 12/1/44 | 617 | 570 | ||
4 | Dominion Energy Inc. | 4.600% | 3/15/49 | 1,280 | 1,199 | |
Dominion Energy South Carolina Inc. | 5.300% | 5/15/33 | 831 | 887 | ||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 1,250 | 1,396 | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 1,800 | 1,881 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 325 | 308 | ||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 456 | 454 | ||
4 | DTE Electric Co. | 4.000% | 4/1/43 | 1,010 | 901 | |
DTE Electric Co. | 4.300% | 7/1/44 | 510 | 473 | ||
DTE Electric Co. | 3.700% | 3/15/45 | 470 | 401 | ||
DTE Electric Co. | 3.700% | 6/1/46 | 1,560 | 1,357 | ||
DTE Electric Co. | 3.750% | 8/15/47 | 602 | 526 | ||
4 | DTE Electric Co. | 4.050% | 5/15/48 | 1,150 | 1,054 | |
DTE Electric Co. | 3.950% | 3/1/49 | 620 | 558 | ||
DTE Electric Co. | 2.950% | 3/1/50 | 872 | 663 | ||
4 | DTE Electric Co. | 3.250% | 4/1/51 | 1,275 | 1,024 | |
Duke Energy Carolinas LLC | 6.450% | 10/15/32 | 865 | 973 | ||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 1,067 | 1,160 | ||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 470 | 524 | ||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 400 | 447 | ||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 1,010 | 1,054 | ||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 1,225 | 1,133 | ||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 2,050 | 1,828 | ||
Duke Energy Carolinas LLC | 3.750% | 6/1/45 | 425 | 357 | ||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 1,140 | 998 | ||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 1,225 | 1,040 | ||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 1,985 | 1,748 | ||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 1,760 | 1,379 | ||
Duke Energy Carolinas LLC | 3.450% | 4/15/51 | 1,085 | 886 | ||
Duke Energy Corp. | 3.300% | 6/15/41 | 224 | 173 | ||
Duke Energy Corp. | 3.750% | 9/1/46 | 4,905 | 3,868 | ||
Duke Energy Corp. | 3.950% | 8/15/47 | 1,032 | 838 | ||
Duke Energy Corp. | 4.200% | 6/15/49 | 1,275 | 1,065 | ||
Duke Energy Corp. | 3.500% | 6/15/51 | 1,320 | 996 | ||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 1,240 | 1,419 | ||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 609 | 715 | ||
Duke Energy Florida LLC | 5.650% | 4/1/40 | 1,100 | 1,169 | ||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 1,556 | 1,227 | ||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 1,985 | 1,782 | ||
Duke Energy Florida LLC | 3.000% | 12/15/51 | 1,050 | 786 | ||
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 906 | 975 | ||
Duke Energy Indiana LLC | 6.350% | 8/15/38 | 1,950 | 2,212 | ||
4 | Duke Energy Indiana LLC | 4.900% | 7/15/43 | 1,040 | 1,012 | |
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 1,237 | 1,049 | ||
4 | Duke Energy Indiana LLC | 3.250% | 10/1/49 | 1,661 | 1,286 | |
Duke Energy Indiana LLC | 2.750% | 4/1/50 | 325 | 230 | ||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 824 | 686 | ||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 1,325 | 1,205 | ||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 1,055 | 1,204 | ||
Duke Energy Progress LLC | 4.100% | 5/15/42 | 1,900 | 1,713 | ||
Duke Energy Progress LLC | 4.100% | 3/15/43 | 710 | 639 | ||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 1,469 | 1,316 | ||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 1,364 | 1,232 | ||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 805 | 685 | ||
Duke Energy Progress LLC | 3.600% | 9/15/47 | 1,140 | 949 | ||
Duke Energy Progress LLC | 2.500% | 8/15/50 | 400 | 274 | ||
Duke Energy Progress LLC | 2.900% | 8/15/51 | 1,475 | 1,090 | ||
Duke Energy Progress LLC | 4.000% | 4/1/52 | 852 | 766 | ||
El Paso Electric Co. | 6.000% | 5/15/35 | 978 | 1,039 | ||
El Paso Electric Co. | 5.000% | 12/1/44 | 1,324 | 1,231 | ||
Emera US Finance LP | 4.750% | 6/15/46 | 2,217 | 1,955 | ||
Entergy Arkansas LLC | 4.200% | 4/1/49 | 337 | 312 | ||
Entergy Arkansas LLC | 2.650% | 6/15/51 | 1,075 | 748 | ||
Entergy Arkansas LLC | 3.350% | 6/15/52 | 960 | 760 | ||
Entergy Corp. | 3.750% | 6/15/50 | 1,825 | 1,446 | ||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 1,013 | 963 | ||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 1,491 | 1,415 | ||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 3,009 | 2,761 | ||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 1,692 | 1,535 | ||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 875 | 633 | ||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 2,082 | 1,772 | ||
Entergy Texas Inc. | 4.500% | 3/30/39 | 550 | 516 | ||
�� | Entergy Texas Inc. | 3.550% | 9/30/49 | 1,221 | 979 | |
Essential Utilities Inc. | 4.276% | 5/1/49 | 970 | 845 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Essential Utilities Inc. | 3.351% | 4/15/50 | 1,375 | 1,030 | ||
Essential Utilities Inc. | 5.300% | 5/1/52 | 975 | 980 | ||
Evergy Kansas Central Inc. | 4.125% | 3/1/42 | 643 | 575 | ||
Evergy Kansas Central Inc. | 4.100% | 4/1/43 | 1,920 | 1,678 | ||
Evergy Kansas Central Inc. | 4.250% | 12/1/45 | 787 | 710 | ||
Evergy Kansas Central Inc. | 3.450% | 4/15/50 | 525 | 421 | ||
Evergy Metro Inc. | 5.300% | 10/1/41 | 915 | 944 | ||
Evergy Metro Inc. | 4.200% | 6/15/47 | 935 | 839 | ||
Evergy Metro Inc. | 4.200% | 3/15/48 | 630 | 565 | ||
4 | Evergy Metro Inc. | 4.125% | 4/1/49 | 1,025 | 915 | |
Exelon Corp. | 5.625% | 6/15/35 | 975 | 1,015 | ||
Exelon Corp. | 5.100% | 6/15/45 | 2,974 | 2,934 | ||
Exelon Corp. | 4.450% | 4/15/46 | 1,708 | 1,541 | ||
Exelon Corp. | 4.700% | 4/15/50 | 2,193 | 2,045 | ||
5 | Exelon Corp. | 4.100% | 3/15/52 | 600 | 515 | |
Florida Power & Light Co. | 5.625% | 4/1/34 | 1,149 | 1,277 | ||
Florida Power & Light Co. | 4.950% | 6/1/35 | 850 | 883 | ||
Florida Power & Light Co. | 5.650% | 2/1/37 | 793 | 869 | ||
Florida Power & Light Co. | 5.950% | 2/1/38 | 760 | 859 | ||
Florida Power & Light Co. | 5.960% | 4/1/39 | 955 | 1,080 | ||
Florida Power & Light Co. | 5.690% | 3/1/40 | 1,084 | 1,200 | ||
Florida Power & Light Co. | 5.250% | 2/1/41 | 1,760 | 1,871 | ||
Florida Power & Light Co. | 4.050% | 6/1/42 | 1,724 | 1,593 | ||
Florida Power & Light Co. | 3.800% | 12/15/42 | 1,160 | 1,034 | ||
Florida Power & Light Co. | 4.050% | 10/1/44 | 1,132 | 1,043 | ||
Florida Power & Light Co. | 3.700% | 12/1/47 | 1,640 | 1,445 | ||
Florida Power & Light Co. | 3.950% | 3/1/48 | 2,073 | 1,901 | ||
Florida Power & Light Co. | 4.125% | 6/1/48 | 1,250 | 1,172 | ||
Florida Power & Light Co. | 3.150% | 10/1/49 | 2,290 | 1,824 | ||
Florida Power & Light Co. | 2.875% | 12/4/51 | 1,500 | 1,125 | ||
4 | Georgia Power Co. | 4.750% | 9/1/40 | 1,270 | 1,152 | |
Georgia Power Co. | 4.300% | 3/15/42 | 1,288 | 1,120 | ||
Georgia Power Co. | 4.300% | 3/15/43 | 1,385 | 1,199 | ||
4 | Georgia Power Co. | 3.700% | 1/30/50 | 1,600 | 1,273 | |
4 | Georgia Power Co. | 3.250% | 3/15/51 | 625 | 460 | |
Iberdrola International BV | 6.750% | 7/15/36 | 677 | 786 | ||
4 | Idaho Power Co. | 4.200% | 3/1/48 | 107 | 98 | |
4 | Indiana Michigan Power Co. | 4.550% | 3/15/46 | 1,125 | 1,039 | |
4 | Indiana Michigan Power Co. | 3.750% | 7/1/47 | 825 | 678 | |
Indiana Michigan Power Co. | 3.250% | 5/1/51 | 1,250 | 949 | ||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 584 | 654 | ||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 650 | 532 | ||
Interstate Power & Light Co. | 3.100% | 11/30/51 | 855 | 619 | ||
ITC Holdings Corp. | 5.300% | 7/1/43 | 900 | 904 | ||
4 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 979 | 985 | |
Kentucky Utilities Co. | 5.125% | 11/1/40 | 1,342 | 1,342 | ||
Kentucky Utilities Co. | 4.375% | 10/1/45 | 1,395 | 1,269 | ||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 1,500 | 1,168 | ||
Louisville Gas & Electric Co. | 4.250% | 4/1/49 | 755 | 686 | ||
MidAmerican Energy Co. | 4.800% | 9/15/43 | 1,033 | 1,026 | ||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 1,242 | 1,149 | ||
MidAmerican Energy Co. | 3.950% | 8/1/47 | 1,420 | 1,264 | ||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 1,549 | 1,306 | ||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 1,857 | 1,727 | ||
4 | Mississippi Power Co. | 4.250% | 3/15/42 | 1,475 | 1,293 | |
National Grid USA | 5.803% | 4/1/35 | 1,000 | 1,053 | ||
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 825 | 786 | ||
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 550 | 513 | ||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 988 | 919 | ||
4 | Nevada Power Co. | 6.650% | 4/1/36 | 923 | 1,062 | |
4 | Nevada Power Co. | 6.750% | 7/1/37 | 1,015 | 1,182 | |
4 | Nevada Power Co. | 3.125% | 8/1/50 | 1,505 | 1,117 | |
NextEra Energy Capital Holdings Inc. | 3.000% | 1/15/52 | 1,000 | 715 | ||
NiSource Inc. | 5.950% | 6/15/41 | 766 | 793 | ||
NiSource Inc. | 5.250% | 2/15/43 | 1,607 | 1,559 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
NiSource Inc. | 4.800% | 2/15/44 | 1,820 | 1,640 | ||
NiSource Inc. | 5.650% | 2/1/45 | 1,480 | 1,475 | ||
NiSource Inc. | 4.375% | 5/15/47 | 505 | 444 | ||
NiSource Inc. | 3.950% | 3/30/48 | 1,267 | 1,050 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 890 | 1,023 | ||
Northern States Power Co. | 6.200% | 7/1/37 | 1,010 | 1,177 | ||
Northern States Power Co. | 5.350% | 11/1/39 | 495 | 532 | ||
Northern States Power Co. | 4.125% | 5/15/44 | 1,125 | 1,019 | ||
Northern States Power Co. | 4.000% | 8/15/45 | 1,185 | 1,041 | ||
Northern States Power Co. | 3.600% | 9/15/47 | 400 | 337 | ||
Northern States Power Co. | 2.900% | 3/1/50 | 1,065 | 802 | ||
Northern States Power Co. | 2.600% | 6/1/51 | 1,126 | 795 | ||
Northern States Power Co. | 3.200% | 4/1/52 | 790 | 629 | ||
Northern States Power Co. | 4.500% | 6/1/52 | 1,000 | 983 | ||
NorthWestern Corp. | 4.176% | 11/15/44 | 1,000 | 870 | ||
NSTAR Electric Co. | 5.500% | 3/15/40 | 797 | 858 | ||
NSTAR Electric Co. | 4.400% | 3/1/44 | 935 | 868 | ||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 1,385 | 1,457 | ||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 2,226 | 2,190 | ||
5 | Oglethorpe Power Corp. | 4.500% | 4/1/47 | 1,000 | 858 | |
Oglethorpe Power Corp. | 5.050% | 10/1/48 | 527 | 492 | ||
Oglethorpe Power Corp. | 5.250% | 9/1/50 | 440 | 417 | ||
Ohio Edison Co. | 6.875% | 7/15/36 | 400 | 468 | ||
Ohio Power Co. | 4.150% | 4/1/48 | 660 | 579 | ||
Ohio Power Co. | 4.000% | 6/1/49 | 1,605 | 1,387 | ||
4 | Ohio Power Co. | 2.900% | 10/1/51 | 640 | 458 | |
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 975 | 884 | ||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 500 | 420 | ||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 940 | 1,165 | ||
Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | 623 | 797 | ||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 400 | 422 | ||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 1,045 | 1,015 | ||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 573 | 608 | ||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 670 | 578 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 1,165 | 1,026 | ||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 1,425 | 1,315 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 1,245 | 1,098 | ||
4 | Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | 1,480 | 1,150 | |
Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | 925 | 801 | ||
Oncor Electric Delivery Co. LLC | 2.700% | 11/15/51 | 825 | 597 | ||
Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | 735 | 806 | ||
ONE Gas Inc. | 4.658% | 2/1/44 | 1,130 | 1,022 | ||
ONE Gas Inc. | 4.500% | 11/1/48 | 900 | 797 | ||
Pacific Gas & Electric Co. | 4.500% | 7/1/40 | 6,525 | 5,055 | ||
Pacific Gas & Electric Co. | 4.200% | 6/1/41 | 910 | 675 | ||
Pacific Gas & Electric Co. | 4.750% | 2/15/44 | 2,815 | 2,149 | ||
Pacific Gas & Electric Co. | 4.300% | 3/15/45 | 1,465 | 1,066 | ||
Pacific Gas & Electric Co. | 4.250% | 3/15/46 | 50 | 37 | ||
Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 2,155 | 1,499 | ||
Pacific Gas & Electric Co. | 4.950% | 7/1/50 | 7,460 | 5,949 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 1,945 | 1,299 | ||
Pacific Gas & Electric Co. | 5.250% | 3/1/52 | 515 | 428 | ||
PacifiCorp | 5.250% | 6/15/35 | 1,504 | 1,538 | ||
PacifiCorp | 6.100% | 8/1/36 | 720 | 792 | ||
PacifiCorp | 6.250% | 10/15/37 | 1,938 | 2,171 | ||
PacifiCorp | 6.350% | 7/15/38 | 940 | 1,065 | ||
PacifiCorp | 6.000% | 1/15/39 | 1,032 | 1,133 | ||
PacifiCorp | 4.100% | 2/1/42 | 1,683 | 1,496 | ||
PacifiCorp | 4.125% | 1/15/49 | 1,820 | 1,626 | ||
PacifiCorp | 4.150% | 2/15/50 | 1,773 | 1,590 | ||
PacifiCorp | 3.300% | 3/15/51 | 700 | 549 | ||
PacifiCorp | 2.900% | 6/15/52 | 1,653 | 1,210 | ||
PECO Energy Co. | 5.950% | 10/1/36 | 590 | 658 | ||
PECO Energy Co. | 4.150% | 10/1/44 | 533 | 486 | ||
PECO Energy Co. | 3.700% | 9/15/47 | 425 | 368 | ||
PECO Energy Co. | 3.900% | 3/1/48 | 765 | 686 | ||
PECO Energy Co. | 3.000% | 9/15/49 | 600 | 455 | ||
PECO Energy Co. | 3.050% | 3/15/51 | 555 | 426 | ||
PECO Energy Co. | 2.850% | 9/15/51 | 950 | 699 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
PECO Energy Co. | 4.600% | 5/15/52 | 675 | 678 | ||
4 | PG&E Wildfire Recovery Funding LLC | 4.263% | 6/1/36 | 525 | 524 | |
4 | PG&E Wildfire Recovery Funding LLC | 4.451% | 12/1/47 | 1,625 | 1,626 | |
4 | PG&E Wildfire Recovery Funding LLC | 4.674% | 12/1/51 | 500 | 498 | |
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 550 | 503 | ||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 713 | 565 | ||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 925 | 688 | ||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 1,420 | 1,649 | ||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 1,120 | 1,017 | ||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 665 | 756 | ||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 1,080 | 962 | ||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 651 | 585 | ||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 1,882 | 1,734 | ||
PPL Electric Utilities Corp. | 3.000% | 10/1/49 | 150 | 114 | ||
Progress Energy Inc. | 6.000% | 12/1/39 | 575 | 606 | ||
4 | Public Service Co. of Colorado | 6.250% | 9/1/37 | 961 | 1,116 | |
Public Service Co. of Colorado | 6.500% | 8/1/38 | 571 | 675 | ||
Public Service Co. of Colorado | 3.600% | 9/15/42 | 440 | 376 | ||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 665 | 611 | ||
Public Service Co. of Colorado | 3.800% | 6/15/47 | 970 | 853 | ||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 1,250 | 1,137 | ||
Public Service Co. of Colorado | 4.050% | 9/15/49 | 992 | 893 | ||
4 | Public Service Co. of Colorado | 2.700% | 1/15/51 | 700 | 501 | |
4 | Public Service Co. of Colorado | 4.500% | 6/1/52 | 800 | 785 | |
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 1,690 | 1,416 | ||
4 | Public Service Electric & Gas Co. | 5.800% | 5/1/37 | 723 | 809 | |
4 | Public Service Electric & Gas Co. | 5.500% | 3/1/40 | 150 | 161 | |
4 | Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 705 | 636 | |
4 | Public Service Electric & Gas Co. | 3.650% | 9/1/42 | 660 | 565 | |
4 | Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 1,017 | 892 | |
4 | Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 1,185 | 1,002 | |
4 | Public Service Electric & Gas Co. | 4.050% | 5/1/48 | 1,000 | 909 | |
4 | Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 875 | 771 | |
4 | Public Service Electric & Gas Co. | 3.200% | 8/1/49 | 895 | 713 | |
4 | Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 1,275 | 915 | |
4 | Public Service Electric & Gas Co. | 2.050% | 8/1/50 | 855 | 536 | |
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 445 | 500 | ||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 800 | 851 | ||
Puget Sound Energy Inc. | 5.795% | 3/15/40 | 900 | 964 | ||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 1,015 | 1,069 | ||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 774 | 692 | ||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 996 | 882 | ||
Puget Sound Energy Inc. | 3.250% | 9/15/49 | 1,185 | 907 | ||
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 615 | 676 | ||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 938 | 882 | ||
4 | San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 505 | 427 | |
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 1,015 | 935 | ||
4 | San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 1,255 | 973 | |
San Diego Gas & Electric Co. | 3.700% | 3/15/52 | 1,000 | 845 | ||
4 | SCE Recovery Funding LLC | 2.943% | 11/15/42 | 525 | 519 | |
Sempra Energy | 3.800% | 2/1/38 | 1,497 | 1,263 | ||
Sempra Energy | 6.000% | 10/15/39 | 1,950 | 2,053 | ||
Sempra Energy | 4.000% | 2/1/48 | 1,267 | 1,049 | ||
Southern California Edison Co. | 6.000% | 1/15/34 | 1,085 | 1,157 | ||
4 | Southern California Edison Co. | 5.750% | 4/1/35 | 1,070 | 1,094 | |
4 | Southern California Edison Co. | 5.350% | 7/15/35 | 1,095 | 1,092 | |
Southern California Edison Co. | 5.625% | 2/1/36 | 1,040 | 1,047 | ||
4 | Southern California Edison Co. | 5.550% | 1/15/37 | 640 | 641 | |
4 | Southern California Edison Co. | 5.950% | 2/1/38 | 1,175 | 1,221 | |
Southern California Edison Co. | 6.050% | 3/15/39 | 940 | 983 | ||
Southern California Edison Co. | 5.500% | 3/15/40 | 905 | 893 | ||
Southern California Edison Co. | 4.500% | 9/1/40 | 1,605 | 1,423 | ||
Southern California Edison Co. | 4.050% | 3/15/42 | 885 | 733 | ||
4 | Southern California Edison Co. | 3.900% | 3/15/43 | 1,957 | 1,567 | |
Southern California Edison Co. | 4.650% | 10/1/43 | 2,140 | 1,935 | ||
4 | Southern California Edison Co. | 3.600% | 2/1/45 | 865 | 648 | |
Southern California Edison Co. | 4.000% | 4/1/47 | 540 | 438 | ||
4 | Southern California Edison Co. | 4.125% | 3/1/48 | 2,305 | 1,902 | |
4 | Southern California Edison Co. | 4.875% | 3/1/49 | 1,750 | 1,589 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Southern California Edison Co. | 3.650% | 2/1/50 | 1,220 | 934 | ||
4 | Southern California Edison Co. | 2.950% | 2/1/51 | 1,235 | 840 | |
4 | Southern California Edison Co. | 3.650% | 6/1/51 | 1,100 | 857 | |
Southern California Edison Co. | 3.450% | 2/1/52 | 1,075 | 800 | ||
4 | Southern California Edison Co. | 5.450% | 6/1/52 | 700 | 690 | |
Southern California Gas Co. | 5.125% | 11/15/40 | 400 | 399 | ||
Southern California Gas Co. | 3.750% | 9/15/42 | 725 | 607 | ||
4 | Southern California Gas Co. | 4.125% | 6/1/48 | 875 | 767 | |
4 | Southern California Gas Co. | 4.300% | 1/15/49 | 1,175 | 1,066 | |
4 | Southern California Gas Co. | 3.950% | 2/15/50 | 1,499 | 1,290 | |
Southern Co. | 4.250% | 7/1/36 | 1,675 | 1,537 | ||
Southern Co. | 4.400% | 7/1/46 | 2,685 | 2,341 | ||
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 1,602 | 1,686 | ||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 930 | 808 | ||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 1,215 | 992 | ||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 1,900 | 1,659 | ||
Southern Power Co. | 5.150% | 9/15/41 | 1,045 | 984 | ||
Southern Power Co. | 5.250% | 7/15/43 | 805 | 764 | ||
4 | Southern Power Co. | 4.950% | 12/15/46 | 930 | 853 | |
Southwest Gas Corp. | 3.800% | 9/29/46 | 675 | 530 | ||
Southwest Gas Corp. | 4.150% | 6/1/49 | 730 | 604 | ||
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 860 | 929 | ||
4 | Southwestern Electric Power Co. | 3.900% | 4/1/45 | 490 | 394 | |
4 | Southwestern Electric Power Co. | 3.850% | 2/1/48 | 630 | 509 | |
Southwestern Electric Power Co. | 3.250% | 11/1/51 | 2,000 | 1,476 | ||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 996 | 940 | ||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 1,200 | 929 | ||
Southwestern Public Service Co. | 3.700% | 8/15/47 | 640 | 530 | ||
4 | Southwestern Public Service Co. | 4.400% | 11/15/48 | 1,000 | 916 | |
4 | Southwestern Public Service Co. | 3.150% | 5/1/50 | 906 | 694 | |
Tampa Electric Co. | 4.100% | 6/15/42 | 725 | 642 | ||
Tampa Electric Co. | 4.350% | 5/15/44 | 685 | 625 | ||
Tampa Electric Co. | 4.300% | 6/15/48 | 1,050 | 951 | ||
Tampa Electric Co. | 4.450% | 6/15/49 | 575 | 534 | ||
Tampa Electric Co. | 3.625% | 6/15/50 | 900 | 733 | ||
Tampa Electric Co. | 3.450% | 3/15/51 | 1,000 | 795 | ||
Toledo Edison Co. | 6.150% | 5/15/37 | 700 | 775 | ||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 965 | 925 | ||
Tucson Electric Power Co. | 4.000% | 6/15/50 | 600 | 507 | ||
Union Electric Co. | 5.300% | 8/1/37 | 405 | 421 | ||
Union Electric Co. | 8.450% | 3/15/39 | 710 | 953 | ||
Union Electric Co. | 3.900% | 9/15/42 | 1,225 | 1,072 | ||
Union Electric Co. | 3.650% | 4/15/45 | 1,192 | 981 | ||
Union Electric Co. | 4.000% | 4/1/48 | 700 | 614 | ||
Union Electric Co. | 3.250% | 10/1/49 | 575 | 447 | ||
Union Electric Co. | 2.625% | 3/15/51 | 1,092 | 762 | ||
Union Electric Co. | 3.900% | 4/1/52 | 500 | 443 | ||
Veolia Environnement SA | 6.750% | 6/1/38 | 522 | 618 | ||
4 | Virginia Electric & Power Co. | 6.000% | 1/15/36 | 1,067 | 1,177 | |
4 | Virginia Electric & Power Co. | 6.000% | 5/15/37 | 1,878 | 2,081 | |
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 1,756 | 2,036 | ||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 1,950 | 1,711 | ||
4 | Virginia Electric & Power Co. | 4.650% | 8/15/43 | 1,107 | 1,054 | |
4 | Virginia Electric & Power Co. | 4.200% | 5/15/45 | 1,303 | 1,169 | |
4 | Virginia Electric & Power Co. | 4.000% | 11/15/46 | 830 | 733 | |
4 | Virginia Electric & Power Co. | 3.800% | 9/15/47 | 1,078 | 918 | |
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 1,000 | 961 | ||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 1,203 | 958 | ||
Virginia Electric & Power Co. | 2.450% | 12/15/50 | 960 | 644 | ||
Virginia Electric & Power Co. | 2.950% | 11/15/51 | 2,060 | 1,530 | ||
4 | Virginia Electric & Power Co. | 4.625% | 5/15/52 | 1,200 | 1,165 | |
4 | Washington Gas Light Co. | 3.796% | 9/15/46 | 980 | 840 | |
4 | Washington Gas Light Co. | 3.650% | 9/15/49 | 880 | 735 | |
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 605 | 657 | ||
Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 440 | 478 | ||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 1,050 | 963 | ||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 890 | 1,017 | ||
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 600 | 489 | ||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 415 | 351 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Wisconsin Public Service Corp. | 4.752% | 11/1/44 | 1,689 | 1,624 | ||
Wisconsin Public Service Corp. | 2.850% | 12/1/51 | 1,000 | 726 | ||
Xcel Energy Inc. | 6.500% | 7/1/36 | 791 | 899 | ||
Xcel Energy Inc. | 3.500% | 12/1/49 | 1,250 | 993 | ||
496,143 | ||||||
Total Corporate Bonds (Cost $4,921,649) | 4,019,185 | |||||
Sovereign Bonds (3.0%) | ||||||
4 | Asian Development Bank | 0.750% | 10/8/30 | 295 | 244 | |
4 | Asian Development Bank | 1.500% | 3/4/31 | 107 | 93 | |
Equinor ASA | 3.625% | 4/6/40 | 2,392 | 2,102 | ||
Equinor ASA | 5.100% | 8/17/40 | 1,220 | 1,280 | ||
Equinor ASA | 4.250% | 11/23/41 | 2,000 | 1,885 | ||
Equinor ASA | 3.950% | 5/15/43 | 1,632 | 1,458 | ||
Equinor ASA | 4.800% | 11/8/43 | 1,970 | 1,973 | ||
Equinor ASA | 3.250% | 11/18/49 | 2,400 | 1,906 | ||
Equinor ASA | 3.700% | 4/6/50 | 1,031 | 889 | ||
European Investment Bank | 4.875% | 2/15/36 | 2,255 | 2,624 | ||
Export-Import Bank of Korea | 2.500% | 6/29/41 | 1,005 | 804 | ||
4 | Inter-American Development Bank | 3.875% | 10/28/41 | 1,200 | 1,223 | |
Inter-American Development Bank | 3.200% | 8/7/42 | 830 | 767 | ||
Inter-American Development Bank | 4.375% | 1/24/44 | 983 | 1,084 | ||
4 | International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 690 | 782 | |
7 | KFW | 0.750% | 9/30/30 | 2,375 | 1,969 | |
7 | KFW | 0.000% | 4/18/36 | 1,805 | 1,144 | |
7 | KFW | 0.000% | 6/29/37 | 1,784 | 1,072 | |
4 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 1,895 | 2,369 | |
4 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 810 | 741 | |
4 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 8,288 | 8,302 | |
4 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 5,202 | 5,123 | |
Province of British Columbia | 7.250% | 9/1/36 | 755 | 1,059 | ||
4 | Republic of Chile | 2.550% | 7/27/33 | 2,641 | 2,157 | |
4 | Republic of Chile | 3.500% | 1/31/34 | 2,850 | 2,535 | |
4 | Republic of Chile | 3.100% | 5/7/41 | 5,100 | 3,892 | |
4 | Republic of Chile | 4.340% | 3/7/42 | 2,245 | 2,000 | |
4 | Republic of Chile | 3.500% | 1/25/50 | 4,935 | 3,797 | |
4 | Republic of Chile | 4.000% | 1/31/52 | 4,655 | 3,860 | |
4 | Republic of Chile | 3.100% | 1/22/61 | 3,690 | 2,496 | |
4 | Republic of Chile | 3.250% | 9/21/71 | 1,700 | 1,135 | |
Republic of Hungary | 7.625% | 3/29/41 | 2,596 | 2,996 | ||
Republic of Indonesia | 4.350% | 1/11/48 | 1,685 | 1,468 | ||
Republic of Indonesia | 5.350% | 2/11/49 | 3,092 | 3,033 | ||
Republic of Indonesia | 3.700% | 10/30/49 | 2,980 | 2,390 | ||
Republic of Indonesia | 3.500% | 2/14/50 | 2,645 | 2,086 | ||
Republic of Indonesia | 4.200% | 10/15/50 | 3,325 | 2,858 | ||
Republic of Indonesia | 3.050% | 3/12/51 | 1,947 | 1,478 | ||
4 | Republic of Indonesia | 4.300% | 3/31/52 | 1,700 | 1,482 | |
4 | Republic of Indonesia | 3.200% | 9/23/61 | 630 | 444 | |
Republic of Indonesia | 4.450% | 4/15/70 | 1,990 | 1,696 | ||
Republic of Indonesia | 3.350% | 3/12/71 | 1,635 | 1,151 | ||
Republic of Italy | 5.375% | 6/15/33 | 1,670 | 1,753 | ||
Republic of Italy | 4.000% | 10/17/49 | 4,013 | 3,309 | ||
Republic of Italy | 3.875% | 5/6/51 | 6,415 | 5,168 | ||
Republic of Korea | 4.125% | 6/10/44 | 2,283 | 2,385 | ||
Republic of Korea | 3.875% | 9/20/48 | 829 | 836 | ||
4 | Republic of Panama | 2.252% | 9/29/32 | 8,630 | 6,748 | |
4 | Republic of Panama | 6.700% | 1/26/36 | 935 | 1,010 | |
4 | Republic of Panama | 4.500% | 5/15/47 | 2,435 | 2,009 | |
4 | Republic of Panama | 4.500% | 4/16/50 | 5,762 | 4,707 | |
4 | Republic of Panama | 4.300% | 4/29/53 | 4,233 | 3,336 | |
4 | Republic of Panama | 4.500% | 4/1/56 | 4,360 | 3,480 | |
4 | Republic of Panama | 3.870% | 7/23/60 | 5,765 | 4,096 | |
4 | Republic of Panama | 4.500% | 1/19/63 | 3,530 | 2,736 | |
4 | Republic of Peru | 1.862% | 12/1/32 | 1,114 | 849 | |
Republic of Peru | 8.750% | 11/21/33 | 6,000 | 7,601 | ||
4 | Republic of Peru | 3.000% | 1/15/34 | 3,108 | 2,550 | |
4 | Republic of Peru | 6.550% | 3/14/37 | 2,567 | 2,797 | |
4 | Republic of Peru | 3.300% | 3/11/41 | 1,030 | 776 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Republic of Peru | 5.625% | 11/18/50 | 5,711 | 5,928 | ||
4 | Republic of Peru | 3.550% | 3/10/51 | 1,085 | 810 | |
4 | Republic of Peru | 2.780% | 12/1/60 | 2,345 | 1,451 | |
4 | Republic of Peru | 3.600% | 1/15/72 | 3,000 | 2,026 | |
4 | Republic of Peru | 3.230% | 7/28/21 | 1,990 | 1,225 | |
Republic of the Philippines | 3.556% | 9/29/32 | 3,200 | 2,951 | ||
Republic of the Philippines | 6.375% | 10/23/34 | 2,828 | 3,169 | ||
Republic of the Philippines | 5.000% | 1/13/37 | 1,505 | 1,499 | ||
Republic of the Philippines | 3.950% | 1/20/40 | 5,667 | 4,916 | ||
Republic of the Philippines | 3.700% | 3/1/41 | 1,750 | 1,447 | ||
Republic of the Philippines | 3.700% | 2/2/42 | 5,215 | 4,311 | ||
Republic of the Philippines | 2.950% | 5/5/45 | 3,799 | 2,718 | ||
Republic of the Philippines | 2.650% | 12/10/45 | 2,410 | 1,652 | ||
Republic of the Philippines | 3.200% | 7/6/46 | 3,540 | 2,644 | ||
Republic of the Philippines | 4.200% | 3/29/47 | 1,900 | 1,657 | ||
State of Israel | 4.500% | 1/30/43 | 3,043 | 3,000 | ||
State of Israel | 4.125% | 1/17/48 | 2,580 | 2,382 | ||
State of Israel | 3.375% | 1/15/50 | 4,732 | 3,831 | ||
State of Israel | 3.875% | 7/3/50 | 4,105 | 3,608 | ||
State of Israel | 4.500% | 4/3/20 | 1,363 | 1,239 | ||
4 | United Mexican States | 7.500% | 4/8/33 | 2,832 | 3,382 | |
4 | United Mexican States | 3.500% | 2/12/34 | 5,277 | 4,360 | |
4 | United Mexican States | 6.750% | 9/27/34 | 50 | 55 | |
United Mexican States | 6.050% | 1/11/40 | 6,474 | 6,343 | ||
4 | United Mexican States | 4.280% | 8/14/41 | 5,818 | 4,599 | |
4 | United Mexican States | 4.750% | 3/8/44 | 7,806 | 6,466 | |
United Mexican States | 5.550% | 1/21/45 | 5,445 | 4,986 | ||
United Mexican States | 4.600% | 1/23/46 | 5,476 | 4,364 | ||
United Mexican States | 4.350% | 1/15/47 | 3,428 | 2,611 | ||
United Mexican States | 4.600% | 2/10/48 | 4,837 | 3,828 | ||
4 | United Mexican States | 4.500% | 1/31/50 | 4,940 | 3,835 | |
4 | United Mexican States | 5.000% | 4/27/51 | 4,389 | 3,632 | |
4 | United Mexican States | 4.400% | 2/12/52 | 4,830 | 3,619 | |
4 | United Mexican States | 3.771% | 5/24/61 | 6,977 | 4,512 | |
4 | United Mexican States | 5.750% | 10/12/10 | 5,070 | 4,239 | |
Total Sovereign Bonds (Cost $320,144) | 253,288 | |||||
Taxable Municipal Bonds (3.2%) | ||||||
Alabama Federal AID Highway Finance Authority Special Obligation Revenue | 2.650% | 9/1/37 | 750 | 607 | ||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 675 | 876 | ||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 6.449% | 2/15/44 | 755 | 899 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.834% | 2/15/41 | 645 | 868 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 5.939% | 2/15/47 | 395 | 460 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 8.084% | 2/15/50 | 1,545 | 2,267 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 1,095 | 1,343 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 2,285 | 2,916 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 1,680 | 2,309 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 1,185 | 1,631 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 3.126% | 4/1/55 | 750 | 590 | ||
Broward County FL Airport System Revenue | 3.477% | 10/1/43 | 745 | 628 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
California GO | 4.500% | 4/1/33 | 1,425 | 1,459 | ||
California GO | 7.500% | 4/1/34 | 3,885 | 4,986 | ||
California GO | 4.600% | 4/1/38 | 1,350 | 1,365 | ||
California GO | 7.550% | 4/1/39 | 5,720 | 7,759 | ||
California GO | 7.300% | 10/1/39 | 3,405 | 4,405 | ||
California GO | 7.350% | 11/1/39 | 1,650 | 2,149 | ||
California GO | 7.625% | 3/1/40 | 2,665 | 3,602 | ||
California GO | 7.600% | 11/1/40 | 4,210 | 5,814 | ||
California Health Facilities Financing Authority Revenue | 4.353% | 6/1/41 | 200 | 187 | ||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 200 | 187 | ||
California State University Systemwide Revenue | 2.897% | 11/1/51 | 650 | 516 | ||
California State University Systemwide Revenue | 2.975% | 11/1/51 | 1,385 | 1,091 | ||
California State University Systemwide Revenue | 2.719% | 11/1/52 | 725 | 539 | ||
California State University Systemwide Revenue | 2.939% | 11/1/52 | 725 | 553 | ||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 800 | 908 | ||
Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | 3.204% | 1/15/51 | 500 | 388 | ||
Chicago IL GO Prere. | 7.045% | 1/1/23 | 80 | 81 | ||
Chicago IL GO | 7.045% | 1/1/29 | 515 | 547 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 1,245 | 1,443 | ||
Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | 650 | 802 | ||
Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | 300 | 304 | ||
Chicago IL O'Hare International Airport Revenue | 4.572% | 1/1/54 | 1,040 | 1,067 | ||
Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 4,150 | 4,977 | ||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 1,025 | 1,322 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 1,000 | 954 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 975 | 884 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 2.991% | 6/1/42 | 670 | 534 | ||
Cook County IL GO | 6.229% | 11/15/34 | 925 | 1,065 | ||
Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 850 | 966 | ||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 1,045 | 1,261 | ||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 990 | 1,080 | ||
Dallas TX Convention Center Hotel Development Corp Hotel Revenue | 7.088% | 1/1/42 | 1,065 | 1,260 | ||
8 | Dallas TX Independent School District GO | 6.450% | 2/15/35 | 1,495 | 1,550 | |
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 955 | 830 | ||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 1,375 | 1,114 | ||
Dallas-Fort Worth TX International Airport Revenue | 2.843% | 11/1/46 | 625 | 486 | ||
Dallas-Fort Worth TX International Airport Revenue | 4.507% | 11/1/51 | 400 | 389 | ||
District of Columbia Income Tax Revenue (Federally Taxable-Build America Bonds) | 5.591% | 12/1/34 | 1,000 | 1,106 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 725 | 728 | ||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 850 | 999 | ||
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | 1,690 | 1,477 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 2,461 | 2,888 | ||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 1,951 | 2,338 | ||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 525 | 601 | ||
Georgia Water & Wastewater Revenue | 2.257% | 11/1/35 | 500 | 407 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.487% | 6/1/36 | 500 | 420 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.115% | 6/1/38 | 1,000 | 839 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.714% | 6/1/41 | 750 | 609 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.293% | 6/1/42 | 800 | 645 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.000% | 6/1/46 | 975 | 857 | ||
Golden State Tobacco Securitization Corp. California Revenue | 4.214% | 6/1/50 | 1,450 | 1,180 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 5.184% | 10/1/42 | 875 | 961 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 3.236% | 10/1/52 | 2,000 | 1,601 | ||
Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | 575 | 485 | ||
Houston TX GO | 6.290% | 3/1/32 | 705 | 788 | ||
Houston TX GO | 3.961% | 3/1/47 | 1,135 | 1,062 | ||
Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No.2) | 2.861% | 9/1/46 | 400 | 309 | ||
Illinois GO | 5.100% | 6/1/33 | 16,685 | 16,787 | ||
Illinois GO | 6.630% | 2/1/35 | 1,320 | 1,406 | ||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 790 | 910 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 1,050 | 1,078 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | 700 | 584 | ||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 775 | 826 | ||
Kansas Development Finance Authority Revenue | 4.927% | 4/15/45 | 800 | 839 | ||
9 | Kansas Development Finance Authority Revenue | 2.774% | 5/1/51 | 600 | 462 | |
Los Angeles CA Community College District GO | 2.106% | 8/1/32 | 1,000 | 849 | ||
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 1,440 | 1,983 | ||
10 | Los Angeles CA Department of Airports International Revenue | 4.242% | 5/15/48 | 500 | 458 | |
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 575 | 665 | ||
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 1,225 | 1,561 | ||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 925 | 1,206 | ||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 2,030 | 2,255 | ||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 2,790 | 3,333 | ||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 1,025 | 1,143 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 700 | 914 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds | 4.145% | 2/1/33 | 1,400 | 1,400 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Louisville & Jefferson County KY Metropolitan Sewer District Sewer & Drainage System Revenue | 6.250% | 5/15/43 | 795 | 945 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.052% | 7/1/40 | 750 | 594 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.197% | 7/1/50 | 575 | 436 | ||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 850 | 976 | ||
Massachusetts GO | 2.663% | 9/1/39 | 994 | 823 | ||
Massachusetts GO | 5.456% | 12/1/39 | 1,485 | 1,649 | ||
Massachusetts GO | 2.813% | 9/1/43 | 1,345 | 1,059 | ||
Massachusetts GO | 2.900% | 9/1/49 | 580 | 452 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 1,005 | 1,126 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 960 | 811 | ||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 865 | 985 | ||
Massachusetts Water Resources Authority Revenue | 2.823% | 8/1/41 | 600 | 495 | ||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 675 | 822 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 880 | 1,152 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 1,605 | 1,498 | ||
Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | 1,005 | 848 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 950 | 852 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 1,170 | 1,008 | ||
Michigan State University Revenue | 4.165% | 8/15/22 | 1,000 | 843 | ||
Michigan Strategic Fund Limited Obligation Revenue | 3.225% | 9/1/47 | 700 | 541 | ||
Mississippi GO | 5.245% | 11/1/34 | 700 | 761 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.229% | 5/15/50 | 1,000 | 841 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 825 | 739 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.081% | 6/15/39 | 650 | 585 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.561% | 12/15/40 | 1,205 | 1,399 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.131% | 6/15/42 | 920 | 799 | ||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 2,464 | 3,270 | ||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 3,660 | 4,724 | ||
New York City NY GO | 5.517% | 10/1/37 | 775 | 870 | ||
New York City NY GO | 6.271% | 12/1/37 | 750 | 895 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 975 | 1,157 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 730 | 863 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 800 | 969 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 530 | 646 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 935 | 1,074 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 985 | 1,194 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 625 | 683 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 700 | 769 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.572% | 11/1/38 | 850 | 942 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 5.871% | 11/15/39 | 815 | 906 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.668% | 11/15/39 | 40 | 48 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.814% | 11/15/40 | 40 | 48 | ||
New York Metropolitan Transportation Authority Revenue (Climate Bond Certified) | 5.175% | 11/15/49 | 2,425 | 2,502 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 1,490 | 1,998 | ||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 370 | 313 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 2.202% | 3/15/34 | 1,000 | 816 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 1,830 | 2,024 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.600% | 3/15/40 | 770 | 853 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | 1,300 | 1,066 | ||
New York State Thruway Authority General Revenue | 2.900% | 1/1/35 | 635 | 556 | ||
New York State Thruway Authority General Revenue | 3.500% | 1/1/42 | 1,100 | 936 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 775 | 756 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 1,050 | 1,137 | ||
North Texas Tollway Authority System Revenue | 3.011% | 1/1/43 | 250 | 201 | ||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 1,985 | 2,674 | ||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 1,250 | 1,358 | ||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 650 | 601 | ||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 1,072 | 1,075 | ||
Ohio Turnpike Commission Revenue | 3.216% | 2/15/48 | 975 | 761 | ||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 1,125 | 1,185 | ||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 780 | 890 | ||
9 | Oregon GO | 3.424% | 3/1/60 | 650 | 529 | |
Pennsylvania State University | 2.790% | 9/1/43 | 750 | 606 | ||
Pennsylvania State University | 2.840% | 9/1/50 | 780 | 607 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 920 | 1,013 | ||
Philadelphia PA Water & Wastewater Revenue | 2.926% | 7/1/45 | 625 | 491 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 875 | 980 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 915 | 1,025 | ||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 1,000 | 1,042 | ||
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 875 | 883 | ||
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 675 | 620 | ||
Port Authority of New York & New Jersey Revenue | 3.139% | 2/15/51 | 1,500 | 1,186 | ||
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 1,720 | 1,835 | ||
Port Authority of New York & New Jersey Revenue | 3.175% | 7/15/60 | 900 | 673 | ||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 3,820 | 3,714 | ||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 1,350 | 1,393 | ||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 635 | 471 | ||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 710 | 827 | ||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 660 | 738 | ||
Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | 400 | 335 | ||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 705 | 548 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 1,190 | 1,064 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 725 | 639 | ||
Sales Tax Securitization Corp. Illinois Revenue | 4.787% | 1/1/48 | 650 | 661 | ||
Salt River Projects Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 1,120 | 1,193 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 750 | 891 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 550 | 642 | ||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 750 | 764 | ||
San Antonio TX Electric & Gas Systems Revenue | 2.905% | 2/1/48 | 675 | 526 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.911% | 4/1/48 | 1,065 | 1,315 | ||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 1,175 | 1,447 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 915 | 1,229 | ||
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 775 | 706 | ||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 800 | 966 | ||
Texas GO | 5.517% | 4/1/39 | 2,165 | 2,451 | ||
Texas GO | 3.211% | 4/1/44 | 1,300 | 1,111 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | 1,825 | 1,605 | ||
Texas Transportation Commission GO | 4.681% | 4/1/40 | 450 | 469 | ||
Texas Transportation Commission GO | 2.562% | 4/1/42 | 660 | 534 | ||
Texas Transportation Commission GO | 2.472% | 10/1/44 | 1,500 | 1,131 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Texas Transportation Commission State Highway Revenue | 4.000% | 10/1/33 | 685 | 680 | ||
10 | Tucson City AZ COP | 2.856% | 7/1/47 | 725 | 557 | |
University of California Regents Medical Center Pooled Revenue | 6.548% | 5/15/48 | 1,075 | 1,335 | ||
University of California Regents Medical Center Pooled Revenue | 6.583% | 5/15/49 | 900 | 1,117 | ||
University of California Regents Medical Center Pooled Revenue | 3.006% | 5/15/50 | 1,625 | 1,226 | ||
University of California Regents Medical Center Pooled Revenue | 4.563% | 5/15/53 | 700 | 687 | ||
University of California Regents Medical Center Pooled Revenue | 3.256% | 5/15/60 | 1,560 | 1,160 | ||
University of California Regents Medical Center Pooled Revenue | 3.706% | 5/15/20 | 565 | 411 | ||
University of California Revenue | 5.770% | 5/15/43 | 980 | 1,119 | ||
University of California Revenue | 5.946% | 5/15/45 | 1,275 | 1,482 | ||
University of California Revenue | 3.071% | 5/15/51 | 1,000 | 755 | ||
University of California Revenue | 4.858% | 5/15/12 | 1,865 | 1,772 | ||
University of California Revenue | 4.767% | 5/15/15 | 1,000 | 932 | ||
University of Michigan Revenue | 2.437% | 4/1/40 | 950 | 740 | ||
University of Michigan Revenue | 2.562% | 4/1/50 | 500 | 367 | ||
University of Michigan Revenue | 3.504% | 4/1/52 | 600 | 531 | ||
University of Michigan Revenue | 3.504% | 4/1/52 | 500 | 442 | ||
University of Michigan Revenue | 4.454% | 4/1/22 | 2,400 | 2,185 | ||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 775 | 599 | ||
University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education | 3.555% | 9/15/19 | 925 | �� 672 | ||
University of Texas Financing System Revenue | 4.794% | 8/15/46 | 1,075 | 1,155 | ||
University of Texas Financing System Revenue | 3.354% | 8/15/47 | 800 | 695 | ||
University of Texas Financing System Revenue | 2.439% | 8/15/49 | 625 | 449 | ||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 690 | 596 | ||
University of Texas Permanent University Fund Revenue | 3.100% | 7/1/49 | 1,000 | 837 | ||
University of Virginia Revenue | 2.256% | 9/1/50 | 1,675 | 1,153 | ||
University of Virginia Revenue | 4.179% | 9/1/17 | 975 | 844 | ||
Washington GO | 5.140% | 8/1/40 | 860 | 960 | ||
10 | Westchester County NY Local Development Corp. Revenue (Westchester Medical Center) | 3.846% | 11/1/50 | 80 | 65 | |
Wisconsin General Fund Annual Appropriation Revenue | 3.954% | 5/1/36 | 875 | 862 | ||
Total Taxable Municipal Bonds (Cost $260,710) | 262,221 |
Coupon | Shares | Market Value• ($000) | ||||
Temporary Cash Investments (0.3%) | ||||||
Money Market Fund (0.3%) | ||||||
11 | Vanguard Market Liquidity Fund (Cost $21,017) | 1.417% | 210,243 | 21,018 | ||
Total Investments (98.7%) (Cost $9,881,793) | 8,208,582 | |||||
Other Assets and Liabilities—Net (1.3%) | 112,193 | |||||
Net Assets (100%) | 8,320,775 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | Securities with a value of $576,000 have been segregated as initial margin for open futures contracts. |
2 | U.S. government-guaranteed. |
3 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
4 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
5 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2022, the aggregate value was $91,903,000, representing 1.1% of net assets. |
6 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2022. |
7 | Guaranteed by the Federal Republic of Germany. |
8 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
9 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
10 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
11 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
COP—Certificate of Participation. | |
GO—General Obligation Bond. | |
Prere.—Prerefunded. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
Long U.S. Treasury Bond | September 2022 | 323 | 44,776 | (11) |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $9,860,776) | 8,187,564 |
Affiliated Issuers (Cost $21,017) | 21,018 |
Total Investments in Securities | 8,208,582 |
Investment in Vanguard | 310 |
Cash | 286 |
Receivables for Investment Securities Sold | 59,364 |
Receivables for Accrued Income | 83,335 |
Receivables for Capital Shares Issued | 804 |
Variation Margin Receivable—Futures Contracts | 300 |
Other Assets | 9 |
Total Assets | 8,352,990 |
Liabilities | |
Payables for Investment Securities Purchased | 28,881 |
Payables for Capital Shares Redeemed | 2,218 |
Payables for Distributions | 951 |
Payables to Vanguard | 165 |
Total Liabilities | 32,215 |
Net Assets | 8,320,775 |
At June 30, 2022, net assets consisted of: | |
Paid-in Capital | 10,098,159 |
Total Distributable Earnings (Loss) | (1,777,384) |
Net Assets | 8,320,775 |
ETF Shares—Net Assets | |
Applicable to 53,900,000 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 4,294,023 |
Net Asset Value Per Share—ETF Shares | $79.67 |
Admiral Shares—Net Assets | |
Applicable to 175,106,491 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 2,112,996 |
Net Asset Value Per Share—Admiral Shares | $12.07 |
Institutional Shares—Net Assets | |
Applicable to 91,335,323 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,102,127 |
Net Asset Value Per Share—Institutional Shares | $12.07 |
Institutional Plus Shares—Net Assets | |
Applicable to 67,262,876 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 811,629 |
Net Asset Value Per Share—Institutional Plus Shares | $12.07 |
Six Months Ended June 30, 2022 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 155,774 |
Total Income | 155,774 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 89 |
Management and Administrative—ETF Shares | 700 |
Management and Administrative—Admiral Shares | 735 |
Management and Administrative—Institutional Shares | 277 |
Management and Administrative—Institutional Plus Shares | 156 |
Marketing and Distribution—ETF Shares | 92 |
Marketing and Distribution—Admiral Shares | 40 |
Marketing and Distribution—Institutional Shares | 20 |
Marketing and Distribution—Institutional Plus Shares | 11 |
Custodian Fees | 26 |
Shareholders’ Reports—ETF Shares | 135 |
Shareholders’ Reports—Admiral Shares | 25 |
Shareholders’ Reports—Institutional Shares | 1 |
Shareholders’ Reports—Institutional Plus Shares | — |
Trustees’ Fees and Expenses | 2 |
Other Expenses | 8 |
Total Expenses | 2,317 |
Expenses Paid Indirectly | (5) |
Net Expenses | 2,312 |
Net Investment Income | 153,462 |
Realized Net Gain (Loss) | |
Investment Securities Sold1,2 | (92,028) |
Futures Contracts | (5,043) |
Realized Net Gain (Loss) | (97,071) |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities1 | (2,448,193) |
Futures Contracts | (369) |
Change in Unrealized Appreciation (Depreciation) | (2,448,562) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (2,392,171) |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $73,000, $2,000, and $1,000, respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes $20,365,000 of net gain (loss) resulting from in-kind redemptions. |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 153,462 | 323,620 | |
Realized Net Gain (Loss) | (97,071) | 302,040 | |
Change in Unrealized Appreciation (Depreciation) | (2,448,562) | (963,457) | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (2,392,171) | (337,797) | |
Distributions | |||
ETF Shares | (73,089) | (191,864) | |
Admiral Shares | (41,036) | (97,956) | |
Institutional Shares | (21,771) | (50,563) | |
Institutional Plus Shares | (15,657) | (39,219) | |
Total Distributions | (151,553) | (379,602) | |
Capital Share Transactions | |||
ETF Shares | (651,911) | 797,570 | |
Admiral Shares | (77,418) | (240,144) | |
Institutional Shares | (61,522) | (51,596) | |
Institutional Plus Shares | 182 | (218,150) | |
Net Increase (Decrease) from Capital Share Transactions | (790,669) | 287,680 | |
Total Increase (Decrease) | (3,334,393) | (429,719) | |
Net Assets | |||
Beginning of Period | 11,655,168 | 12,084,887 | |
End of Period | 8,320,775 | 11,655,168 |
ETF Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $103.14 | $109.58 | $99.92 | $87.08 | $94.91 | $88.86 |
Investment Operations | ||||||
Net Investment Income1 | 1.437 | 2.966 | 3.242 | 3.445 | 3.461 | 3.487 |
Net Realized and Unrealized Gain (Loss) on Investments | (23.594)2 | (5.939)2 | 12.817 | 12.976 | (7.728) | 6.019 |
Total from Investment Operations | (22.157) | (2.973) | 16.059 | 16.421 | (4.267) | 9.506 |
Distributions | ||||||
Dividends from Net Investment Income | (1.209) | (2.955) | (3.236) | (3.409) | (3.420) | (3.456) |
Distributions from Realized Capital Gains | (.104) | (.512) | (3.163) | (.172) | (.143) | — |
Total Distributions | (1.313) | (3.467) | (6.399) | (3.581) | (3.563) | (3.456) |
Net Asset Value, End of Period | $79.67 | $103.14 | $109.58 | $99.92 | $87.08 | $94.91 |
Total Return | -21.62% | -2.63% | 16.24% | 19.09% | -4.46% | 10.89% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $4,294 | $6,271 | $5,808 | $4,357 | $2,708 | $2,392 |
Ratio of Total Expenses to Average Net Assets | 0.04%3 | 0.04% | 0.05% | 0.05% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 3.25% | 2.88% | 2.96% | 3.58% | 3.93% | 3.79% |
Portfolio Turnover Rate4 | 14% | 30% | 48% | 33% | 38% | 41% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Includes increases from purchase fees of $.00 and $.02. |
3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.04%. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Admiral Shares | ||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | February 7, 20191 to December 31, 2019 | |
2021 | 2020 | |||
Net Asset Value, Beginning of Period | $15.67 | $16.65 | $15.18 | $13.48 |
Investment Operations | ||||
Net Investment Income2 | .216 | .446 | .490 | .465 |
Net Realized and Unrealized Gain (Loss) on Investments | (3.584) | (.902) | 1.950 | 1.728 |
Total from Investment Operations | (3.368) | (.456) | 2.440 | 2.193 |
Distributions | ||||
Dividends from Net Investment Income | (.216) | (.446) | (.490) | (.467) |
Distributions from Realized Capital Gains | (.016) | (.078) | (.480) | (.026) |
Total Distributions | (.232) | (.524) | (.970) | (.493) |
Net Asset Value, End of Period | $12.07 | $15.67 | $16.65 | $15.18 |
Total Return3 | -21.62% | -2.66% | 16.23% | 16.43% |
Ratios/Supplemental Data | ||||
Net Assets, End of Period (Millions) | $2,113 | $2,831 | $3,267 | $2,998 |
Ratio of Total Expenses to Average Net Assets | 0.07%4 | 0.07% | 0.07% | 0.07%5 |
Ratio of Net Investment Income to Average Net Assets | 3.23% | 2.86% | 2.95% | 3.44%5 |
Portfolio Turnover Rate6 | 14% | 30% | 48% | 33%7 |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Inception. |
2 | Calculated based on average shares outstanding. |
3 | Total returns do not include transaction or account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable transaction and account service fees. |
4 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.07%. |
5 | Annualized. |
6 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
7 | Reflects the fund’s portfolio turnover for the fiscal year ended December 31, 2019. |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $15.67 | $16.65 | $15.18 | $13.23 | $14.42 | $13.51 |
Investment Operations | ||||||
Net Investment Income1 | .218 | .449 | .494 | .525 | .529 | .533 |
Net Realized and Unrealized Gain (Loss) on Investments | (3.584) | (.902) | 1.949 | 1.975 | (1.169) | .910 |
Total from Investment Operations | (3.366) | (.453) | 2.443 | 2.500 | (.640) | 1.443 |
Distributions | ||||||
Dividends from Net Investment Income | (.218) | (.449) | (.493) | (.524) | (.528) | (.533) |
Distributions from Realized Capital Gains | (.016) | (.078) | (.480) | (.026) | (.022) | — |
Total Distributions | (.234) | (.527) | (.973) | (.550) | (.550) | (.533) |
Net Asset Value, End of Period | $12.07 | $15.67 | $16.65 | $15.18 | $13.23 | $14.42 |
Total Return | -21.62%2 | -2.64%2 | 16.25%2 | 19.12%2 | -4.41% | 10.87% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $1,102 | $1,501 | $1,649 | $2,097 | $2,706 | $2,552 |
Ratio of Total Expenses to Average Net Assets | 0.05%3 | 0.05% | 0.05% | 0.05% | 0.05% | 0.05% |
Ratio of Net Investment Income to Average Net Assets | 3.25% | 2.88% | 2.98% | 3.64% | 3.95% | 3.81% |
Portfolio Turnover Rate4 | 14% | 30% | 48% | 33% | 38% | 41% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include transaction fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable transaction fees. |
3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.05%. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Institutional Plus Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $15.67 | $16.65 | $15.18 | $13.23 | $14.42 | $13.51 |
Investment Operations | ||||||
Net Investment Income1 | .218 | .452 | .498 | .526 | .530 | .535 |
Net Realized and Unrealized Gain (Loss) on Investments | (3.584) | (.903) | 1.947 | 1.975 | (1.168) | .910 |
Total from Investment Operations | (3.366) | (.451) | 2.445 | 2.501 | (.638) | 1.445 |
Distributions | ||||||
Dividends from Net Investment Income | (.218) | (.451) | (.495) | (.525) | (.530) | (.535) |
Distributions from Realized Capital Gains | (.016) | (.078) | (.480) | (.026) | (.022) | — |
Total Distributions | (.234) | (.529) | (.975) | (.551) | (.552) | (.535) |
Net Asset Value, End of Period | $12.07 | $15.67 | $16.65 | $15.18 | $13.23 | $14.42 |
Total Return | -21.61%2 | -2.63%2 | 16.26%2 | 19.14%2 | -4.40% | 10.88% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $812 | $1,052 | $1,362 | $2,960 | $2,972 | $3,315 |
Ratio of Total Expenses to Average Net Assets | 0.04%3 | 0.04% | 0.04% | 0.04% | 0.04% | 0.04% |
Ratio of Net Investment Income to Average Net Assets | 3.26% | 2.90% | 3.02% | 3.63% | 3.96% | 3.82% |
Portfolio Turnover Rate4 | 14% | 30% | 48% | 33% | 38% | 41% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include transaction fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable transaction fees. |
3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.04%. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 3,652,870 | — | 3,652,870 |
Corporate Bonds | — | 4,019,185 | — | 4,019,185 |
Sovereign Bonds | — | 253,288 | — | 253,288 |
Taxable Municipal Bonds | — | 262,221 | — | 262,221 |
Temporary Cash Investments | 21,018 | — | — | 21,018 |
Total | 21,018 | 8,187,564 | — | 8,208,582 |
Derivative Financial Instruments | ||||
Liabilities | ||||
Futures Contracts1 | 11 | — | — | 11 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Amount ($000) | |
Tax Cost | 9,906,943 |
Gross Unrealized Appreciation | 50,434 |
Gross Unrealized Depreciation | (1,748,806) |
Net Unrealized Appreciation (Depreciation) | (1,698,372) |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
ETF Shares | |||||
Issued1 | 564,247 | 6,100 | 3,342,896 | 32,700 | |
Issued in Lieu of Cash Distributions | — | — | — | — | |
Redeemed | (1,216,158) | (13,000) | (2,545,326) | (24,900) | |
Net Increase (Decrease)—ETF Shares | (651,911) | (6,900) | 797,570 | 7,800 |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Admiral Shares | |||||
Issued1 | 122,583 | 9,118 | 218,838 | 13,987 | |
Issued in Lieu of Cash Distributions | 35,460 | 2,657 | 85,085 | 5,492 | |
Redeemed | (235,461) | (17,323) | (544,067) | (35,068) | |
Net Increase (Decrease)—Admiral Shares | (77,418) | (5,548) | (240,144) | (15,589) | |
Institutional Shares | |||||
Issued1 | 58,569 | 4,262 | 260,878 | 16,704 | |
Issued in Lieu of Cash Distributions | 20,249 | 1,521 | 48,581 | 3,132 | |
Redeemed | (140,340) | (10,256) | (361,055) | (23,067) | |
Net Increase (Decrease)—Institutional Shares | (61,522) | (4,473) | (51,596) | (3,231) | |
Institutional Plus Shares | |||||
Issued1 | 2,002 | 139 | 36,467 | 2,339 | |
Issued in Lieu of Cash Distributions | 15,657 | 1,174 | 39,219 | 2,536 | |
Redeemed | (17,477) | (1,225) | (293,836) | (19,507) | |
Net Increase (Decrease)—Institutional Plus Shares | 182 | 88 | (218,150) | (14,632) |
1 | Includes purchase fees for fiscal 2022 and 2021 of $841,000 and $2,552,000, respectively (fund totals). |
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U.S. Patent No. 6,879,964.
Vanguard Marketing Corporation, Distributor.
About Your Fund's Expenses | 1 |
Financial Statements | 4 |
Trustees Approve Advisory Arrangement | 101 |
Liquidity Risk Management | 102 |
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended June 30, 2022 | |||
Beginning Account Value 12/31/2021 | Ending Account Value 6/30/2022 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Total Bond Market Index Fund | |||
Investor Shares | $1,000.00 | $895.40 | $0.70 |
ETF Shares | 1,000.00 | 895.70 | 0.14 |
Admiral™ Shares | 1,000.00 | 895.80 | 0.24 |
Institutional Shares | 1,000.00 | 895.90 | 0.16 |
Institutional Plus Shares | 1,000.00 | 895.90 | 0.14 |
Institutional Select Shares | 1,000.00 | 896.00 | 0.05 |
Based on Hypothetical 5% Yearly Return | |||
Total Bond Market Index Fund | |||
Investor Shares | $1,000.00 | $1,024.05 | $0.75 |
ETF Shares | 1,000.00 | 1,024.65 | 0.15 |
Admiral Shares | 1,000.00 | 1,024.55 | 0.25 |
Institutional Shares | 1,000.00 | 1,024.62 | 0.18 |
Institutional Plus Shares | 1,000.00 | 1,024.65 | 0.15 |
Institutional Select Shares | 1,000.00 | 1,024.75 | 0.05 |
Asset-Backed/Commercial Mortgage-Backed Securities | 2.6% |
Corporate Bonds | 26.7 |
Sovereign Bonds | 3.7 |
Taxable Municipal Bonds | 0.7 |
U.S. Government and Agency Obligations | 66.3 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
U.S. Government and Agency Obligations (65.9%) | ||||||
U.S. Government Securities (44.4%) | ||||||
United States Treasury Note/Bond | 0.500% | 3/15/23 | 972 | 956 | ||
United States Treasury Note/Bond | 0.125% | 7/15/23 | 800,495 | 777,356 | ||
United States Treasury Note/Bond | 0.125% | 7/31/23 | 475,413 | 461,151 | ||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 176,426 | 173,256 | ||
United States Treasury Note/Bond | 2.750% | 7/31/23 | 355,110 | 354,278 | ||
United States Treasury Note/Bond | 0.125% | 8/15/23 | 555,165 | 537,729 | ||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 361,760 | 359,951 | ||
United States Treasury Note/Bond | 6.250% | 8/15/23 | 208,228 | 216,069 | ||
United States Treasury Note/Bond | 0.125% | 8/31/23 | 662,490 | 641,063 | ||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 278,085 | 272,958 | ||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 720,996 | 719,194 | ||
United States Treasury Note/Bond | 0.125% | 9/15/23 | 704,085 | 680,432 | ||
United States Treasury Note/Bond | 0.250% | 9/30/23 | 704,868 | 681,519 | ||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 351,230 | 344,315 | ||
United States Treasury Note/Bond | 2.875% | 9/30/23 | 390,104 | 389,616 | ||
United States Treasury Note/Bond | 0.125% | 10/15/23 | 954,900 | 920,583 | ||
United States Treasury Note/Bond | 0.375% | 10/31/23 | 524,365 | 506,586 | ||
United States Treasury Note/Bond | 1.625% | 10/31/23 | 202,790 | 199,209 | ||
United States Treasury Note/Bond | 2.875% | 10/31/23 | 350,246 | 349,753 | ||
United States Treasury Note/Bond | 0.250% | 11/15/23 | 343,875 | 331,248 | ||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 275,962 | 275,057 | ||
United States Treasury Note/Bond | 0.500% | 11/30/23 | 545,608 | 527,023 | ||
United States Treasury Note/Bond | 2.125% | 11/30/23 | 392,535 | 387,935 | ||
United States Treasury Note/Bond | 2.875% | 11/30/23 | 261,591 | 261,182 | ||
United States Treasury Note/Bond | 0.125% | 12/15/23 | 870,265 | 834,910 | ||
United States Treasury Note/Bond | 0.750% | 12/31/23 | 50,115 | 48,471 | ||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 156,558 | 154,846 | ||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 132,471 | 131,767 | ||
United States Treasury Note/Bond | 0.125% | 1/15/24 | 415,840 | 398,037 | ||
United States Treasury Note/Bond | 0.875% | 1/31/24 | 893,022 | 863,999 | ||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 194,225 | 191,979 | ||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 674,970 | 669,802 | ||
United States Treasury Note/Bond | 0.125% | 2/15/24 | 226,560 | 216,400 | ||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 589,749 | 587,630 | ||
United States Treasury Note/Bond | 1.500% | 2/29/24 | 541,286 | 528,515 | ||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 482,829 | 476,190 | ||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 506,351 | 501,446 | ||
United States Treasury Note/Bond | 0.250% | 3/15/24 | 201,085 | 191,942 | ||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 417,278 | 411,084 | ||
United States Treasury Note/Bond | 2.250% | 3/31/24 | 955,371 | 943,280 | ||
United States Treasury Note/Bond | 0.375% | 4/15/24 | 775,375 | 740,120 | ||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 300,822 | 295,511 | ||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 874,912 | 863,429 | ||
United States Treasury Note/Bond | 2.500% | 4/30/24 | 461,936 | 457,894 | ||
United States Treasury Note/Bond | 0.250% | 5/15/24 | 481,435 | 457,514 | ||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 672,918 | 666,715 | ||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 1,305,167 | 1,281,307 | ||
United States Treasury Note/Bond | 2.500% | 5/31/24 | 802,230 | 795,085 | ||
United States Treasury Note/Bond | 0.250% | 6/15/24 | 739,778 | 701,402 | ||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 391,554 | 382,132 | ||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 419,533 | 411,536 | ||
United States Treasury Note/Bond | 3.000% | 6/30/24 | 179,355 | 179,467 | ||
United States Treasury Note/Bond | 0.375% | 7/15/24 | 446,747 | 423,712 | ||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 345,514 | 336,768 | ||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 254,475 | 249,982 | ||
United States Treasury Note/Bond | 0.375% | 8/15/24 | 580,000 | 548,553 | ||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 491,390 | 484,864 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 382,444 | 368,401 | ||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 306,793 | 299,506 | ||
United States Treasury Note/Bond | 0.375% | 9/15/24 | 390,820 | 368,714 | ||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 304,503 | 294,512 | ||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 482,058 | 473,019 | ||
United States Treasury Note/Bond | 0.625% | 10/15/24 | 631,945 | 598,669 | ||
United States Treasury Note/Bond | 1.500% | 10/31/24 | 704,346 | 680,354 | ||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 282,595 | 277,738 | ||
United States Treasury Note/Bond | 0.750% | 11/15/24 | 50,701 | 48,063 | ||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 606,889 | 596,648 | ||
United States Treasury Note/Bond | 7.500% | 11/15/24 | 1,325 | 1,460 | ||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 1,231,016 | 1,187,353 | ||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 1,106,605 | 1,083,435 | ||
United States Treasury Note/Bond | 1.000% | 12/15/24 | 667,621 | 635,700 | ||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 442,928 | 429,225 | ||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 359,800 | 353,054 | ||
United States Treasury Note/Bond | 1.125% | 1/15/25 | 576,640 | 549,790 | ||
United States Treasury Note/Bond | 1.375% | 1/31/25 | 261,760 | 251,003 | ||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 212,880 | 210,019 | ||
United States Treasury Note/Bond | 1.500% | 2/15/25 | 547,910 | 526,507 | ||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 313,679 | 305,592 | ||
United States Treasury Note/Bond | 7.625% | 2/15/25 | 2,112 | 2,354 | ||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 58,811 | 55,962 | ||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 121,906 | 120,992 | ||
United States Treasury Note/Bond | 1.750% | 3/15/25 | 536,390 | 518,454 | ||
United States Treasury Note/Bond | 0.500% | 3/31/25 | 9,630 | 8,986 | ||
United States Treasury Note/Bond | 2.625% | 3/31/25 | 200,621 | 198,521 | ||
United States Treasury Note/Bond | 2.625% | 4/15/25 | 349,188 | 345,423 | ||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 334,490 | 310,344 | ||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 208,494 | 207,582 | ||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 522,926 | 510,017 | ||
United States Treasury Note/Bond | 2.750% | 5/15/25 | 514,430 | 510,491 | ||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 607,876 | 560,861 | ||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 255,590 | 254,472 | ||
United States Treasury Note/Bond | 2.875% | 6/15/25 | 14,630 | 14,571 | ||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 1,063,300 | 978,734 | ||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 251,462 | 249,419 | ||
United States Treasury Note/Bond | 0.250% | 7/31/25 | 714,015 | 655,332 | ||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 293,610 | 292,188 | ||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 1,570,189 | 1,521,121 | ||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 47,289 | 52,609 | ||
United States Treasury Note/Bond | 0.250% | 8/31/25 | 468,100 | 428,531 | ||
United States Treasury Note/Bond | 2.750% | 8/31/25 | 350,365 | 347,190 | ||
United States Treasury Note/Bond | 0.250% | 9/30/25 | 146,010 | 133,348 | ||
United States Treasury Note/Bond | 3.000% | 9/30/25 | 259,032 | 258,587 | ||
United States Treasury Note/Bond | 0.250% | 10/31/25 | 530,514 | 483,348 | ||
United States Treasury Note/Bond | 3.000% | 10/31/25 | 204,006 | 203,655 | ||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 742,427 | 722,938 | ||
United States Treasury Note/Bond | 0.375% | 11/30/25 | 874,670 | 798,820 | ||
United States Treasury Note/Bond | 2.875% | 11/30/25 | 275,005 | 273,286 | ||
United States Treasury Note/Bond | 0.375% | 12/31/25 | 169,153 | 154,114 | ||
United States Treasury Note/Bond | 2.625% | 12/31/25 | 360,095 | 355,031 | ||
United States Treasury Note/Bond | 0.375% | 1/31/26 | 964,285 | 876,595 | ||
United States Treasury Note/Bond | 2.625% | 1/31/26 | 539,960 | 532,114 | ||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 1,076,077 | 1,022,946 | ||
United States Treasury Note/Bond | 0.500% | 2/28/26 | 312,549 | 284,810 | ||
United States Treasury Note/Bond | 2.500% | 2/28/26 | 351,250 | 344,445 | ||
United States Treasury Note/Bond | 0.750% | 3/31/26 | 445,505 | 409,168 | ||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 473,185 | 459,729 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 0.750% | 4/30/26 | 1,932,407 | 1,771,172 | ||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 339,170 | 330,956 | ||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 999,944 | 947,447 | ||
United States Treasury Note/Bond | 0.750% | 5/31/26 | 981,245 | 897,686 | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 322,175 | 311,201 | ||
United States Treasury Note/Bond | 0.875% | 6/30/26 | 286,605 | 263,050 | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 323,405 | 309,256 | ||
United States Treasury Note/Bond | 0.625% | 7/31/26 | 703,524 | 637,788 | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 302,795 | 289,169 | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 637,414 | 598,472 | ||
United States Treasury Note/Bond | 6.750% | 8/15/26 | 32,360 | 36,906 | ||
United States Treasury Note/Bond | 0.750% | 8/31/26 | 631,854 | 574,987 | ||
United States Treasury Note/Bond | 1.375% | 8/31/26 | 585,567 | 547,139 | ||
United States Treasury Note/Bond | 0.875% | 9/30/26 | 428,350 | 391,204 | ||
United States Treasury Note/Bond | 1.625% | 9/30/26 | 389,485 | 367,333 | ||
United States Treasury Note/Bond | 1.125% | 10/31/26 | 571,987 | 527,122 | ||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 402,854 | 379,312 | ||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 522,821 | 499,784 | ||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 50,779 | 57,793 | ||
United States Treasury Note/Bond | 1.250% | 11/30/26 | 435,505 | 403,250 | ||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 514,365 | 483,985 | ||
United States Treasury Note/Bond | 1.250% | 12/31/26 | 695,530 | 642,713 | ||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 328,754 | 310,775 | ||
United States Treasury Note/Bond | 1.500% | 1/31/27 | 910,339 | 849,745 | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 446,335 | 430,294 | ||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 1,892 | 1,733 | ||
United States Treasury Note/Bond | 1.875% | 2/28/27 | 369,126 | 350,381 | ||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 3,245 | 2,896 | ||
United States Treasury Note/Bond | 2.500% | 3/31/27 | 621,558 | 606,408 | ||
United States Treasury Note/Bond | 0.500% | 4/30/27 | 164,268 | 145,352 | ||
United States Treasury Note/Bond | 2.750% | 4/30/27 | 498,845 | 492,064 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 522,299 | 505,488 | ||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 771,495 | 681,085 | ||
United States Treasury Note/Bond | 2.625% | 5/31/27 | 660,885 | 648,390 | ||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 386,310 | 340,375 | ||
United States Treasury Note/Bond | 3.250% | 6/30/27 | 426,020 | 430,147 | ||
United States Treasury Note/Bond | 0.375% | 7/31/27 | 687,515 | 600,824 | ||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 508,974 | 488,694 | ||
United States Treasury Note/Bond | 6.375% | 8/15/27 | 33,585 | 38,743 | ||
United States Treasury Note/Bond | 0.500% | 8/31/27 | 958,565 | 840,841 | ||
United States Treasury Note/Bond | 0.375% | 9/30/27 | 299,065 | 260,046 | ||
United States Treasury Note/Bond | 0.500% | 10/31/27 | 560,407 | 489,568 | ||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 763,084 | 731,487 | ||
United States Treasury Note/Bond | 0.625% | 11/30/27 | 859,020 | 754,193 | ||
United States Treasury Note/Bond | 0.625% | 12/31/27 | 647,600 | 567,358 | ||
United States Treasury Note/Bond | 0.750% | 1/31/28 | 780,282 | 687,136 | ||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 667,601 | 655,709 | ||
United States Treasury Note/Bond | 1.125% | 2/29/28 | 443,220 | 398,413 | ||
United States Treasury Note/Bond | 1.250% | 3/31/28 | 623,400 | 563,106 | ||
United States Treasury Note/Bond | 1.250% | 4/30/28 | 1,535,813 | 1,385,351 | ||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 755,131 | 746,164 | ||
United States Treasury Note/Bond | 1.250% | 5/31/28 | 632,190 | 569,366 | ||
United States Treasury Note/Bond | 1.250% | 6/30/28 | 702,448 | 631,874 | ||
United States Treasury Note/Bond | 1.000% | 7/31/28 | 775,821 | 686,117 | ||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 951,438 | 939,842 | ||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 71,225 | 80,696 | ||
United States Treasury Note/Bond | 1.125% | 8/31/28 | 627,455 | 558,435 | ||
United States Treasury Note/Bond | 1.250% | 9/30/28 | 483,265 | 432,824 | ||
United States Treasury Note/Bond | 1.375% | 10/31/28 | 445,915 | 402,020 | ||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 817,900 | 819,434 | ||
1 | United States Treasury Note/Bond | 5.250% | 11/15/28 | 45,485 | 51,128 | |
United States Treasury Note/Bond | 1.500% | 11/30/28 | 1,313,680 | 1,192,986 | ||
United States Treasury Note/Bond | 1.375% | 12/31/28 | 25 | 23 | ||
United States Treasury Note/Bond | 1.750% | 1/31/29 | 249,270 | 229,874 | ||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 700,661 | 682,050 | ||
United States Treasury Note/Bond | 5.250% | 2/15/29 | 45,278 | 51,143 | ||
United States Treasury Note/Bond | 1.875% | 2/28/29 | 351,810 | 327,073 | ||
United States Treasury Note/Bond | 2.375% | 3/31/29 | 573,745 | 549,182 | ||
United States Treasury Note/Bond | 2.875% | 4/30/29 | 109,450 | 108,167 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 2.375% | 5/15/29 | 890,033 | 852,484 | ||
United States Treasury Note/Bond | 2.750% | 5/31/29 | 465,175 | 456,017 | ||
United States Treasury Note/Bond | 3.250% | 6/30/29 | 163,685 | 165,603 | ||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 676,699 | 616,007 | ||
United States Treasury Note/Bond | 6.125% | 8/15/29 | 50,571 | 60,480 | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 548,677 | 503,411 | ||
United States Treasury Note/Bond | 1.500% | 2/15/30 | 247,629 | 222,402 | ||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 1,241,512 | 1,035,305 | ||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 131,653 | 161,152 | ||
United States Treasury Note/Bond | 0.625% | 8/15/30 | 1,322,224 | 1,096,207 | ||
1 | United States Treasury Note/Bond | 0.875% | 11/15/30 | 1,958,844 | 1,653,693 | |
United States Treasury Note/Bond | 1.125% | 2/15/31 | 1,313,186 | 1,128,109 | ||
1 | United States Treasury Note/Bond | 5.375% | 2/15/31 | 350,937 | 412,351 | |
1 | United States Treasury Note/Bond | 1.625% | 5/15/31 | 1,326,472 | 1,185,120 | |
United States Treasury Note/Bond | 1.250% | 8/15/31 | 1,449,899 | 1,248,046 | ||
United States Treasury Note/Bond | 1.375% | 11/15/31 | 1,322,537 | 1,147,094 | ||
United States Treasury Note/Bond | 1.875% | 2/15/32 | 1,236,887 | 1,120,349 | ||
United States Treasury Note/Bond | 2.875% | 5/15/32 | 1,525,774 | 1,508,609 | ||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 243,423 | 286,098 | ||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 40 | 49 | ||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 112,693 | 131,129 | ||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 5,613 | 6,615 | ||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 132,956 | 138,814 | ||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 109,385 | 124,886 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 120,862 | 142,070 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 233,466 | 269,544 | ||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 205,527 | 244,449 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 90,635 | 63,076 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 184,735 | 212,792 | ||
United States Treasury Note/Bond | 1.125% | 8/15/40 | 773,295 | 533,815 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 211,862 | 228,248 | ||
United States Treasury Note/Bond | 1.375% | 11/15/40 | 441,620 | 317,966 | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 203,132 | 229,380 | ||
United States Treasury Note/Bond | 1.875% | 2/15/41 | 1,260,699 | 988,664 | ||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 193,930 | 233,413 | ||
United States Treasury Note/Bond | 2.250% | 5/15/41 | 410,396 | 342,232 | ||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 174,018 | 199,251 | ||
United States Treasury Note/Bond | 1.750% | 8/15/41 | 479,736 | 364,824 | ||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 89,325 | 93,819 | ||
United States Treasury Note/Bond | 2.000% | 11/15/41 | 461,090 | 366,062 | ||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 78,330 | 75,148 | ||
United States Treasury Note/Bond | 2.375% | 2/15/42 | 521,438 | 442,082 | ||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 190,262 | 182,057 | ||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 163,799 | 153,357 | ||
United States Treasury Note/Bond | 3.250% | 5/15/42 | 288,309 | 281,372 | ||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 366,499 | 328,418 | ||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 470,444 | 420,901 | ||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 324,938 | 308,539 | ||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 486,755 | 443,403 | ||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 394,910 | 405,029 | ||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 388,181 | 405,770 | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 341,732 | 350,382 | ||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 432,981 | 427,163 | ||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 484,184 | 458,538 | ||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 365,342 | 338,341 | ||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 434,671 | 368,520 | ||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 451,132 | 418,354 | ||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 304,028 | 276,096 | ||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 177,935 | 165,313 | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 314,180 | 266,268 | ||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 525,300 | 445,028 | ||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 427,789 | 344,771 | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 492,340 | 448,645 | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 146,270 | 136,534 | ||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 62,069 | 58,005 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 381,063 | 340,694 | ||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 429,574 | 384,670 | ||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 546,821 | 515,208 | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 558,044 | 539,733 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 561,717 | 530,471 | ||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 423,844 | 430,599 | ||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 577,056 | 549,826 | ||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 584,848 | 545,188 | ||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 41,235 | 33,825 | ||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 2,256 | 1,905 | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 173,886 | 134,762 | ||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 904,272 | 575,060 | ||
United States Treasury Note/Bond | 1.375% | 8/15/50 | 985,374 | 648,500 | ||
United States Treasury Note/Bond | 1.625% | 11/15/50 | 1,218,007 | 856,412 | ||
United States Treasury Note/Bond | 1.875% | 2/15/51 | 981,460 | 736,248 | ||
United States Treasury Note/Bond | 2.375% | 5/15/51 | 981,973 | 828,847 | ||
United States Treasury Note/Bond | 2.000% | 8/15/51 | 1,015,706 | 784,950 | ||
United States Treasury Note/Bond | 1.875% | 11/15/51 | 782,921 | 587,435 | ||
United States Treasury Note/Bond | 2.250% | 2/15/52 | 1,252,282 | 1,030,393 | ||
United States Treasury Note/Bond | 2.875% | 5/15/52 | 646,985 | 610,794 | ||
125,076,472 | ||||||
Agency Bonds and Notes (1.4%) | ||||||
2 | AID-Israel | 5.500% | 9/18/23 | 542 | 557 | |
2 | AID-Israel | 5.500% | 12/4/23 | 4,768 | 4,927 | |
2 | AID-Israel | 5.500% | 4/26/24 | 20,405 | 21,227 | |
2 | AID-Israel | 5.500% | 9/18/33 | 6,775 | 7,975 | |
2 | AID-Jordan | 3.000% | 6/30/25 | 5,200 | 5,180 | |
Federal Farm Credit Banks | 0.500% | 12/1/23 | 36,350 | 35,090 | ||
Federal Farm Credit Banks | 3.500% | 12/20/23 | 5,000 | 5,034 | ||
Federal Farm Credit Banks | 0.900% | 1/18/24 | 14,000 | 13,555 | ||
Federal Farm Credit Banks | 0.250% | 2/26/24 | 20,700 | 19,780 | ||
Federal Farm Credit Banks | 2.625% | 5/3/24 | 19,970 | 19,820 | ||
Federal Farm Credit Banks | 2.625% | 5/16/24 | 49,420 | 49,041 | ||
Federal Farm Credit Banks | 2.625% | 6/10/24 | 19,550 | 19,392 | ||
Federal Farm Credit Banks | 3.250% | 6/17/24 | 27,525 | 27,625 | ||
Federal Farm Credit Banks | 3.100% | 6/28/24 | 18,000 | 18,015 | ||
Federal Farm Credit Banks | 0.875% | 11/18/24 | 26,269 | 24,961 | ||
Federal Farm Credit Banks | 1.125% | 1/6/25 | 13,020 | 12,409 | ||
Federal Farm Credit Banks | 1.750% | 2/14/25 | 20,060 | 19,389 | ||
Federal Farm Credit Banks | 2.510% | 4/1/25 | 11,125 | 10,950 | ||
Federal Home Loan Banks | 0.125% | 8/28/23 | 14,525 | 14,060 | ||
Federal Home Loan Banks | 0.500% | 11/9/23 | 14,650 | 14,171 | ||
Federal Home Loan Banks | 0.625% | 12/22/23 | 18,000 | 17,383 | ||
Federal Home Loan Banks | 2.500% | 2/13/24 | 57,095 | 56,622 | ||
Federal Home Loan Banks | 2.125% | 2/28/24 | 18,725 | 18,453 | ||
Federal Home Loan Banks | 2.875% | 6/14/24 | 47,350 | 47,187 | ||
Federal Home Loan Banks | 2.750% | 6/28/24 | 7,120 | 7,078 | ||
Federal Home Loan Banks | 1.500% | 8/15/24 | 19,950 | 19,327 | ||
Federal Home Loan Banks | 5.375% | 8/15/24 | 24,750 | 25,934 | ||
Federal Home Loan Banks | 2.875% | 9/13/24 | 14,985 | 14,933 | ||
3 | Federal Home Loan Banks | 1.000% | 12/20/24 | 18,000 | 17,121 | |
Federal Home Loan Banks | 0.500% | 4/14/25 | 63,900 | 59,515 | ||
Federal Home Loan Banks | 0.375% | 9/4/25 | 11,000 | 10,100 | ||
Federal Home Loan Banks | 1.250% | 12/21/26 | 10,500 | 9,691 | ||
Federal Home Loan Banks | 3.250% | 11/16/28 | 273,485 | 274,848 | ||
Federal Home Loan Banks | 5.500% | 7/15/36 | 19,780 | 23,851 | ||
4 | Federal Home Loan Mortgage Corp. | 0.250% | 8/24/23 | 68,975 | 66,884 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 9/8/23 | 55,750 | 54,003 | |
4 | Federal Home Loan Mortgage Corp. | 0.125% | 10/16/23 | 25,000 | 24,106 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 11/6/23 | 52,000 | 50,140 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 12/4/23 | 57,670 | 55,460 | |
4 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 39,850 | 38,271 | |
3,4 | Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | 44,250 | 40,773 | |
4 | Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | 184,705 | 169,520 | |
3,4 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 191,366 | 233,835 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
4 | Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | 90,654 | 113,621 | |
4 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 11,429 | 14,204 | |
4 | Federal National Mortgage Assn. | 0.250% | 7/10/23 | 38,050 | 37,029 | |
4 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 23,000 | 22,977 | |
4 | Federal National Mortgage Assn. | 0.250% | 11/27/23 | 303,075 | 291,657 | |
4 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 90,320 | 89,582 | |
4 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 26,717 | 26,063 | |
4 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 476,355 | 472,210 | |
4 | Federal National Mortgage Assn. | 1.625% | 10/15/24 | 29,170 | 28,258 | |
4 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 36,330 | 35,060 | |
4 | Federal National Mortgage Assn. | 0.625% | 4/22/25 | 27,300 | 25,475 | |
4 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 41,000 | 37,963 | |
4 | Federal National Mortgage Assn. | 0.375% | 8/25/25 | 84,475 | 77,642 | |
4 | Federal National Mortgage Assn. | 0.500% | 11/7/25 | 77,575 | 71,205 | |
4 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 34,025 | 32,828 | |
4 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 48,275 | 45,873 | |
4 | Federal National Mortgage Assn. | 0.750% | 10/8/27 | 162,150 | 143,443 | |
4 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 27,789 | 32,955 | |
4 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 26,389 | 33,042 | |
4 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 47,677 | 60,496 | |
4 | Federal National Mortgage Assn. | 0.875% | 8/5/30 | 161,690 | 133,754 | |
4 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 29,700 | 36,755 | |
4 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 10,765 | 13,114 | |
3 | Private Export Funding Corp. | 3.550% | 1/15/24 | 4,200 | 4,213 | |
3 | Private Export Funding Corp. | 2.450% | 7/15/24 | 8,300 | 8,153 | |
3 | Private Export Funding Corp. | 1.750% | 11/15/24 | 4,050 | 3,895 | |
3 | Private Export Funding Corp. | 3.250% | 6/15/25 | 2,475 | 2,463 | |
3 | Private Export Funding Corp. | 1.400% | 7/15/28 | 11,650 | 10,271 | |
3 | Resolution Funding Corp. | 8.625% | 1/15/30 | 110 | 147 | |
Tennessee Valley Authority | 2.875% | 9/15/24 | 9,637 | 9,585 | ||
Tennessee Valley Authority | 0.750% | 5/15/25 | 6,825 | 6,383 | ||
3 | Tennessee Valley Authority | 6.750% | 11/1/25 | 17,306 | 19,285 | |
3 | Tennessee Valley Authority | 2.875% | 2/1/27 | 30,250 | 29,862 | |
Tennessee Valley Authority | 7.125% | 5/1/30 | 27,165 | 33,977 | ||
Tennessee Valley Authority | 1.500% | 9/15/31 | 13,725 | 11,585 | ||
3 | Tennessee Valley Authority | 4.700% | 7/15/33 | 7,950 | 8,604 | |
Tennessee Valley Authority | 4.650% | 6/15/35 | 15,169 | 16,288 | ||
Tennessee Valley Authority | 5.880% | 4/1/36 | 10,800 | 13,016 | ||
Tennessee Valley Authority | 6.150% | 1/15/38 | 920 | 1,141 | ||
Tennessee Valley Authority | 5.500% | 6/15/38 | 2,550 | 2,996 | ||
Tennessee Valley Authority | 5.250% | 9/15/39 | 30,250 | 34,408 | ||
Tennessee Valley Authority | 3.500% | 12/15/42 | 2,100 | 1,901 | ||
Tennessee Valley Authority | 4.875% | 1/15/48 | 6,951 | 7,697 | ||
Tennessee Valley Authority | 5.375% | 4/1/56 | 21,250 | 26,688 | ||
Tennessee Valley Authority | 4.625% | 9/15/60 | 7,468 | 8,383 | ||
Tennessee Valley Authority | 4.250% | 9/15/65 | 14,725 | 15,447 | ||
3,829,787 | ||||||
Conventional Mortgage-Backed Securities (20.1%) | ||||||
3,4 | Fannie Mae Pool | 6.000% | 1/1/26– 3/1/35 | 180 | 191 | |
3,4 | Fannie Mae Pool | 6.500% | 2/1/29– 9/1/32 | 105 | 109 | |
3,4 | Fannie Mae Pool | 8.000% | 8/1/24 | 1 | 1 | |
3,4 | Freddie Mac Gold Pool | 2.000% | 1/1/28– 12/1/31 | 24,245 | 22,689 | |
3,4 | Freddie Mac Gold Pool | 2.500% | 10/1/22– 3/1/43 | 352,906 | 339,841 | |
3,4 | Freddie Mac Gold Pool | 3.000% | 12/1/22– 12/1/47 | 1,133,055 | 1,083,131 | |
3,4 | Freddie Mac Gold Pool | 3.500% | 4/1/24– 7/1/48 | 1,189,925 | 1,166,544 | |
3,4 | Freddie Mac Gold Pool | 4.000% | 5/1/23– 2/1/49 | 716,412 | 719,478 | |
3,4 | Freddie Mac Gold Pool | 4.500% | 2/1/23– 1/1/49 | 356,862 | 365,513 | |
3,4 | Freddie Mac Gold Pool | 5.000% | 11/1/22– 11/1/48 | 124,392 | 130,160 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | Freddie Mac Gold Pool | 5.500% | 12/1/22– 6/1/41 | 83,033 | 89,428 | |
3,4 | Freddie Mac Gold Pool | 6.000% | 9/1/22– 5/1/40 | 41,029 | 45,904 | |
3,4 | Freddie Mac Gold Pool | 7.000% | 9/1/23– 12/1/38 | 5,402 | 5,813 | |
3,4 | Freddie Mac Gold Pool | 7.500% | 6/1/24– 2/1/32 | 348 | 365 | |
3,4 | Freddie Mac Gold Pool | 8.000% | 8/1/23– 12/1/31 | 444 | 481 | |
3,4 | Freddie Mac Gold Pool | 8.500% | 5/1/24– 7/1/31 | 73 | 75 | |
3,4 | Freddie Mac Gold Pool | 9.000% | 12/1/24– 3/1/31 | 64 | 70 | |
3 | Ginnie Mae I Pool | 3.000% | 1/15/26– 3/15/45 | 64,039 | 60,609 | |
3 | Ginnie Mae I Pool | 3.500% | 11/15/25– 7/15/45 | 75,714 | 75,706 | |
3 | Ginnie Mae I Pool | 4.000% | 6/15/24– 6/15/46 | 93,792 | 95,637 | |
3 | Ginnie Mae I Pool | 4.500% | 6/15/23– 2/15/49 | 93,229 | 97,429 | |
3 | Ginnie Mae I Pool | 5.000% | 3/15/34– 4/15/41 | 43,649 | 46,151 | |
3 | Ginnie Mae I Pool | 5.500% | 8/15/23– 2/15/41 | 56 | 60 | |
3 | Ginnie Mae I Pool | 6.000% | 11/15/22– 6/15/41 | 2,503 | 2,733 | |
3 | Ginnie Mae I Pool | 6.500% | 11/15/23– 1/15/39 | 6,657 | 7,064 | |
3 | Ginnie Mae I Pool | 7.000% | 6/15/23– 9/15/36 | 1,673 | 1,766 | |
3 | Ginnie Mae I Pool | 7.500% | 5/15/23– 5/15/32 | 741 | 772 | |
3 | Ginnie Mae I Pool | 8.000% | 8/15/23– 12/15/30 | 417 | 438 | |
3 | Ginnie Mae I Pool | 8.500% | 6/15/24– 2/15/31 | 84 | 90 | |
3 | Ginnie Mae I Pool | 9.000% | 9/15/24– 1/15/31 | 110 | 118 | |
3 | Ginnie Mae I Pool | 9.500% | 12/15/24– 9/15/25 | 3 | 3 | |
3 | Ginnie Mae II Pool | 1.500% | 3/20/51– 12/20/51 | 69,731 | 59,659 | |
3 | Ginnie Mae II Pool | 2.000% | 8/20/50– 1/20/52 | 2,785,318 | 2,474,304 | |
3,5 | Ginnie Mae II Pool | 2.500% | 6/20/27– 7/15/52 | 2,800,056 | 2,567,982 | |
3,5 | Ginnie Mae II Pool | 3.000% | 10/20/26– 7/15/52 | 2,786,267 | 2,636,683 | |
3,5 | Ginnie Mae II Pool | 3.500% | 9/20/25– 7/15/52 | 2,038,308 | 2,002,270 | |
3,5 | Ginnie Mae II Pool | 4.000% | 9/20/25– 7/15/52 | 991,089 | 999,739 | |
3 | Ginnie Mae II Pool | 4.500% | 8/20/33– 9/20/49 | 436,757 | 453,633 | |
3 | Ginnie Mae II Pool | 5.000% | 12/20/32– 12/20/49 | 151,549 | 161,319 | |
3 | Ginnie Mae II Pool | 5.500% | 8/20/23– 1/20/49 | 2,232 | 2,318 | |
3 | Ginnie Mae II Pool | 6.000% | 7/20/23– 10/20/38 | 103 | 112 | |
3 | Ginnie Mae II Pool | 6.500% | 3/20/31– 9/20/40 | 7,344 | 8,181 | |
3 | Ginnie Mae II Pool | 7.000% | 3/20/28– 11/20/38 | 921 | 1,040 | |
3 | Ginnie Mae II Pool | 7.500% | 8/20/30 | 2 | 2 | |
3 | Ginnie Mae II Pool | 8.500% | 10/20/30 | 4 | 5 | |
3,4 | UMBS Pool | 1.500% | 7/1/35– 9/1/51 | 3,663,066 | 3,155,204 | |
3,4,5 | UMBS Pool | 2.000% | 7/1/23– 7/25/52 | 15,110,709 | 13,310,371 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4,5 | UMBS Pool | 2.500% | 10/1/22– 7/25/52 | 10,898,050 | 9,923,562 | |
3,4,5 | UMBS Pool | 3.000% | 11/1/25– 7/25/52 | 6,759,201 | 6,377,212 | |
3,4,5 | UMBS Pool | 3.500% | 5/1/23– 7/25/52 | 3,954,287 | 3,850,227 | |
3,4,5 | UMBS Pool | 4.000% | 3/1/23– 7/25/52 | 2,629,653 | 2,621,475 | |
3,4,5 | UMBS Pool | 4.500% | 7/1/23– 7/25/52 | 1,066,365 | 1,085,786 | |
3,4 | UMBS Pool | 5.000% | 5/1/23– 3/1/50 | 354,039 | 369,446 | |
3,4 | UMBS Pool | 5.500% | 11/1/22– 6/1/49 | 166,649 | 179,312 | |
3,4 | UMBS Pool | 6.000% | 9/1/22– 5/1/41 | 91,549 | 101,006 | |
3,4 | UMBS Pool | 7.000% | 12/1/22– 11/1/38 | 8,631 | 9,477 | |
3,4 | UMBS Pool | 7.500% | 12/1/22– 12/1/32 | 745 | 796 | |
3,4 | UMBS Pool | 8.000% | 8/1/24– 9/1/31 | 251 | 276 | |
3,4 | UMBS Pool | 8.500% | 7/1/24– 5/1/32 | 101 | 101 | |
3,4 | UMBS Pool | 9.000% | 8/1/24– 8/1/30 | 23 | 24 | |
3,4 | UMBS Pool | 9.500% | 1/1/25– 11/1/25 | 22 | 24 | |
56,709,915 | ||||||
Nonconventional Mortgage-Backed Securities (0.0%) | ||||||
3,4 | Fannie Mae Pool | 2.308% | 7/1/43 | 2,275 | 2,288 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.290% | 1.779% | 12/1/41 | 420 | 420 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.310% | 1.560% | 9/1/37 | 629 | 640 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.387% | 1.724% | 1/1/35 | 21 | 21 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.388% | 1.638% | 10/1/37 | 501 | 510 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.432% | 2.034% | 7/1/36 | 138 | 138 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.460% | 1.835% | 2/1/37 | 1 | 1 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.481% | 1.849% | 3/1/43 | 1,391 | 1,399 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.530% | 1.780% | 12/1/43 | 373 | 376 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.555% | 1.805% | 9/1/43 | 157 | 158 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.585% | 1.835% | 10/1/34 | 2 | 2 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.596% | 1.846% | 11/1/33 | 76 | 76 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.597% | 1.847% | 8/1/35 | 423 | 431 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.601% | 3.223% | 10/1/37 | 267 | 272 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.605% | 2.221% | 4/1/37 | 9 | 9 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.606% | 2.510% | 6/1/43 | 520 | 525 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 2.078% | 2/1/36 | 287 | 288 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.627% | 2.127% | 3/1/38 | 97 | 98 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.633% | 1.883% | 1/1/35 | 1 | 1 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.635% | 1.885% | 11/1/36 | 60 | 59 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.640% | 1.890% | 1/1/42 | 361 | 367 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.658% | 1.908% | 7/1/35 | 340 | 345 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.660% | 1.910% | 9/1/40 | 98 | 100 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.665% | 3.915% | 6/1/36 | 13 | 13 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.670% | 2.045% | 1/1/37 | 94 | 96 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.671% | 2.328% | 10/1/42 | 449 | 461 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.680% | 2.062% | 8/1/39 | 675 | 683 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.684% | 3.403% | 6/1/42 | 539 | 548 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.685% | 1.935% | 12/1/33 | 148 | 149 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.687% | 2.304% | 4/1/36 | 132 | 136 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 1.940% | 10/1/39– 9/1/42 | 1,224 | 1,248 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.225% | 5/1/40 | 179 | 183 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.695% | 1.945% | 7/1/39 | 135 | 139 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.698% | 2.712% | 8/1/40 | 278 | 286 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 1.950% | 12/1/40 | 286 | 290 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 2.075% | 7/1/37 | 46 | 47 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.701% | 1.951% | 10/1/42 | 521 | 533 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.705% | 1.955% | 11/1/39 | 139 | 141 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.711% | 2.087% | 4/1/36 | 53 | 53 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.716% | 2.615% | 5/1/42 | 629 | 637 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.733% | 2.217% | 9/1/43 | 867 | 891 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.735% | 3.485% | 6/1/41 | 127 | 132 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.747% | 2.939% | 7/1/41 | 862 | 896 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.748% | 2.408% | 5/1/35 | 108 | 110 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 2.000% | 10/1/40 | 177 | 182 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 2.172% | 2/1/36 | 100 | 102 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.751% | 2.002% | 9/1/34 | 130 | 131 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.764% | 2.093% | 11/1/39 | 224 | 228 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.770% | 2.408% | 5/1/42 | 69 | 71 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.780% | 2.280% | 2/1/41 | 194 | 197 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.782% | 2.404% | 7/1/42 | 401 | 409 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.794% | 2.136% | 8/1/42 | 1,286 | 1,317 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.794% | 2.336% | 3/1/42 | 172 | 179 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 2.447% | 3/1/42 | 440 | 446 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.805% | 2.055% | 11/1/41 | 541 | 554 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 2.060% | 9/1/33– 12/1/40 | 734 | 753 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 2.063% | 11/1/41 | 380 | 387 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 2.075% | 1/1/42 | 306 | 312 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 2.206% | 3/1/41 | 353 | 362 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.065% | 11/1/40– 12/1/41 | 869 | 888 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.230% | 2/1/41 | 328 | 334 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.406% | 5/1/41 | 392 | 407 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.820% | 2.070% | 12/1/40 | 73 | 74 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.824% | 2.524% | 9/1/40 | 405 | 421 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.824% | 3.102% | 2/1/42 | 408 | 422 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.825% | 2.575% | 3/1/41 | 383 | 389 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.826% | 4.076% | 7/1/38 | 134 | 137 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 2.308% | 4/1/41 | 561 | 572 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 4.080% | 6/1/41 | 543 | 560 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.834% | 2.154% | 2/1/41 | 227 | 225 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 2.107% | 1/1/40 | 317 | 324 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 3.210% | 5/1/40 | 91 | 94 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.839% | 2.089% | 12/1/39 | 239 | 245 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.840% | 2.090% | 8/1/39 | 294 | 303 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.849% | 3.042% | 4/1/37 | 37 | 39 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.875% | 2.125% | 1/1/37 | 15 | 16 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.880% | 2.365% | 11/1/34 | 196 | 201 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.912% | 3.662% | 5/1/36 | 70 | 69 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.914% | 3.289% | 4/1/37 | 202 | 211 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.925% | 2.175% | 10/1/37 | 11 | 11 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.965% | 2.340% | 4/1/37 | 14 | 14 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 2.130% | 2.630% | 10/1/36 | 182 | 189 | |
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.155% | 2.280% | 12/1/37 | 369 | 378 | |
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.185% | 3.090% | 5/1/36 | 31 | 32 | |
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.190% | 2.315% | 12/1/36 | 4 | 4 | |
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.235% | 2.360% | 12/1/35 | 2 | 2 | |
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.268% | 2.393% | 9/1/33 | 2 | 2 | |
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.268% | 2.643% | 5/1/33 | 2 | 2 | |
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.275% | 2.400% | 11/1/32 | 4 | 4 | |
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.313% | 2.438% | 1/1/35 | 155 | 162 | |
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.058% | 1.592% | 4/1/37 | 378 | 382 | |
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.415% | 2.093% | 7/1/34 | 68 | 69 | |
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.840% | 2.090% | 8/1/37 | 291 | 302 | |
3,4 | Fannie Mae REMICS | 2.493% | 3/25/23 | 4,108 | 4,084 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.488% | 1.876% | 3/1/37 | 6 | 6 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.532% | 2.077% | 9/1/37 | 72 | 73 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.550% | 2.050% | 4/1/37 | 1 | 1 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.570% | 2.057% | 3/1/37 | 20 | 20 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% | 1.875% | 1/1/38 | 72 | 73 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 1.890% | 12/1/36– 11/1/43 | 393 | 398 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.310% | 5/1/42 | 81 | 82 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% | 1.910% | 10/1/37 | 164 | 166 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.665% | 1.915% | 12/1/34 | 89 | 89 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% | 2.074% | 2/1/37 | 167 | 170 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% | 1.993% | 1/1/35 | 31 | 32 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% | 1.993% | 12/1/36 | 344 | 336 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% | 1.995% | 12/1/40 | 615 | 621 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 2.000% | 5/1/33 | 9 | 9 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 2.412% | 3/1/36 | 9 | 9 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 2.500% | 4/1/33 | 1 | 1 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 3.125% | 5/1/38 | 44 | 45 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.765% | 2.015% | 12/1/36 | 48 | 47 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.767% | 2.505% | 6/1/37 | 249 | 254 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.775% | 2.025% | 12/1/34 | 5 | 5 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.780% | 2.155% | 3/1/36 | 2 | 2 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.800% | 2.050% | 12/1/35 | 140 | 143 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.811% | 2.180% | 6/1/41 | 13 | 14 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.814% | 2.116% | 3/1/42 | 200 | 205 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.846% | 2.141% | 2/1/42 | 135 | 136 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.871% | 2.120% | 8/1/37 | 162 | 166 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.130% | 6/1/40– 12/1/40 | 398 | 405 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.223% | 1/1/41 | 661 | 667 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.380% | 3/1/41 | 50 | 51 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.950% | 6/1/41 | 112 | 115 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.255% | 5/1/40 | 16 | 16 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.356% | 5/1/40 | 50 | 51 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.612% | 6/1/40 | 159 | 165 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.887% | 2.323% | 2/1/42 | 155 | 153 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.892% | 2.220% | 9/1/40 | 199 | 207 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.899% | 2.149% | 12/1/39 | 82 | 84 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 2.150% | 11/1/40 | 340 | 345 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 3.165% | 6/1/40 | 157 | 160 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.201% | 1/1/41 | 94 | 96 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.390% | 2/1/41 | 107 | 107 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.410% | 2/1/41 | 137 | 140 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.995% | 2.451% | 3/1/37 | 199 | 204 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.005% | 2.989% | 5/1/37 | 220 | 225 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% | 2.585% | 3/1/38 | 68 | 69 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.125% | 3.250% | 6/1/35 | 1 | 1 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.283% | 11/1/36 | 96 | 99 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.375% | 11/1/34 | 424 | 418 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.490% | 2/1/36 | 151 | 155 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.924% | 6/1/34 | 1 | 1 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 3.366% | 5/1/36 | 100 | 99 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.315% | 2.440% | 12/1/34 | 21 | 22 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.409% | 2.534% | 11/1/33 | 1 | 1 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.411% | 2.534% | 10/1/36 | 336 | 348 | |
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355% | 1.897% | 5/1/37 | 16 | 16 | |
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355% | 2.020% | 6/1/37 | 273 | 275 | |
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.570% | 1.945% | 3/1/37 | 42 | 43 | |
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% | 2.102% | 1/1/37 | 413 | 425 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 1.625% | 7/20/38– 8/20/41 | 916 | 917 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 1.750% | 10/20/38– 12/20/43 | 3,108 | 3,107 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 1.875% | 6/20/29– 6/20/43 | 2,228 | 2,246 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.625% | 1/20/41– 1/20/44 | 3,720 | 3,729 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.000% | 5/20/41 | 120 | 124 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.250% | 11/20/40 | 54 | 56 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.375% | 5/20/41 | 124 | 125 | |
51,964 | ||||||
Total U.S. Government and Agency Obligations (Cost $200,847,066) | 185,668,138 | |||||
Asset-Backed/Commercial Mortgage-Backed Securities (2.6%) | ||||||
3 | Ally Auto Receivables Trust Series 2019-2 | 2.260% | 8/15/24 | 1,875 | 1,867 | |
3 | Ally Auto Receivables Trust Series 2019-4 | 1.920% | 1/15/25 | 1,600 | 1,583 | |
3 | Ally Auto Receivables Trust Series 2022-1 | 3.310% | 11/15/26 | 7,775 | 7,703 | |
3 | Ally Auto Receivables Trust Series 2022-1 | 3.450% | 6/15/27 | 650 | 646 | |
3 | American Express Credit Account Master Trust Series 2021-1 | 0.900% | 11/15/26 | 28,300 | 26,692 | |
3 | American Express Credit Account Master Trust Series 2022-2 | 3.390% | 5/15/27 | 49,500 | 49,387 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | AmeriCredit Automobile Receivables Trust Series 2018-1 | 3.500% | 1/18/24 | 392 | 392 | |
3 | AmeriCredit Automobile Receivables Trust Series 2020-1 | 1.110% | 8/19/24 | 1,939 | 1,936 | |
3 | AmeriCredit Automobile Receivables Trust Series 2020-3 | 0.760% | 12/18/25 | 1,375 | 1,329 | |
3 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.680% | 10/19/26 | 2,150 | 2,062 | |
3 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.890% | 10/19/26 | 1,350 | 1,264 | |
3 | AmeriCredit Automobile Receivables Trust Series 2021-2 | 0.340% | 12/18/26 | 1,150 | 1,114 | |
3 | AmeriCredit Automobile Receivables Trust Series 2021-3 | 0.760% | 8/18/26 | 1,050 | 1,004 | |
3 | AmeriCredit Automobile Receivables Trust Series 2021-3 | 1.170% | 8/18/27 | 525 | 493 | |
3 | AmeriCredit Automobile Receivables Trust Series 2021-3 | 1.410% | 8/18/27 | 1,150 | 1,060 | |
3 | BA Credit Card Trust Series 2020-A1 | 0.340% | 5/15/26 | 15,700 | 15,054 | |
3 | BA Credit Card Trust Series 2021-A1 | 0.440% | 9/15/26 | 3,715 | 3,522 | |
3 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.429% | 9/15/48 | 1,606 | 1,595 | |
3 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.705% | 9/15/48 | 4,100 | 4,037 | |
3 | BANK Series 2017-BNK5 | 3.390% | 6/15/60 | 9,750 | 9,401 | |
3 | BANK Series 2017-BNK5 | 3.624% | 6/15/60 | 4,450 | 4,219 | |
3 | BANK Series 2017-BNK6 | 3.254% | 7/15/60 | 5,500 | 5,311 | |
3 | BANK Series 2017-BNK6 | 3.518% | 7/15/60 | 3,388 | 3,281 | |
3 | BANK Series 2017-BNK6 | 3.741% | 7/15/60 | 3,388 | 3,228 | |
3 | BANK Series 2017-BNK7 | 3.175% | 9/15/60 | 6,984 | 6,618 | |
3 | BANK Series 2017-BNK7 | 3.435% | 9/15/60 | 5,790 | 5,579 | |
3 | BANK Series 2017-BNK7 | 3.748% | 9/15/60 | 4,100 | 3,915 | |
3 | BANK Series 2017-BNK8 | 3.488% | 11/15/50 | 8,000 | 7,720 | |
3 | BANK Series 2017-BNK8 | 3.731% | 11/15/50 | 1,325 | 1,263 | |
3 | BANK Series 2017-BNK8 | 4.204% | 11/15/50 | 1,955 | 1,790 | |
3 | BANK Series 2017-BNK9 | 3.279% | 11/15/54 | 8,000 | 7,663 | |
3 | BANK Series 2017-BNK9 | 3.538% | 11/15/54 | 8,000 | 7,735 | |
3 | BANK Series 2018-BN10 | 3.641% | 2/15/61 | 1,802 | 1,777 | |
3 | BANK Series 2018-BN10 | 3.688% | 2/15/61 | 7,600 | 7,394 | |
3 | BANK Series 2018-BN10 | 3.898% | 2/15/61 | 2,100 | 1,994 | |
3 | BANK Series 2018-BN11 | 4.046% | 3/15/61 | 5,550 | 5,494 | |
3 | BANK Series 2018-BN12 | 4.255% | 5/15/61 | 6,550 | 6,549 | |
3 | BANK Series 2018-BN12 | 4.486% | 5/15/61 | 2,100 | 2,067 | |
3 | BANK Series 2018-BN13 | 3.953% | 8/15/61 | 2,300 | 2,261 | |
3 | BANK Series 2018-BN13 | 4.217% | 8/15/61 | 8,600 | 8,581 | |
3 | BANK Series 2018-BN14 | 3.966% | 9/15/60 | 1,600 | 1,573 | |
3 | BANK Series 2018-BN14 | 4.128% | 9/15/60 | 1,860 | 1,865 | |
3 | BANK Series 2018-BN14 | 4.231% | 9/15/60 | 3,575 | 3,567 | |
3 | BANK Series 2018-BN14 | 4.481% | 9/15/60 | 1,550 | 1,518 | |
3 | BANK Series 2018-BN15 | 4.407% | 11/15/61 | 7,690 | 7,746 | |
3 | BANK Series 2019-BN16 | 4.005% | 2/15/52 | 6,625 | 6,524 | |
3 | BANK Series 2019-BN17 | 3.714% | 4/15/52 | 7,350 | 7,111 | |
3 | BANK Series 2019-BN17 | 3.976% | 4/15/52 | 1,750 | 1,660 | |
3 | BANK Series 2019-BN18 | 3.584% | 5/15/62 | 21,125 | 20,226 | |
3 | BANK Series 2019-BN18 | 3.826% | 5/15/62 | 2,575 | 2,422 | |
3 | BANK Series 2019-BN19 | 3.183% | 8/15/61 | 15,850 | 14,781 | |
3 | BANK Series 2019-BN19 | 4.166% | 8/15/61 | 2,240 | 2,005 | |
3 | BANK Series 2019-BN20 | 3.011% | 9/15/62 | 10,250 | 9,443 | |
3 | BANK Series 2019-BN21 | 2.851% | 10/17/52 | 21,600 | 19,665 | |
3 | BANK Series 2019-BN21 | 3.093% | 10/17/52 | 4,325 | 3,857 | |
3 | BANK Series 2019-BN22 | 2.978% | 11/15/62 | 16,943 | 15,541 | |
3 | BANK Series 2019-BN23 | 2.920% | 12/15/52 | 10,705 | 9,773 | |
3 | BANK Series 2019-BN23 | 3.203% | 12/15/52 | 4,000 | 3,624 | |
3 | BANK Series 2019-BN24 | 2.960% | 11/15/62 | 8,050 | 7,361 | |
3 | BANK Series 2019-BN24 | 3.283% | 11/15/62 | 3,750 | 3,402 | |
3 | BANK Series 2020-BN25 | 2.649% | 1/15/63 | 11,830 | 10,578 | |
3 | BANK Series 2020-BN25 | 2.841% | 1/15/63 | 3,685 | 3,211 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | BANK Series 2020-BN26 | 2.403% | 3/15/63 | 10,460 | 9,178 | |
3 | BANK Series 2020-BN26 | 2.687% | 3/15/63 | 3,310 | 2,873 | |
3 | BANK Series 2020-BN27 | 2.144% | 4/15/63 | 9,540 | 8,209 | |
3 | BANK Series 2020-BN27 | 2.551% | 4/15/63 | 2,825 | 2,418 | |
3 | BANK Series 2020-BN28 | 1.844% | 3/15/63 | 2,810 | 2,339 | |
3 | BANK Series 2020-BN29 | 1.997% | 11/15/53 | 3,900 | 3,275 | |
3 | BANK Series 2020-BN30 | 1.925% | 12/15/53 | 4,700 | 3,923 | |
3 | BANK Series 2020-BN30 | 2.111% | 12/15/53 | 550 | 447 | |
3 | BANK Series 2021-BN31 | 2.036% | 2/15/54 | 3,300 | 2,773 | |
3 | BANK Series 2021-BN31 | 2.211% | 2/15/54 | 1,925 | 1,585 | |
3 | BANK Series 2021-BN32 | 2.643% | 4/15/54 | 5,350 | 4,718 | |
3 | BANK Series 2021-BN33 | 2.556% | 5/15/64 | 2,535 | 2,216 | |
3 | BANK Series 2021-BN34 | 2.438% | 6/15/63 | 9,750 | 8,432 | |
3 | BANK Series 2021-BN35 | 2.285% | 6/15/64 | 5,829 | 4,963 | |
3 | BANK Series 2021-BN36 | 2.470% | 9/15/64 | 8,550 | 7,384 | |
3 | BANK Series 2021-BN36 | 2.695% | 9/15/64 | 2,625 | 2,209 | |
3 | BANK Series 2021-BN37 | 2.618% | 11/15/64 | 8,250 | 7,208 | |
3 | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | 3.574% | 2/15/50 | 9,108 | 8,875 | |
3 | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | 3.748% | 2/15/50 | 3,542 | 3,366 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C3 | 3.583% | 5/15/52 | 21,595 | 20,696 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C4 | 2.919% | 8/15/52 | 15,870 | 14,549 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C4 | 3.171% | 8/15/52 | 1,325 | 1,183 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.063% | 11/15/52 | 8,975 | 8,287 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.366% | 11/15/52 | 5,375 | 4,903 | |
3 | Barclays Dryrock Issuance Trust Series 2022-1 | 3.070% | 2/15/28 | 6,250 | 6,179 | |
3 | BBCMS Mortgage Trust Series 2017-C1 | 3.674% | 2/15/50 | 17,475 | 17,072 | |
3 | BBCMS Mortgage Trust Series 2017-C1 | 3.898% | 2/15/50 | 4,675 | 4,496 | |
3 | BBCMS Mortgage Trust Series 2018-C2 | 4.314% | 12/15/51 | 8,350 | 8,360 | |
3 | BBCMS Mortgage Trust Series 2020-C6 | 2.639% | 2/15/53 | 7,635 | 6,825 | |
3 | BBCMS Mortgage Trust Series 2020-C6 | 2.840% | 2/15/53 | 2,000 | 1,762 | |
3 | BBCMS Mortgage Trust Series 2020-C7 | 2.037% | 4/15/53 | 2,520 | 2,153 | |
3 | BBCMS Mortgage Trust Series 2020-C8 | 2.040% | 10/15/53 | 8,225 | 6,950 | |
3 | BBCMS Mortgage Trust Series 2020-C8 | 2.398% | 10/15/53 | 1,685 | 1,407 | |
3 | BBCMS Mortgage Trust Series 2021-C9 | 2.299% | 2/15/54 | 9,525 | 8,166 | |
3 | BBCMS Mortgage Trust Series 2021-C11 | 2.322% | 9/15/54 | 3,175 | 2,704 | |
3 | BBCMS Mortgage Trust Series 2021-C11 | 2.536% | 9/15/54 | 1,325 | 1,101 | |
3 | BBCMS Mortgage Trust Series 2021-C12 | 2.689% | 11/15/54 | 5,225 | 4,559 | |
3 | BBCMS Mortgage Trust Series 2022-C14 | 2.946% | 2/15/55 | 13,150 | 11,761 | |
3 | BBCMS Trust Series 2021-C10 | 2.492% | 7/15/54 | 9,500 | 8,261 | |
3 | Benchmark Mortgage Trust Series 2018-B1 | 3.666% | 1/15/51 | 7,960 | 7,715 | |
3 | Benchmark Mortgage Trust Series 2018-B1 | 3.878% | 1/15/51 | 2,600 | 2,496 | |
3 | Benchmark Mortgage Trust Series 2018-B2 | 3.662% | 2/15/51 | 4,502 | 4,487 | |
3 | Benchmark Mortgage Trust Series 2018-B2 | 3.882% | 2/15/51 | 17,575 | 17,207 | |
3 | Benchmark Mortgage Trust Series 2018-B2 | 4.084% | 2/15/51 | 8,225 | 7,914 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Benchmark Mortgage Trust Series 2018-B3 | 3.848% | 4/10/51 | 2,237 | 2,229 | |
3 | Benchmark Mortgage Trust Series 2018-B3 | 4.025% | 4/10/51 | 13,150 | 12,970 | |
3 | Benchmark Mortgage Trust Series 2018-B4 | 4.121% | 7/15/51 | 18,625 | 18,436 | |
3 | Benchmark Mortgage Trust Series 2018-B4 | 4.311% | 7/15/51 | 3,250 | 3,104 | |
3 | Benchmark Mortgage Trust Series 2018-B5 | 4.208% | 7/15/51 | 8,850 | 8,798 | |
3 | Benchmark Mortgage Trust Series 2018-B5 | 4.419% | 7/15/51 | 1,750 | 1,710 | |
3 | Benchmark Mortgage Trust Series 2018-B6 | 4.203% | 10/10/51 | 2,475 | 2,473 | |
3 | Benchmark Mortgage Trust Series 2018-B6 | 4.261% | 10/10/51 | 4,025 | 4,015 | |
3 | Benchmark Mortgage Trust Series 2018-B6 | 4.441% | 10/10/51 | 1,250 | 1,228 | |
3 | Benchmark Mortgage Trust Series 2018-B7 | 4.510% | 5/15/53 | 22,400 | 22,617 | |
3 | Benchmark Mortgage Trust Series 2018-B8 | 4.232% | 1/15/52 | 10,690 | 10,654 | |
3 | Benchmark Mortgage Trust Series 2018-B8 | 4.532% | 1/15/52 | 3,400 | 3,341 | |
3 | Benchmark Mortgage Trust Series 2019-B9 | 3.751% | 3/15/52 | 2,682 | 2,601 | |
3 | Benchmark Mortgage Trust Series 2019-B9 | 4.016% | 3/15/52 | 6,281 | 6,169 | |
3 | Benchmark Mortgage Trust Series 2019-B10 | 3.717% | 3/15/62 | 6,100 | 5,877 | |
3 | Benchmark Mortgage Trust Series 2019-B10 | 3.979% | 3/15/62 | 2,600 | 2,467 | |
3 | Benchmark Mortgage Trust Series 2019-B11 | 3.281% | 5/15/52 | 2,400 | 2,268 | |
3 | Benchmark Mortgage Trust Series 2019-B11 | 3.542% | 5/15/52 | 15,840 | 15,123 | |
3 | Benchmark Mortgage Trust Series 2019-B11 | 3.784% | 5/15/52 | 4,225 | 3,938 | |
3 | Benchmark Mortgage Trust Series 2019-B13 | 2.952% | 8/15/57 | 3,600 | 3,299 | |
3 | Benchmark Mortgage Trust Series 2019-B14 | 3.049% | 12/15/62 | 13,650 | 12,562 | |
3 | Benchmark Mortgage Trust Series 2019-B15 | 2.928% | 12/15/72 | 13,355 | 12,185 | |
3 | Benchmark Mortgage Trust Series 2020-B16 | 2.732% | 2/15/53 | 25,275 | 22,748 | |
3 | Benchmark Mortgage Trust Series 2020-B16 | 2.944% | 2/15/53 | 1,295 | 1,139 | |
3 | Benchmark Mortgage Trust Series 2020-B17 | 2.211% | 3/15/53 | 2,500 | 2,353 | |
3 | Benchmark Mortgage Trust Series 2020-B17 | 2.289% | 3/15/53 | 5,530 | 4,801 | |
3 | Benchmark Mortgage Trust Series 2020-B17 | 2.583% | 3/15/53 | 1,655 | 1,418 | |
3 | Benchmark Mortgage Trust Series 2020-B19 | 1.850% | 9/15/53 | 3,375 | 2,828 | |
3 | Benchmark Mortgage Trust Series 2020-B19 | 2.148% | 9/15/53 | 1,125 | 917 | |
3 | Benchmark Mortgage Trust Series 2020-B20 | 2.034% | 10/15/53 | 6,725 | 5,675 | |
3 | Benchmark Mortgage Trust Series 2020-B20 | 2.375% | 10/15/53 | 555 | 462 | |
3 | Benchmark Mortgage Trust Series 2020-B21 | 1.978% | 12/17/53 | 8,350 | 6,997 | |
3 | Benchmark Mortgage Trust Series 2020-B21 | 2.254% | 12/17/53 | 850 | 696 | |
3 | Benchmark Mortgage Trust Series 2020-B22 | 1.973% | 1/15/54 | 6,100 | 5,102 | |
3 | Benchmark Mortgage Trust Series 2020-IG1 | 2.687% | 9/15/43 | 7,900 | 7,010 | |
3 | Benchmark Mortgage Trust Series 2020-IG1 | 2.909% | 9/15/43 | 2,640 | 2,323 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Benchmark Mortgage Trust Series 2021-B23 | 2.070% | 2/15/54 | 12,150 | 10,217 | |
3 | Benchmark Mortgage Trust Series 2021-B23 | 2.274% | 2/15/54 | 4,400 | 3,668 | |
3 | Benchmark Mortgage Trust Series 2021-B24 | 2.584% | 3/15/54 | 7,550 | 6,615 | |
3 | Benchmark Mortgage Trust Series 2021-B24 | 2.780% | 3/15/54 | 1,625 | 1,391 | |
3 | Benchmark Mortgage Trust Series 2021-B25 | 2.577% | 4/15/54 | 7,850 | 6,885 | |
3 | Benchmark Mortgage Trust Series 2021-B25 | 2.847% | 4/15/54 | 3,675 | 3,219 | |
3 | Benchmark Mortgage Trust Series 2021-B26 | 2.613% | 6/15/54 | 5,275 | 4,630 | |
3 | Benchmark Mortgage Trust Series 2021-B28 | 2.224% | 8/15/54 | 5,275 | 4,459 | |
3 | Benchmark Mortgage Trust Series 2021-B29 | 2.284% | 9/15/54 | 1,075 | 964 | |
3 | Benchmark Mortgage Trust Series 2021-B29 | 2.388% | 9/15/54 | 3,175 | 2,720 | |
3 | Benchmark Mortgage Trust Series 2021-B29 | 2.612% | 9/15/54 | 1,075 | 901 | |
3 | Benchmark Mortgage Trust Series 2021-B30 | 2.576% | 11/15/54 | 13,225 | 11,482 | |
3 | Benchmark Mortgage Trust Series 2021-B31 | 2.669% | 12/15/54 | 4,685 | 4,100 | |
3 | Benchmark Mortgage Trust Series 2022-B32 | 3.002% | 1/15/55 | 14,450 | 13,006 | |
3 | Benchmark Mortgage Trust Series 2022-B32 | 3.528% | 1/15/55 | 4,200 | 3,762 | |
3 | Benchmark Mortgage Trust Series 2022-B33 | 3.458% | 3/15/55 | 4,225 | 3,948 | |
3 | Benchmark Mortgage Trust Series 2022-B34 | 3.786% | 4/15/55 | 3,275 | 3,149 | |
3 | BMO Mortgage Trust Series 2022-C1 | 3.374% | 2/15/55 | 3,675 | 3,370 | |
3,5 | BMO Mortgage Trust Series 2022-C2 | 1.000% | 7/15/54 | 4,275 | 4,428 | |
3 | BMW Vehicle Lease Trust Series 2021-1 | 0.290% | 1/25/24 | 3,920 | 3,876 | |
3 | BMW Vehicle Lease Trust Series 2021-1 | 0.370% | 7/25/24 | 1,250 | 1,212 | |
3 | BMW Vehicle Lease Trust Series 2021-2 | 0.330% | 12/26/24 | 4,700 | 4,562 | |
3 | BMW Vehicle Lease Trust Series 2021-2 | 0.430% | 1/27/25 | 2,975 | 2,825 | |
3 | BMW Vehicle Lease Trust Series 2022-1 | 1.230% | 5/27/25 | 1,300 | 1,241 | |
3 | BMW Vehicle Owner Trust Series 2020-A | 0.480% | 10/25/24 | 769 | 759 | |
3 | BMW Vehicle Owner Trust Series 2020-A | 0.620% | 4/26/27 | 575 | 551 | |
3 | BMW Vehicle Owner Trust Series 2022-A | 3.210% | 8/25/26 | 2,250 | 2,227 | |
3 | BMW Vehicle Owner Trust Series 2022-A | 3.440% | 12/26/28 | 550 | 542 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF1 | 3.786% | 5/15/52 | 4,025 | 3,890 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF2 | 2.874% | 11/15/52 | 8,100 | 7,419 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.006% | 1/15/53 | 8,000 | 7,306 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.298% | 1/15/53 | 3,434 | 3,083 | |
3 | Capital One Multi-Asset Execution Trust Series 2019-A3 | 2.060% | 8/15/28 | 19,866 | 18,811 | |
3 | Capital One Multi-Asset Execution Trust Series 2021-A1 | 0.550% | 7/15/26 | 12,375 | 11,675 | |
3 | Capital One Multi-Asset Execution Trust Series 2021-A2 | 1.390% | 7/15/30 | 27,900 | 24,386 | |
3 | Capital One Multi-Asset Execution Trust Series 2021-A3 | 1.040% | 11/15/26 | 26,100 | 24,678 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Capital One Multi-Asset Execution Trust Series 2022-A1 | 2.800% | 3/15/27 | 28,450 | 27,862 | |
3 | Capital One Multi-Asset Execution Trust Series 2022-A2 | 3.490% | 5/15/27 | 26,050 | 26,066 | |
3 | Capital One Prime Auto Receivables Trust Series 2019-1 | 2.510% | 11/15/23 | 508 | 508 | |
3 | Capital One Prime Auto Receivables Trust Series 2019-1 | 2.560% | 10/15/24 | 2,125 | 2,122 | |
3 | Capital One Prime Auto Receivables Trust Series 2020-1 | 1.630% | 8/15/25 | 800 | 783 | |
3 | Capital One Prime Auto Receivables Trust Series 2021-1 | 0.770% | 9/15/26 | 5,700 | 5,396 | |
3 | Capital One Prime Auto Receivables Trust Series 2021-1 | 1.040% | 4/15/27 | 1,400 | 1,299 | |
3 | Capital One Prime Auto Receivables Trust Series 2022-1 | 3.170% | 4/15/27 | 5,175 | 5,123 | |
3 | Capital One Prime Auto Receivables Trust Series 2022-1 | 3.320% | 9/15/27 | 3,100 | 3,055 | |
3 | CarMax Auto Owner Trust Series 2019-4 | 2.130% | 7/15/25 | 1,350 | 1,328 | |
3 | CarMax Auto Owner Trust Series 2020-1 | 1.890% | 12/16/24 | 6,059 | 6,019 | |
3 | CarMax Auto Owner Trust Series 2020-1 | 2.030% | 6/16/25 | 790 | 774 | |
3 | CarMax Auto Owner Trust Series 2020-3 | 0.620% | 3/17/25 | 5,038 | 4,968 | |
3 | CarMax Auto Owner Trust Series 2020-3 | 0.770% | 3/16/26 | 850 | 816 | |
3 | CarMax Auto Owner Trust Series 2020-4 | 0.500% | 8/15/25 | 4,225 | 4,135 | |
3 | CarMax Auto Owner Trust Series 2020-4 | 0.630% | 6/15/26 | 1,120 | 1,060 | |
3 | CarMax Auto Owner Trust Series 2020-4 | 0.850% | 6/15/26 | 275 | 258 | |
3 | CarMax Auto Owner Trust Series 2021-1 | 0.340% | 12/15/25 | 3,820 | 3,724 | |
3 | CarMax Auto Owner Trust Series 2021-1 | 0.530% | 10/15/26 | 825 | 775 | |
3 | CarMax Auto Owner Trust Series 2021-2 | 0.520% | 2/17/26 | 6,900 | 6,698 | |
3 | CarMax Auto Owner Trust Series 2021-2 | 0.810% | 12/15/26 | 1,600 | 1,497 | |
3 | CarMax Auto Owner Trust Series 2021-4 | 0.560% | 9/15/26 | 7,125 | 6,837 | |
3 | CarMax Auto Owner Trust Series 2021-4 | 0.820% | 4/15/27 | 1,325 | 1,229 | |
3 | CarMax Auto Owner Trust Series 2022-1 | 1.470% | 12/15/26 | 6,800 | 6,498 | |
3 | CarMax Auto Owner Trust Series 2022-1 | 1.700% | 8/16/27 | 2,625 | 2,447 | |
3 | CarMax Auto Owner Trust Series 2022-2 | 3.490% | 2/16/27 | 6,075 | 6,047 | |
3 | CarMax Auto Owner Trust Series 2022-2 | 3.620% | 9/15/27 | 1,425 | 1,412 | |
3 | Carvana Auto Receivables Trust Series 2021-P2 | 0.490% | 3/10/26 | 1,325 | 1,285 | |
3 | Carvana Auto Receivables Trust Series 2021-P3 | 0.700% | 11/10/26 | 4,500 | 4,294 | |
3 | Carvana Auto Receivables Trust Series 2021-P3 | 1.030% | 6/10/27 | 850 | 781 | |
3 | CD Mortgage Trust Series 2016-CD1 | 2.724% | 8/10/49 | 9,075 | 8,582 | |
3 | CD Mortgage Trust Series 2016-CD2 | 3.526% | 11/10/49 | 7,300 | 7,037 | |
3 | CD Mortgage Trust Series 2017-CD3 | 3.453% | 2/10/50 | 1,162 | 1,147 | |
3 | CD Mortgage Trust Series 2017-CD3 | 3.631% | 2/10/50 | 9,773 | 9,521 | |
3 | CD Mortgage Trust Series 2017-CD3 | 3.833% | 2/10/50 | 2,542 | 2,402 | |
3 | CD Mortgage Trust Series 2017-CD4 | 3.514% | 5/10/50 | 5,133 | 4,974 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | CD Mortgage Trust Series 2017-CD4 | 3.747% | 5/10/50 | 3,000 | 2,870 | |
3 | CD Mortgage Trust Series 2017-CD5 | 3.431% | 8/15/50 | 3,500 | 3,392 | |
3 | CD Mortgage Trust Series 2017-CD6 | 3.332% | 11/13/50 | 3,300 | 3,244 | |
3 | CD Mortgage Trust Series 2017-CD6 | 3.456% | 11/13/50 | 6,575 | 6,321 | |
3 | CD Mortgage Trust Series 2017-CD6 | 3.709% | 11/13/50 | 3,825 | 3,621 | |
3 | CD Mortgage Trust Series 2018-CD7 | 4.213% | 8/15/51 | 850 | 851 | |
3 | CD Mortgage Trust Series 2018-CD7 | 4.279% | 8/15/51 | 7,375 | 7,394 | |
3 | CD Mortgage Trust Series 2019-CD8 | 2.657% | 8/15/57 | 6,810 | 6,150 | |
3 | CD Mortgage Trust Series 2019-CD8 | 2.912% | 8/15/57 | 18,130 | 16,600 | |
3 | CenterPoint Energy Transition Bond Co. IV LLC Series 2012-1 | 3.028% | 10/15/25 | 5,481 | 5,438 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C3 | 3.865% | 1/10/48 | 5,800 | 5,724 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.283% | 5/10/58 | 8,250 | 8,014 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.691% | 5/10/58 | 5,900 | 5,628 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C6 | 3.217% | 11/10/49 | 14,300 | 13,810 | |
3 | CFCRE Commercial Mortgage Trust Series 2017-C8 | 3.572% | 6/15/50 | 3,650 | 3,538 | |
3 | CGMS Commercial Mortgage Trust Series 2017-B1 | 3.458% | 8/15/50 | 13,430 | 12,935 | |
3 | CGMS Commercial Mortgage Trust Series 2017-B1 | 3.711% | 8/15/50 | 2,675 | 2,546 | |
3 | Citibank Credit Card Issuance Trust Series 2018-A7 | 3.960% | 10/13/30 | 12,840 | 12,958 | |
3 | Citigroup Commercial Mortgage Trust Series 2012-GC8 | 3.024% | 9/10/45 | 319 | 319 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.093% | 4/10/46 | 3,165 | 3,149 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.422% | 4/10/46 | 2,000 | 1,983 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 3.942% | 9/10/46 | 269 | 269 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.371% | 9/10/46 | 3,475 | 3,480 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.649% | 9/10/46 | 2,875 | 2,873 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 3.675% | 11/10/46 | 239 | 239 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.131% | 11/10/46 | 3,150 | 3,148 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.544% | 11/10/46 | 1,150 | 1,147 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 5.095% | 11/10/46 | 1,150 | 1,143 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 3.552% | 3/10/47 | 387 | 385 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.023% | 3/10/47 | 1,700 | 1,696 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.345% | 3/10/47 | 1,425 | 1,413 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.477% | 5/10/47 | 211 | 209 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.855% | 5/10/47 | 3,025 | 3,002 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 4.328% | 5/10/47 | 2,450 | 2,413 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC23 | 3.622% | 7/10/47 | 3,875 | 3,840 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC25 | 3.635% | 10/10/47 | 8,525 | 8,441 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.137% | 2/10/48 | 11,450 | 11,156 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.571% | 2/10/48 | 4,550 | 4,408 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.192% | 4/10/48 | 9,075 | 8,826 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.758% | 4/10/48 | 4,365 | 4,247 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC31 | 3.762% | 6/10/48 | 4,625 | 4,553 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC33 | 3.515% | 9/10/58 | 2,763 | 2,698 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC33 | 3.778% | 9/10/58 | 5,725 | 5,646 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC35 | 3.549% | 11/10/48 | 2,195 | 2,154 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.003% | 5/10/49 | 2,591 | 2,552 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.209% | 5/10/49 | 6,500 | 6,255 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-C2 | 2.832% | 8/10/49 | 3,500 | 3,309 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.349% | 2/10/49 | 2,900 | 2,827 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.616% | 2/10/49 | 14,925 | 14,641 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-GC37 | 3.314% | 4/10/49 | 11,645 | 11,311 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.646% | 7/10/49 | 3,115 | 2,920 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.902% | 7/10/49 | 3,825 | 3,646 | |
3 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.209% | 10/12/50 | 1,250 | 1,200 | |
3 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.471% | 10/12/50 | 10,700 | 10,314 | |
3 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.764% | 10/12/50 | 2,125 | 2,001 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.744% | 3/10/51 | 2,500 | 2,435 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.788% | 3/10/51 | 2,950 | 2,936 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 4.009% | 3/10/51 | 17,325 | 17,082 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-C5 | 3.963% | 6/10/51 | 5,344 | 5,241 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-C6 | 4.412% | 11/10/51 | 2,300 | 2,314 | |
3 | Citigroup Commercial Mortgage Trust Series 2019-C7 | 3.102% | 12/15/72 | 7,722 | 7,084 | |
3 | Citigroup Commercial Mortgage Trust Series 2019-GC41 | 2.869% | 8/10/56 | 22,410 | 20,528 | |
3 | Citigroup Commercial Mortgage Trust Series 2019-GC43 | 3.038% | 11/10/52 | 16,100 | 14,829 | |
3 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.717% | 2/15/53 | 14,355 | 12,828 | |
3 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.918% | 2/15/53 | 2,655 | 2,343 | |
3 | Citigroup Commercial Mortgage Trust Series 2022-GC48 | 4.580% | 5/15/54 | 6,775 | 6,974 | |
3 | CNH Equipment Trust Series 2021-C | 0.810% | 12/15/26 | 4,050 | 3,813 | |
3 | CNH Equipment Trust Series 2021-C | 1.160% | 10/16/28 | 700 | 637 | |
3 | CNH Equipment Trust Series 2022-A | 2.940% | 7/15/27 | 2,475 | 2,418 | |
3 | CNH Equipment Trust Series 2022-A | 3.030% | 3/15/29 | 1,450 | 1,396 | |
3 | COMM Mortgage Trust Series 2012-CR2 | 3.791% | 8/15/45 | 1,101 | 1,100 | |
3 | COMM Mortgage Trust Series 2012-CR3 | 2.822% | 10/15/45 | 2,589 | 2,579 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | COMM Mortgage Trust Series 2012-CR4 | 2.853% | 10/15/45 | 4,369 | 4,361 | |
3 | COMM Mortgage Trust Series 2012-CR5 | 2.771% | 12/10/45 | 1,438 | 1,435 | |
3 | COMM Mortgage Trust Series 2013-CR6 | 3.101% | 3/10/46 | 5,858 | 5,828 | |
3 | COMM Mortgage Trust Series 2013-CR7 | 3.213% | 3/10/46 | 1,405 | 1,397 | |
3 | COMM Mortgage Trust Series 2013-CR8 | 3.612% | 6/10/46 | 3,762 | 3,751 | |
3 | COMM Mortgage Trust Series 2013-CR9 | 4.411% | 7/10/45 | 5,412 | 5,413 | |
3 | COMM Mortgage Trust Series 2013-CR10 | 4.210% | 8/10/46 | 1,120 | 1,119 | |
3 | COMM Mortgage Trust Series 2013-CR11 | 3.983% | 8/10/50 | 1,909 | 1,904 | |
3 | COMM Mortgage Trust Series 2013-CR11 | 4.258% | 8/10/50 | 8,590 | 8,610 | |
3 | COMM Mortgage Trust Series 2013-CR11 | 4.715% | 8/10/50 | 1,430 | 1,433 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 3.623% | 10/10/46 | 432 | 432 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 3.765% | 10/10/46 | 2,066 | 2,044 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 4.046% | 10/10/46 | 1,700 | 1,690 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 4.300% | 10/10/46 | 1,150 | 1,140 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 4.762% | 10/10/46 | 575 | 568 | |
3 | COMM Mortgage Trust Series 2013-CR13 | 3.706% | 11/10/46 | 179 | 178 | |
3 | COMM Mortgage Trust Series 2013-CR13 | 4.194% | 11/10/46 | 5,850 | 5,836 | |
3 | COMM Mortgage Trust Series 2013-CR13 | 4.449% | 11/10/46 | 1,750 | 1,745 | |
3 | COMM Mortgage Trust Series 2013-LC6 | 4.242% | 1/10/46 | 974 | 970 | |
3 | COMM Mortgage Trust Series 2013-LC13 | 4.205% | 8/10/46 | 2,853 | 2,854 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 3.147% | 2/10/47 | 610 | 610 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 4.236% | 2/10/47 | 1,775 | 1,775 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 4.526% | 2/10/47 | 1,950 | 1,945 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 4.742% | 2/10/47 | 1,175 | 1,173 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 3.595% | 2/10/47 | 477 | 476 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 4.074% | 2/10/47 | 2,641 | 2,630 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 4.772% | 2/10/47 | 1,320 | 1,327 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 4.822% | 2/10/47 | 2,730 | 2,729 | |
3 | COMM Mortgage Trust Series 2014-CR16 | 3.653% | 4/10/47 | 652 | 652 | |
3 | COMM Mortgage Trust Series 2014-CR16 | 4.278% | 4/10/47 | 2,950 | 2,904 | |
3 | COMM Mortgage Trust Series 2014-CR17 | 3.598% | 5/10/47 | 489 | 487 | |
3 | COMM Mortgage Trust Series 2014-CR17 | 3.977% | 5/10/47 | 2,225 | 2,211 | |
3 | COMM Mortgage Trust Series 2014-CR17 | 4.377% | 5/10/47 | 1,375 | 1,353 | |
3 | COMM Mortgage Trust Series 2014-CR18 | 3.452% | 7/15/47 | 1,074 | 1,071 | |
3 | COMM Mortgage Trust Series 2014-CR18 | 3.828% | 7/15/47 | 1,400 | 1,390 | |
3 | COMM Mortgage Trust Series 2014-CR18 | 4.103% | 7/15/47 | 1,845 | 1,820 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | COMM Mortgage Trust Series 2014-CR19 | 3.796% | 8/10/47 | 8,400 | 8,312 | |
3 | COMM Mortgage Trust Series 2014-CR19 | 4.080% | 8/10/47 | 2,250 | 2,218 | |
3 | COMM Mortgage Trust Series 2014-CR20 | 3.326% | 11/10/47 | 5,430 | 5,333 | |
3 | COMM Mortgage Trust Series 2014-CR20 | 3.590% | 11/10/47 | 2,375 | 2,344 | |
3 | COMM Mortgage Trust Series 2014-CR21 | 3.528% | 12/10/47 | 7,834 | 7,732 | |
3 | COMM Mortgage Trust Series 2014-LC15 | 4.006% | 4/10/47 | 11,435 | 11,377 | |
3 | COMM Mortgage Trust Series 2014-LC17 | 3.917% | 10/10/47 | 3,460 | 3,416 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 3.472% | 3/10/47 | 330 | 329 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 3.961% | 3/10/47 | 2,533 | 2,524 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 4.199% | 3/10/47 | 709 | 701 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 4.701% | 3/10/47 | 449 | 445 | |
3 | COMM Mortgage Trust Series 2014-UBS3 | 3.819% | 6/10/47 | 5,700 | 5,655 | |
3 | COMM Mortgage Trust Series 2014-UBS4 | 3.420% | 8/10/47 | 1,425 | 1,406 | |
3 | COMM Mortgage Trust Series 2014-UBS4 | 3.694% | 8/10/47 | 5,575 | 5,508 | |
3 | COMM Mortgage Trust Series 2014-UBS4 | 3.968% | 8/10/47 | 2,144 | 2,098 | |
3 | COMM Mortgage Trust Series 2014-UBS5 | 3.838% | 9/10/47 | 8,050 | 7,973 | |
3 | COMM Mortgage Trust Series 2014-UBS6 | 3.387% | 12/10/47 | 2,736 | 2,716 | |
3 | COMM Mortgage Trust Series 2014-UBS6 | 3.644% | 12/10/47 | 10,725 | 10,572 | |
3 | COMM Mortgage Trust Series 2014-UBS6 | 4.048% | 12/10/47 | 2,800 | 2,756 | |
3 | COMM Mortgage Trust Series 2015-CR22 | 3.309% | 3/10/48 | 7,950 | 7,765 | |
3 | COMM Mortgage Trust Series 2015-CR22 | 3.603% | 3/10/48 | 9,525 | 9,297 | |
3 | COMM Mortgage Trust Series 2015-CR23 | 3.257% | 5/10/48 | 1,947 | 1,919 | |
3 | COMM Mortgage Trust Series 2015-CR23 | 3.497% | 5/10/48 | 5,729 | 5,610 | |
3 | COMM Mortgage Trust Series 2015-CR23 | 3.801% | 5/10/48 | 2,325 | 2,275 | |
3 | COMM Mortgage Trust Series 2015-CR24 | 3.432% | 8/10/48 | 628 | 615 | |
3 | COMM Mortgage Trust Series 2015-CR25 | 3.759% | 8/10/48 | 5,725 | 5,638 | |
3 | COMM Mortgage Trust Series 2015-CR26 | 3.630% | 10/10/48 | 16,170 | 15,861 | |
3 | COMM Mortgage Trust Series 2015-CR27 | 3.404% | 10/10/48 | 4,011 | 3,942 | |
3 | COMM Mortgage Trust Series 2015-CR27 | 3.612% | 10/10/48 | 5,900 | 5,759 | |
3 | COMM Mortgage Trust Series 2015-CR27 | 4.487% | 10/10/48 | 1,200 | 1,174 | |
3 | COMM Mortgage Trust Series 2015-DC1 | 3.350% | 2/10/48 | 5,960 | 5,832 | |
3 | COMM Mortgage Trust Series 2015-LC19 | 3.040% | 2/10/48 | 562 | 558 | |
3 | COMM Mortgage Trust Series 2015-LC19 | 3.183% | 2/10/48 | 5,894 | 5,743 | |
3 | COMM Mortgage Trust Series 2015-LC19 | 3.527% | 2/10/48 | 2,687 | 2,588 | |
3 | COMM Mortgage Trust Series 2015-LC21 | 3.445% | 7/10/48 | 553 | 542 | |
3 | COMM Mortgage Trust Series 2015-LC23 | 3.774% | 10/10/48 | 11,545 | 11,365 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | COMM Mortgage Trust Series 2015-PC1 | 3.902% | 7/10/50 | 6,600 | 6,530 | |
3 | COMM Mortgage Trust Series 2016-CR28 | 3.762% | 2/10/49 | 15,475 | 15,108 | |
3 | COMM Mortgage Trust Series 2016-DC2 | 3.550% | 2/10/49 | 5,104 | 5,085 | |
3 | COMM Mortgage Trust Series 2017-COR2 | 3.317% | 9/10/50 | 750 | 736 | |
3 | COMM Mortgage Trust Series 2017-COR2 | 3.510% | 9/10/50 | 2,060 | 1,985 | |
3 | COMM Mortgage Trust Series 2018-COR3 | 3.961% | 5/10/51 | 3,500 | 3,437 | |
3 | COMM Mortgage Trust Series 2018-COR3 | 4.228% | 5/10/51 | 6,437 | 6,377 | |
3 | COMM Mortgage Trust Series 2019-GC44 | 2.950% | 8/15/57 | 19,400 | 17,746 | |
3 | COMM Mortgage Trust Series 2019-GC44 | 3.263% | 8/15/57 | 3,000 | 2,681 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.505% | 4/15/50 | 5,550 | 5,449 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.791% | 4/15/50 | 2,825 | 2,741 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 4.044% | 4/15/50 | 2,250 | 2,122 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.504% | 6/15/57 | 7,400 | 7,251 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.849% | 6/15/57 | 2,900 | 2,803 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.448% | 8/15/48 | 2,601 | 2,577 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.718% | 8/15/48 | 11,085 | 10,897 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 4.262% | 8/15/48 | 2,625 | 2,507 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.617% | 11/15/48 | 2,341 | 2,332 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.808% | 11/15/48 | 6,605 | 6,502 | |
3 | CSAIL Commercial Mortgage Trust Series 2016-C7 | 3.502% | 11/15/49 | 11,675 | 11,300 | |
3 | CSAIL Commercial Mortgage Trust Series 2017-C8 | 3.392% | 6/15/50 | 10,250 | 9,824 | |
3 | CSAIL Commercial Mortgage Trust Series 2017-CX9 | 3.446% | 9/15/50 | 3,275 | 3,134 | |
3 | CSAIL Commercial Mortgage Trust Series 2017-CX10 | 3.458% | 11/15/50 | 8,000 | 7,645 | |
3 | CSAIL Commercial Mortgage Trust Series 2018-CX11 | 4.033% | 4/15/51 | 15,825 | 15,474 | |
3 | CSAIL Commercial Mortgage Trust Series 2018-CX12 | 4.224% | 8/15/51 | 16,475 | 16,284 | |
3 | CSAIL Commercial Mortgage Trust Series 2019-C15 | 4.053% | 3/15/52 | 26,700 | 26,259 | |
3 | CSAIL Commercial Mortgage Trust Series 2019-C16 | 3.329% | 6/15/52 | 15,960 | 14,860 | |
3 | CSAIL Commercial Mortgage Trust Series 2021-C20 | 2.805% | 3/15/54 | 16,000 | 14,163 | |
3 | CSAIL Commercial Mortgage Trust Series 2021-C20 | 3.076% | 3/15/54 | 2,675 | 2,345 | |
3 | DBGS Mortgage Trust Series 2018-C1 | 4.466% | 10/15/51 | 7,275 | 7,304 | |
3 | DBJPM Mortgage Trust Series 2016-C1 | 3.276% | 5/10/49 | 4,275 | 4,121 | |
3 | DBJPM Mortgage Trust Series 2016-C3 | 2.890% | 8/10/49 | 5,000 | 4,742 | |
3 | DBJPM Mortgage Trust Series 2017-C6 | 3.328% | 6/10/50 | 7,900 | 7,567 | |
3 | DBJPM Mortgage Trust Series 2017-C6 | 3.561% | 6/10/50 | 2,174 | 2,055 | |
3 | DBJPM Mortgage Trust Series 2020-C9 | 1.926% | 8/15/53 | 3,100 | 2,617 | |
3 | Discover Card Execution Note Trust Series 2021-A1 | 0.580% | 9/15/26 | 12,175 | 11,404 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Discover Card Execution Note Trust Series 2021-A2 | 1.030% | 9/15/28 | 10,325 | 9,261 | |
3 | Discover Card Execution Note Trust Series 2022-A1 | 1.960% | 2/15/27 | 14,100 | 13,524 | |
3 | Discover Card Execution Note Trust Series 2022-A2 | 3.320% | 5/15/27 | 26,050 | 25,842 | |
3 | Drive Auto Receivables Trust Series 2019-1 | 4.090% | 6/15/26 | 4,814 | 4,813 | |
3 | Drive Auto Receivables Trust Series 2020-2 | 1.420% | 3/17/25 | 124 | 124 | |
3 | Drive Auto Receivables Trust Series 2021-1 | 0.650% | 7/15/25 | 1,725 | 1,716 | |
3 | Drive Auto Receivables Trust Series 2021-1 | 1.020% | 6/15/27 | 1,450 | 1,408 | |
3 | Drive Auto Receivables Trust Series 2021-2 | 0.580% | 12/15/25 | 4,350 | 4,247 | |
3 | Drive Auto Receivables Trust Series 2021-2 | 0.870% | 10/15/27 | 3,725 | 3,533 | |
3 | Drive Auto Receivables Trust Series 2021-2 | 1.390% | 3/15/29 | 3,175 | 2,944 | |
3 | Drive Auto Receivables Trust Series 2021-3 | 1.110% | 5/15/26 | 1,200 | 1,152 | |
3 | Drive Auto Receivables Trust Series 2021-3 | 1.470% | 1/15/27 | 1,375 | 1,312 | |
3 | Exeter Automobile Receivables Trust Series 2020-3A | 1.320% | 7/15/25 | 4,665 | 4,628 | |
3 | Exeter Automobile Receivables Trust Series 2021-1A | 0.500% | 2/18/25 | 1,020 | 1,015 | |
3 | Exeter Automobile Receivables Trust Series 2021-1A | 0.740% | 1/15/26 | 5,240 | 5,104 | |
3 | Exeter Automobile Receivables Trust Series 2021-3A | 0.690% | 1/15/26 | 2,375 | 2,324 | |
3 | Exeter Automobile Receivables Trust Series 2021-3A | 0.960% | 10/15/26 | 2,650 | 2,561 | |
3 | Exeter Automobile Receivables Trust Series 2021-3A | 1.550% | 6/15/27 | 3,625 | 3,406 | |
3 | Exeter Automobile Receivables Trust Series 2022-1A | 2.560% | 6/15/28 | 1,575 | 1,504 | |
3 | Exeter Automobile Receivables Trust Series 2022-1A | 3.020% | 6/15/28 | 2,100 | 1,975 | |
3 | Exeter Automobile Receivables Trust Series 2022-2A | 3.650% | 10/15/26 | 1,425 | 1,409 | |
3 | Exeter Automobile Receivables Trust Series 2022-2A | 3.850% | 7/17/28 | 2,550 | 2,485 | |
3 | Exeter Automobile Receivables Trust Series 2022-2A | 4.560% | 7/17/28 | 1,300 | 1,261 | |
3 | Exeter Automobile Receivables Trust Series 2022-3A | 4.860% | 12/15/26 | 2,125 | 2,133 | |
3 | Exeter Automobile Receivables Trust Series 2022-3A | 5.300% | 9/15/27 | 2,125 | 2,136 | |
3 | Exeter Automobile Receivables Trust Series 2022-3A | 6.760% | 9/15/28 | 1,450 | 1,468 | |
3,4 | Fannie Mae-Aces Series 2013-M7 | 2.280% | 12/27/22 | 1,286 | 1,280 | |
3,4 | Fannie Mae-Aces Series 2013-M14 | 2.613% | 4/25/23 | 657 | 650 | |
3,4 | Fannie Mae-Aces Series 2013-M14 | 3.329% | 10/25/23 | 8,145 | 8,145 | |
3,4 | Fannie Mae-Aces Series 2014-M1 | 3.280% | 7/25/23 | 6,172 | 6,166 | |
3,4 | Fannie Mae-Aces Series 2014-M2 | 3.513% | 12/25/23 | 7,207 | 7,215 | |
3,4 | Fannie Mae-Aces Series 2014-M3 | 3.501% | 1/25/24 | 2,071 | 2,073 | |
3,4 | Fannie Mae-Aces Series 2014-M4 | 3.346% | 3/25/24 | 4,523 | 4,516 | |
3,4 | Fannie Mae-Aces Series 2014-M7 | 3.329% | 6/25/24 | 8,572 | 8,552 | |
3,4 | Fannie Mae-Aces Series 2014-M8 | 3.056% | 6/25/24 | 4,899 | 4,873 | |
3,4 | Fannie Mae-Aces Series 2014-M9 | 3.103% | 7/25/24 | 6,888 | 6,842 | |
3,4 | Fannie Mae-Aces Series 2014-M13 | 3.021% | 8/25/24 | 6,540 | 6,495 | |
3,4 | Fannie Mae-Aces Series 2015-M1 | 2.532% | 9/25/24 | 11,682 | 11,483 | |
3,4 | Fannie Mae-Aces Series 2015-M2 | 2.620% | 12/25/24 | 7,380 | 7,254 | |
3,4 | Fannie Mae-Aces Series 2015-M3 | 2.723% | 10/25/24 | 4,731 | 4,664 | |
3,4 | Fannie Mae-Aces Series 2015-M4 | 2.509% | 7/25/22 | 27 | 27 | |
3,4 | Fannie Mae-Aces Series 2015-M7 | 2.590% | 12/25/24 | 6,958 | 6,835 | |
3,4 | Fannie Mae-Aces Series 2015-M8 | 2.900% | 1/25/25 | 5,485 | 5,422 | |
3,4 | Fannie Mae-Aces Series 2015-M10 | 3.092% | 4/25/27 | 4,956 | 4,883 | |
3,4 | Fannie Mae-Aces Series 2015-M11 | 2.944% | 4/25/25 | 2,777 | 2,738 | |
3,4 | Fannie Mae-Aces Series 2015-M12 | 2.890% | 5/25/25 | 9,015 | 8,865 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | Fannie Mae-Aces Series 2015-M15 | 2.923% | 10/25/25 | 10,738 | 10,570 | |
3,4 | Fannie Mae-Aces Series 2016-M2 | 2.152% | 1/25/23 | 2,602 | 2,593 | |
3,4 | Fannie Mae-Aces Series 2016-M3 | 2.702% | 2/25/26 | 5,451 | 5,334 | |
3,4 | Fannie Mae-Aces Series 2016-M4 | 2.576% | 3/25/26 | 5,775 | 5,605 | |
3,4 | Fannie Mae-Aces Series 2016-M5 | 2.469% | 4/25/26 | 15,761 | 15,237 | |
3,4 | Fannie Mae-Aces Series 2016-M6 | 2.488% | 5/25/26 | 10,423 | 10,085 | |
3,4 | Fannie Mae-Aces Series 2016-M7 | 2.157% | 10/25/23 | 860 | 852 | |
3,4 | Fannie Mae-Aces Series 2016-M7 | 2.499% | 9/25/26 | 3,451 | 3,339 | |
3,4 | Fannie Mae-Aces Series 2016-M9 | 2.292% | 6/25/26 | 18,939 | 18,077 | |
3,4 | Fannie Mae-Aces Series 2016-M11 | 2.369% | 7/25/26 | 17,000 | 16,335 | |
3,4 | Fannie Mae-Aces Series 2016-M12 | 2.308% | 10/25/23 | 745 | 736 | |
3,4 | Fannie Mae-Aces Series 2016-M12 | 2.534% | 9/25/26 | 17,200 | 16,600 | |
3,4 | Fannie Mae-Aces Series 2016-M13 | 2.579% | 9/25/26 | 6,567 | 6,328 | |
3,4 | Fannie Mae-Aces Series 2017-M1 | 2.495% | 10/25/26 | 10,639 | 10,188 | |
3,4 | Fannie Mae-Aces Series 2017-M2 | 2.885% | 2/25/27 | 6,032 | 5,871 | |
3,4 | Fannie Mae-Aces Series 2017-M3 | 2.556% | 12/25/26 | 8,641 | 8,325 | |
3,4 | Fannie Mae-Aces Series 2017-M4 | 2.658% | 12/25/26 | 11,661 | 11,259 | |
3,4 | Fannie Mae-Aces Series 2017-M5 | 3.221% | 4/25/29 | 1,352 | 1,324 | |
3,4 | Fannie Mae-Aces Series 2017-M7 | 2.961% | 2/25/27 | 11,676 | 11,347 | |
3,4 | Fannie Mae-Aces Series 2017-M8 | 3.061% | 5/25/27 | 14,624 | 14,378 | |
3,4 | Fannie Mae-Aces Series 2017-M10 | 2.639% | 7/25/24 | 5,517 | 5,443 | |
3,4 | Fannie Mae-Aces Series 2017-M11 | 2.980% | 8/25/29 | 4,000 | 3,850 | |
3,4 | Fannie Mae-Aces Series 2017-M12 | 3.169% | 6/25/27 | 15,861 | 15,632 | |
3,4 | Fannie Mae-Aces Series 2017-M13 | 3.024% | 9/25/27 | 1,303 | 1,275 | |
3,4 | Fannie Mae-Aces Series 2017-M14 | 2.962% | 11/25/27 | 5,240 | 5,091 | |
3,4 | Fannie Mae-Aces Series 2017-M15 | 3.209% | 11/25/27 | 14,858 | 14,478 | |
3,4 | Fannie Mae-Aces Series 2018-M1 | 3.091% | 12/25/27 | 8,035 | 7,815 | |
3,4 | Fannie Mae-Aces Series 2018-M2 | 3.000% | 1/25/28 | 27,525 | 26,827 | |
3,4 | Fannie Mae-Aces Series 2018-M3 | 3.183% | 2/25/30 | 3,416 | 3,317 | |
3,4 | Fannie Mae-Aces Series 2018-M4 | 3.158% | 3/25/28 | 10,889 | 10,676 | |
3,4 | Fannie Mae-Aces Series 2018-M7 | 3.143% | 3/25/28 | 7,096 | 6,942 | |
3,4 | Fannie Mae-Aces Series 2018-M8 | 3.412% | 6/25/28 | 5,151 | 5,100 | |
3,4 | Fannie Mae-Aces Series 2018-M10 | 3.476% | 7/25/28 | 3,600 | 3,628 | |
3,4 | Fannie Mae-Aces Series 2018-M12 | 3.773% | 8/25/30 | 2,530 | 2,536 | |
3,4 | Fannie Mae-Aces Series 2018-M13 | 3.870% | 9/25/30 | 10,173 | 10,342 | |
3,4 | Fannie Mae-Aces Series 2018-M14 | 3.699% | 8/25/28 | 9,937 | 9,968 | |
3,4 | Fannie Mae-Aces Series 2019-M1 | 3.671% | 9/25/28 | 20,570 | 20,611 | |
3,4 | Fannie Mae-Aces Series 2019-M2 | 3.748% | 11/25/28 | 10,832 | 10,911 | |
3,4 | Fannie Mae-Aces Series 2019-M4 | 3.610% | 2/25/31 | 17,675 | 17,703 | |
3,4 | Fannie Mae-Aces Series 2019-M5 | 3.273% | 2/25/29 | 10,525 | 10,349 | |
3,4 | Fannie Mae-Aces Series 2019-M7 | 3.143% | 4/25/29 | 12,557 | 12,243 | |
3,4 | Fannie Mae-Aces Series 2019-M9 | 2.937% | 6/25/29 | 18,711 | 18,081 | |
3,4 | Fannie Mae-Aces Series 2019-M12 | 2.885% | 6/25/29 | 41,325 | 39,662 | |
3,4 | Fannie Mae-Aces Series 2019-M18 | 2.469% | 8/25/29 | 14,145 | 13,144 | |
3,4 | Fannie Mae-Aces Series 2019-M18 | 2.577% | 9/25/31 | 8,700 | 7,967 | |
3,4 | Fannie Mae-Aces Series 2019-M21 | 2.350% | 2/25/31 | 7,000 | 6,454 | |
3,4 | Fannie Mae-Aces Series 2019-M22 | 2.522% | 8/25/29 | 25,172 | 23,580 | |
3,4 | Fannie Mae-Aces Series 2019-M25 | 2.330% | 11/25/29 | 5,700 | 5,245 | |
3,4 | Fannie Mae-Aces Series 2020-M1 | 2.151% | 10/25/29 | 7,371 | 7,091 | |
3,4 | Fannie Mae-Aces Series 2020-M1 | 2.444% | 10/25/29 | 13,285 | 12,349 | |
3,4 | Fannie Mae-Aces Series 2020-M5 | 2.210% | 1/25/30 | 7,180 | 6,556 | |
3,4 | Fannie Mae-Aces Series 2020-M14 | 1.784% | 5/25/30 | 10,346 | 9,073 | |
3,4 | Fannie Mae-Aces Series 2020-M29 | 1.492% | 5/25/30 | 9,575 | 8,193 | |
3,4 | Fannie Mae-Aces Series 2020-M42 | 1.270% | 7/25/30 | 18,015 | 15,033 | |
3,4 | Fannie Mae-Aces Series 2020-M46 | 1.323% | 5/25/30 | 14,000 | 12,004 | |
3,4 | Fannie Mae-Aces Series 2020-M52 | 1.363% | 10/25/30 | 15,325 | 12,996 | |
3,4 | Fannie Mae-Aces Series 2021-M1 | 1.437% | 11/25/30 | 8,700 | 7,331 | |
3,4 | Fannie Mae-Aces Series 2021-M1G | 1.561% | 11/25/30 | 3,175 | 2,684 | |
3,4 | Fannie Mae-Aces Series 2021-M3G | 1.292% | 1/25/31 | 15,100 | 12,492 | |
3,4 | Fannie Mae-Aces Series 2021-M4 | 1.515% | 2/25/31 | 14,675 | 12,408 | |
3,4 | Fannie Mae-Aces Series 2021-M11 | 1.507% | 3/25/31 | 20,925 | 17,635 | |
3,4 | Fannie Mae-Aces Series 2021-M13 | 1.658% | 4/25/31 | 3,120 | 2,661 | |
3,4 | Fannie Mae-Aces Series 2021-M13 | 1.681% | 3/25/33 | 9,000 | 7,452 | |
3,4 | Fannie Mae-Aces Series 2021-M19 | 1.797% | 10/25/31 | 18,150 | 15,518 | |
3,4 | Fannie Mae-Aces Series 2022-M1 | 1.725% | 10/25/31 | 20,350 | 17,257 | |
3,4 | Fannie Mae-Aces Series 2022-M1G | 1.582% | 9/25/31 | 4,575 | 3,854 | |
3,4 | Fannie Mae-Aces Series 2022-M3 | 1.764% | 11/25/31 | 6,150 | 5,212 | |
3,4 | Fannie Mae-Aces Series 2022-M4 | 2.290% | 5/25/30 | 10,250 | 9,473 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | Fannie Mae-Aces Series 2022-M8 | 2.001% | 12/25/31 | 10,050 | 8,757 | |
3,4 | Fannie Mae-Aces Series 2022-M10 | 2.003% | 1/25/32 | 15,175 | 13,126 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K022 | 2.355% | 7/25/22 | 143 | 143 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K029 | 3.320% | 2/25/23 | 15,716 | 15,708 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K030 | 3.250% | 4/25/23 | 17,201 | 17,186 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K031 | 3.300% | 4/25/23 | 16,452 | 16,454 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K032 | 3.310% | 5/25/23 | 17,660 | 17,644 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K033 | 3.060% | 7/25/23 | 19,075 | 19,022 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K034 | 3.531% | 7/25/23 | 15,354 | 15,371 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K035 | 3.458% | 8/25/23 | 19,746 | 19,746 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K036 | 3.527% | 10/25/23 | 17,403 | 17,437 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K037 | 3.490% | 1/25/24 | 6,475 | 6,474 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 2.604% | 10/25/23 | 425 | 425 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 3.389% | 3/25/24 | 19,450 | 19,453 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 2.683% | 12/25/23 | 668 | 666 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 3.303% | 7/25/24 | 10,850 | 10,817 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 2.768% | 4/25/24 | 2,368 | 2,356 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 3.241% | 9/25/24 | 14,400 | 14,333 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K041 | 3.171% | 10/25/24 | 14,025 | 13,942 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.267% | 6/25/24 | 933 | 923 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.670% | 12/25/24 | 32,970 | 32,402 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 2.532% | 10/25/23 | 759 | 756 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 3.062% | 12/25/24 | 10,900 | 10,804 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K044 | 2.811% | 1/25/25 | 2,513 | 2,477 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K045 | 3.023% | 1/25/25 | 8,343 | 8,259 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K046 | 3.205% | 3/25/25 | 9,175 | 9,118 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 2.827% | 12/25/24 | 848 | 843 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 3.329% | 5/25/25 | 6,850 | 6,829 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K048 | 3.284% | 6/25/25 | 11,600 | 11,547 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K049 | 3.010% | 7/25/25 | 9,350 | 9,237 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K050 | 3.334% | 8/25/25 | 10,325 | 10,291 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K052 | 3.151% | 11/25/25 | 7,025 | 6,962 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K053 | 2.995% | 12/25/25 | 4,050 | 3,995 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K054 | 2.745% | 1/25/26 | 15,825 | 15,477 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K055 | 2.263% | 4/25/25 | 182 | 180 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K055 | 2.673% | 3/25/26 | 14,200 | 13,833 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K056 | 2.525% | 5/25/26 | 11,625 | 11,255 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K057 | 2.570% | 7/25/26 | 18,025 | 17,464 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K058 | 2.653% | 8/25/26 | 11,575 | 11,230 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K059 | 3.120% | 9/25/26 | 6,500 | 6,420 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K060 | 3.300% | 10/25/26 | 4,321 | 4,294 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K061 | 3.347% | 11/25/26 | 12,800 | 12,739 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K062 | 3.413% | 12/25/26 | 12,850 | 12,822 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K063 | 3.430% | 1/25/27 | 29,250 | 29,194 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K064 | 3.224% | 3/25/27 | 14,200 | 14,045 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K065 | 3.243% | 4/25/27 | 3,000 | 2,969 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K066 | 3.117% | 6/25/27 | 10,060 | 9,897 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K067 | 3.194% | 7/25/27 | 18,126 | 17,884 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K068 | 3.244% | 8/25/27 | 7,675 | 7,589 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K069 | 3.187% | 9/25/27 | 14,000 | 13,799 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K070 | 3.303% | 11/25/27 | 4,875 | 4,829 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K071 | 3.286% | 11/25/27 | 10,048 | 9,944 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K072 | 3.444% | 12/25/27 | 7,300 | 7,280 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K073 | 3.350% | 1/25/28 | 9,650 | 9,579 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K074 | 3.600% | 1/25/28 | 16,150 | 16,221 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K075 | 3.650% | 2/25/28 | 10,950 | 11,020 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K076 | 3.900% | 4/25/28 | 35,850 | 36,540 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K077 | 3.850% | 5/25/28 | 17,950 | 18,244 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K078 | 3.854% | 6/25/28 | 6,500 | 6,612 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K079 | 3.926% | 6/25/28 | 10,157 | 10,368 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.736% | 4/25/28 | 888 | 897 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.926% | 7/25/28 | 11,250 | 11,486 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K081 | 3.900% | 8/25/28 | 31,075 | 31,672 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K082 | 3.920% | 9/25/28 | 11,640 | 11,871 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K083 | 4.050% | 9/25/28 | 9,580 | 9,835 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K084 | 3.780% | 10/25/28 | 36,100 | 36,406 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K085 | 4.060% | 10/25/28 | 37,950 | 38,861 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.591% | 10/25/27 | 1,581 | 1,591 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.771% | 12/25/28 | 15,101 | 15,309 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K088 | 3.690% | 1/25/29 | 16,080 | 16,229 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K089 | 3.563% | 1/25/29 | 10,500 | 10,521 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K090 | 3.422% | 2/25/29 | 12,175 | 12,093 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K091 | 3.505% | 3/25/29 | 20,400 | 20,371 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K092 | 3.298% | 4/25/29 | 13,215 | 13,041 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K093 | 2.982% | 5/25/29 | 23,400 | 22,639 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K094 | 2.903% | 6/25/29 | 15,725 | 15,137 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K095 | 2.785% | 6/25/29 | 15,850 | 15,147 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K096 | 2.519% | 7/25/29 | 13,750 | 12,908 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K098 | 2.425% | 8/25/29 | 26,450 | 24,662 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K099 | 2.595% | 9/25/29 | 12,180 | 11,479 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K101 | 2.524% | 10/25/29 | 21,365 | 19,999 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K102 | 2.537% | 10/25/29 | 19,195 | 17,987 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K103 | 2.651% | 11/25/29 | 16,700 | 15,760 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K104 | 2.253% | 1/25/30 | 25,885 | 23,751 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K105 | 1.872% | 1/25/30 | 5,665 | 5,050 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K106 | 2.069% | 1/25/30 | 25,000 | 22,599 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K107 | 1.639% | 1/25/30 | 6,450 | 5,657 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K108 | 1.517% | 3/25/30 | 9,825 | 8,522 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K109 | 1.558% | 4/25/30 | 6,150 | 5,332 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K110 | 1.477% | 4/25/30 | 5,375 | 4,635 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K111 | 1.350% | 5/25/30 | 11,555 | 9,828 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K114 | 1.366% | 6/25/30 | 15,520 | 13,169 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K116 | 1.378% | 7/25/30 | 19,720 | 16,738 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K117 | 1.406% | 8/25/30 | 19,215 | 16,309 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K118 | 1.493% | 9/25/30 | 25,215 | 21,529 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K119 | 1.566% | 9/25/30 | 3,500 | 3,005 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K120 | 1.500% | 10/25/30 | 17,380 | 14,805 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 0.995% | 8/25/30 | 1,815 | 1,592 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 1.547% | 10/25/30 | 10,880 | 9,302 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 0.863% | 11/25/30 | 784 | 695 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 1.521% | 11/25/30 | 10,900 | 9,289 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K123 | 1.621% | 12/25/30 | 22,275 | 19,153 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K124 | 1.658% | 12/25/30 | 18,650 | 16,057 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K125 | 1.846% | 1/25/31 | 43,265 | 37,779 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K126 | 2.074% | 1/25/31 | 22,825 | 20,315 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K127 | 2.108% | 1/25/31 | 27,475 | 24,507 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K128 | 2.020% | 3/25/31 | 15,240 | 13,483 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.342% | 9/25/30 | 3,587 | 3,149 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.914% | 5/25/31 | 26,225 | 22,957 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K130 | 1.723% | 6/25/31 | 10,025 | 8,618 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K131 | 1.853% | 7/25/31 | 26,325 | 22,849 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K132 | 2.023% | 8/25/31 | 7,750 | 6,807 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K133 | 2.096% | 9/25/31 | 12,800 | 11,290 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | 1.714% | 7/25/31 | 1,043 | 936 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | 2.243% | 10/25/31 | 11,675 | 10,425 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K135 | 2.154% | 10/25/31 | 7,675 | 6,802 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K138 | 2.476% | 1/25/32 | 10,200 | 9,272 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K140 | 2.250% | 3/25/54 | 7,650 | 6,808 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K143 | 2.350% | 4/25/55 | 7,800 | 6,996 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K152 | 3.080% | 1/25/31 | 5,800 | 5,590 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.294% | 3/25/29 | 10,000 | 9,881 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.117% | 10/25/31 | 8,700 | 8,369 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.424% | 4/25/32 | 4,100 | 4,084 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.459% | 11/25/32 | 5,468 | 5,394 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 11/25/32 | 5,202 | 5,258 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 4/25/33 | 11,212 | 11,279 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 5/25/33 | 3,600 | 3,699 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 8/25/33 | 4,625 | 4,682 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K158 | 3.900% | 12/25/30 | 5,000 | 5,120 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K159 | 3.950% | 11/25/30 | 3,075 | 3,145 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K722 | 2.406% | 3/25/23 | 1,783 | 1,777 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K723 | 2.454% | 8/25/23 | 9,796 | 9,717 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K724 | 3.062% | 11/25/23 | 9,500 | 9,462 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K725 | 3.002% | 1/25/24 | 26,090 | 25,957 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K726 | 2.905% | 4/25/24 | 9,906 | 9,828 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K727 | 2.946% | 7/25/24 | 12,379 | 12,287 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K728 | 3.064% | 8/25/24 | 26,503 | 26,346 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K729 | 3.136% | 10/25/24 | 42,975 | 42,776 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K730 | 3.590% | 1/25/25 | 15,975 | 16,029 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K731 | 3.600% | 2/25/25 | 13,154 | 13,115 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K732 | 3.700% | 5/25/25 | 13,200 | 13,287 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K734 | 3.208% | 2/25/26 | 20,400 | 20,266 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K735 | 2.862% | 5/25/26 | 20,000 | 19,620 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K737 | 2.525% | 10/25/26 | 23,725 | 22,899 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K738 | 1.545% | 1/25/27 | 8,325 | 7,690 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K739 | 1.336% | 9/25/27 | 23,650 | 21,407 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K741 | 1.603% | 12/25/27 | 2,325 | 2,113 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K742 | 1.760% | 3/25/28 | 12,400 | 11,324 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K743 | 1.770% | 5/25/28 | 8,250 | 7,505 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K744 | 1.712% | 7/25/28 | 5,754 | 5,223 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K745 | 1.657% | 8/25/28 | 15,675 | 14,103 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K746 | 2.031% | 9/25/28 | 10,275 | 9,444 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K747 | 2.050% | 11/25/28 | 9,175 | 8,428 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.718% | 1/25/31 | 4,175 | 4,158 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.794% | 1/25/34 | 23,775 | 23,581 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.470% | 3/25/31 | 5,225 | 5,174 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.542% | 3/25/34 | 13,170 | 12,754 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1513 | 2.797% | 8/25/34 | 22,265 | 19,963 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1514 | 2.859% | 10/25/34 | 13,375 | 12,040 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1515 | 1.940% | 2/25/35 | 14,450 | 11,694 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1516 | 1.721% | 5/25/35 | 14,075 | 11,005 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1517 | 1.716% | 7/25/35 | 19,930 | 15,595 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1518 | 1.860% | 10/25/35 | 6,005 | 4,755 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1519 | 2.013% | 12/25/35 | 11,525 | 9,261 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.007% | 7/25/35 | 3,641 | 3,165 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.438% | 2/25/36 | 13,075 | 11,070 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1521 | 2.184% | 8/25/36 | 10,075 | 8,219 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1522 | 2.361% | 10/25/36 | 9,220 | 7,677 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series KC02 | 3.370% | 7/25/25 | 9,408 | 9,337 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series KS03 | 3.161% | 5/25/25 | 7,100 | 7,062 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series KS06 | 2.720% | 7/25/26 | 10,806 | 10,544 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series KW01 | 2.853% | 1/25/26 | 11,600 | 11,399 | |
3 | Fifth Third Auto Trust Series 2019-1 | 2.690% | 11/16/26 | 2,375 | 2,373 | |
3 | Ford Credit Auto Lease Trust Series 2021-A | 0.260% | 2/15/24 | 6,244 | 6,204 | |
3 | Ford Credit Auto Lease Trust Series 2021-A | 0.300% | 4/15/24 | 1,365 | 1,339 | |
3 | Ford Credit Auto Lease Trust Series 2021-B | 0.370% | 10/15/24 | 8,325 | 8,070 | |
3 | Ford Credit Auto Lease Trust Series 2022-A | 3.370% | 7/15/25 | 775 | 770 | |
3 | Ford Credit Auto Lease Trust Series 2022-A | 3.810% | 8/15/25 | 1,300 | 1,288 | |
3 | Ford Credit Auto Owner Trust Series 2019-A | 2.780% | 9/15/23 | 126 | 126 | |
3 | Ford Credit Auto Owner Trust Series 2019-A | 2.850% | 8/15/24 | 3,700 | 3,699 | |
3 | Ford Credit Auto Owner Trust Series 2020-A | 1.040% | 8/15/24 | 396 | 392 | |
3 | Ford Credit Auto Owner Trust Series 2020-B | 0.560% | 10/15/24 | 5,506 | 5,442 | |
3 | Ford Credit Auto Owner Trust Series 2020-B | 0.790% | 11/15/25 | 1,965 | 1,884 | |
3 | Ford Credit Auto Owner Trust Series 2020-C | 0.410% | 7/15/25 | 4,450 | 4,354 | |
3 | Ford Credit Auto Owner Trust Series 2020-C | 0.510% | 8/15/26 | 1,890 | 1,760 | |
3 | Ford Credit Auto Owner Trust Series 2021-A | 0.300% | 8/15/25 | 9,800 | 9,523 | |
3 | Ford Credit Auto Owner Trust Series 2021-A | 0.490% | 9/15/26 | 3,535 | 3,274 | |
3 | Ford Credit Auto Owner Trust Series 2022-A | 1.290% | 6/15/26 | 3,075 | 2,947 | |
3 | Ford Credit Auto Owner Trust Series 2022-A | 1.560% | 5/15/27 | 800 | 746 | |
3 | Ford Credit Auto Owner Trust Series 2022-B | 3.740% | 9/15/26 | 4,175 | 4,181 | |
3 | Ford Credit Auto Owner Trust Series 2022-B | 3.930% | 8/15/27 | 1,175 | 1,179 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2018-4 | 4.060% | 11/15/30 | 9,200 | 9,082 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2019-2 | 3.060% | 4/15/26 | 10,300 | 10,130 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2019-4 | 2.440% | 9/15/26 | 11,408 | 11,081 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2020-1 | 0.700% | 9/15/25 | 16,825 | 16,242 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2020-2 | 1.060% | 9/15/27 | 9,865 | 9,084 | |
3 | GM Financial Automobile Leasing Trust Series 2020-2 | 0.800% | 7/20/23 | 336 | 336 | |
3 | GM Financial Automobile Leasing Trust Series 2020-3 | 0.760% | 10/21/24 | 575 | 565 | |
3 | GM Financial Automobile Leasing Trust Series 2021-1 | 0.330% | 2/20/25 | 1,085 | 1,058 | |
3 | GM Financial Automobile Leasing Trust Series 2021-1 | 0.540% | 2/20/25 | 690 | 668 | |
3 | GM Financial Automobile Leasing Trust Series 2021-2 | 0.340% | 5/20/24 | 5,800 | 5,692 | |
3 | GM Financial Automobile Leasing Trust Series 2021-2 | 0.410% | 5/20/25 | 850 | 817 | |
3 | GM Financial Automobile Leasing Trust Series 2021-3 | 0.390% | 10/21/24 | 7,925 | 7,675 | |
3 | GM Financial Automobile Leasing Trust Series 2021-3 | 0.500% | 7/21/25 | 1,275 | 1,211 | |
3 | GM Financial Automobile Leasing Trust Series 2022-1 | 1.900% | 3/20/25 | 11,500 | 11,190 | |
3 | GM Financial Automobile Leasing Trust Series 2022-1 | 1.960% | 2/20/26 | 2,350 | 2,268 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | GM Financial Automobile Leasing Trust Series 2022-2 | 3.420% | 6/20/25 | 5,175 | 5,146 | |
3 | GM Financial Automobile Leasing Trust Series 2022-2 | 3.540% | 5/20/26 | 1,575 | 1,567 | |
3 | GM Financial Automobile Leasing Trust Series 2022-2 | 4.020% | 5/20/26 | 525 | 525 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-1 | 1.900% | 3/17/25 | 1,580 | 1,556 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.450% | 4/16/25 | 7,470 | 7,347 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.580% | 1/16/26 | 1,700 | 1,620 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.380% | 8/18/25 | 6,542 | 6,398 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.500% | 2/17/26 | 1,000 | 945 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.350% | 10/16/25 | 5,085 | 4,967 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.540% | 5/17/27 | 4,945 | 4,655 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.510% | 4/16/26 | 3,450 | 3,338 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.820% | 10/16/26 | 1,050 | 985 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-3 | 0.480% | 6/16/26 | 6,425 | 6,167 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-3 | 0.730% | 8/16/27 | 3,150 | 2,930 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-4 | 0.680% | 9/16/26 | 3,850 | 3,657 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-4 | 0.990% | 10/18/27 | 1,450 | 1,347 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2022-1 | 1.260% | 11/16/26 | 2,750 | 2,628 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2022-1 | 1.510% | 4/17/28 | 925 | 866 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2022-2 | 3.100% | 2/16/27 | 3,875 | 3,839 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2022-2 | 3.250% | 4/17/28 | 650 | 638 | |
3 | GS Mortgage Securities Corp. II Series 2013-GC10 | 2.943% | 2/10/46 | 4,077 | 4,061 | |
3 | GS Mortgage Securities Corp. II Series 2013-GC10 | 3.279% | 2/10/46 | 1,529 | 1,519 | |
3 | GS Mortgage Securities Trust Series 2012-GCJ9 | 2.773% | 11/10/45 | 3,957 | 3,941 | |
3 | GS Mortgage Securities Trust Series 2013-GC12 | 3.135% | 6/10/46 | 5,682 | 5,627 | |
3 | GS Mortgage Securities Trust Series 2013-GC12 | 3.375% | 6/10/46 | 1,792 | 1,773 | |
3 | GS Mortgage Securities Trust Series 2013-GC14 | 3.817% | 8/10/46 | 266 | 267 | |
3 | GS Mortgage Securities Trust Series 2013-GC14 | 4.243% | 8/10/46 | 7,350 | 7,351 | |
3 | GS Mortgage Securities Trust Series 2013-GC16 | 3.813% | 11/10/46 | 372 | 373 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | GS Mortgage Securities Trust Series 2013-GC16 | 4.271% | 11/10/46 | 8,725 | 8,732 | |
3 | GS Mortgage Securities Trust Series 2014-GC18 | 4.074% | 1/10/47 | 18,304 | 18,251 | |
3 | GS Mortgage Securities Trust Series 2014-GC18 | 4.383% | 1/10/47 | 1,975 | 1,962 | |
3 | GS Mortgage Securities Trust Series 2014-GC22 | 3.467% | 6/10/47 | 741 | 739 | |
3 | GS Mortgage Securities Trust Series 2014-GC22 | 3.516% | 6/10/47 | 124 | 124 | |
3 | GS Mortgage Securities Trust Series 2014-GC22 | 3.862% | 6/10/47 | 1,950 | 1,939 | |
3 | GS Mortgage Securities Trust Series 2014-GC24 | 3.931% | 9/10/47 | 7,125 | 7,064 | |
3 | GS Mortgage Securities Trust Series 2014-GC24 | 4.644% | 9/10/47 | 1,675 | 1,619 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 3.365% | 11/10/47 | 1,614 | 1,597 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 3.629% | 11/10/47 | 11,450 | 11,295 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 3.964% | 11/10/47 | 2,000 | 1,946 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 4.215% | 11/10/47 | 1,700 | 1,654 | |
3 | GS Mortgage Securities Trust Series 2015-GC28 | 3.396% | 2/10/48 | 6,200 | 6,094 | |
3 | GS Mortgage Securities Trust Series 2015-GC30 | 3.382% | 5/10/50 | 5,700 | 5,566 | |
3 | GS Mortgage Securities Trust Series 2015-GC32 | 3.513% | 7/10/48 | 3,675 | 3,637 | |
3 | GS Mortgage Securities Trust Series 2015-GC32 | 3.764% | 7/10/48 | 2,275 | 2,251 | |
3 | GS Mortgage Securities Trust Series 2015-GC34 | 3.244% | 10/10/48 | 2,358 | 2,302 | |
3 | GS Mortgage Securities Trust Series 2015-GC34 | 3.278% | 10/10/48 | 4,336 | 4,275 | |
3 | GS Mortgage Securities Trust Series 2015-GC34 | 3.506% | 10/10/48 | 5,600 | 5,463 | |
3 | GS Mortgage Securities Trust Series 2016-GS2 | 3.050% | 5/10/49 | 4,425 | 4,248 | |
3 | GS Mortgage Securities Trust Series 2016-GS3 | 2.850% | 10/10/49 | 11,450 | 10,866 | |
3 | GS Mortgage Securities Trust Series 2016-GS4 | 3.442% | 11/10/49 | 3,950 | 3,804 | |
3 | GS Mortgage Securities Trust Series 2016-GS4 | 3.645% | 11/10/49 | 2,925 | 2,760 | |
3 | GS Mortgage Securities Trust Series 2017-GS5 | 3.674% | 3/10/50 | 8,350 | 8,142 | |
3 | GS Mortgage Securities Trust Series 2017-GS5 | 3.826% | 3/10/50 | 3,350 | 3,215 | |
3 | GS Mortgage Securities Trust Series 2017-GS6 | 3.433% | 5/10/50 | 12,250 | 11,836 | |
3 | GS Mortgage Securities Trust Series 2017-GS6 | 3.638% | 5/10/50 | 600 | 572 | |
3 | GS Mortgage Securities Trust Series 2017-GS6 | 4.322% | 5/10/50 | 1,000 | 937 | |
3 | GS Mortgage Securities Trust Series 2017-GS7 | 3.430% | 8/10/50 | 13,194 | 12,751 | |
3 | GS Mortgage Securities Trust Series 2017-GS7 | 3.663% | 8/10/50 | 3,519 | 3,301 | |
3 | GS Mortgage Securities Trust Series 2017-GS8 | 3.205% | 11/10/50 | 10,000 | 9,522 | |
3 | GS Mortgage Securities Trust Series 2019-GC38 | 3.968% | 2/10/52 | 3,150 | 3,103 | |
3 | GS Mortgage Securities Trust Series 2019-GC39 | 3.567% | 5/10/52 | 7,675 | 7,345 | |
3 | GS Mortgage Securities Trust Series 2019-GC40 | 2.904% | 7/10/52 | 2,525 | 2,318 | |
3 | GS Mortgage Securities Trust Series 2019-GC40 | 3.160% | 7/10/52 | 7,970 | 7,410 | |
3 | GS Mortgage Securities Trust Series 2019-GC42 | 3.001% | 9/1/52 | 16,200 | 14,976 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | GS Mortgage Securities Trust Series 2019-GC42 | 3.212% | 9/1/52 | 3,775 | 3,402 | |
3 | GS Mortgage Securities Trust Series 2019-GSA1 | 3.048% | 11/10/52 | 7,164 | 6,613 | |
3 | GS Mortgage Securities Trust Series 2020-GC45 | 2.911% | 2/13/53 | 7,370 | 6,720 | |
3 | GS Mortgage Securities Trust Series 2020-GC45 | 3.173% | 2/13/53 | 2,110 | 1,896 | |
3 | GS Mortgage Securities Trust Series 2020-GC47 | 2.377% | 5/12/53 | 4,270 | 3,720 | |
3 | GS Mortgage Securities Trust Series 2020-GSA2 | 2.012% | 12/12/53 | 7,200 | 5,996 | |
3 | GS Mortgage Securities Trust Series 2020-GSA2 | 2.224% | 12/12/53 | 1,100 | 885 | |
3 | Harley-Davidson Motorcycle Trust Series 2021-B | 0.560% | 11/16/26 | 10,000 | 9,617 | |
3 | Harley-Davidson Motorcycle Trust Series 2021-B | 0.820% | 5/15/29 | 1,875 | 1,766 | |
3 | Harley-Davidson Motorcycle Trust Series 2022-A | 3.060% | 2/15/27 | 1,504 | 1,485 | |
3 | Harley-Davidson Motorcycle Trust Series 2022-A | 3.260% | 1/15/30 | 1,050 | 1,027 | |
3 | Honda Auto Receivables Owner Trust Series 2020-1 | 1.630% | 10/21/26 | 965 | 951 | |
3 | Honda Auto Receivables Owner Trust Series 2020-3 | 0.460% | 4/19/27 | 1,275 | 1,218 | |
3 | Honda Auto Receivables Owner Trust Series 2021-1 | 0.270% | 4/21/25 | 6,400 | 6,250 | |
3 | Honda Auto Receivables Owner Trust Series 2021-1 | 0.420% | 1/21/28 | 2,725 | 2,556 | |
3 | Honda Auto Receivables Owner Trust Series 2021-2 | 0.330% | 8/15/25 | 7,900 | 7,649 | |
3 | Honda Auto Receivables Owner Trust Series 2021-3 | 0.410% | 11/18/25 | 4,225 | 4,044 | |
3 | Honda Auto Receivables Owner Trust Series 2021-3 | 0.600% | 12/20/27 | 925 | 854 | |
3 | Honda Auto Receivables Owner Trust Series 2021-4 | 0.880% | 1/21/26 | 5,700 | 5,446 | |
3 | Honda Auto Receivables Owner Trust Series 2021-4 | 1.140% | 6/21/28 | 1,050 | 978 | |
3 | Honda Auto Receivables Owner Trust Series 2022-1 | 1.880% | 5/15/26 | 2,750 | 2,664 | |
3 | Honda Auto Receivables Owner Trust Series 2022-1 | 2.040% | 12/15/28 | 1,050 | 994 | |
3 | Hyundai Auto Receivables Trust Series 2019-B | 2.000% | 4/15/25 | 975 | 966 | |
3 | Hyundai Auto Receivables Trust Series 2020-A | 1.410% | 11/15/24 | 477 | 473 | |
3 | Hyundai Auto Receivables Trust Series 2020-B | 0.480% | 12/16/24 | 1,763 | 1,738 | |
3 | Hyundai Auto Receivables Trust Series 2020-B | 0.620% | 12/15/25 | 1,125 | 1,087 | |
3 | Hyundai Auto Receivables Trust Series 2020-C | 0.380% | 5/15/25 | 3,189 | 3,126 | |
3 | Hyundai Auto Receivables Trust Series 2020-C | 0.490% | 11/16/26 | 850 | 802 | |
3 | Hyundai Auto Receivables Trust Series 2021-A | 0.380% | 9/15/25 | 2,375 | 2,300 | |
3 | Hyundai Auto Receivables Trust Series 2021-A | 0.620% | 5/17/27 | 1,050 | 981 | |
3 | Hyundai Auto Receivables Trust Series 2021-C | 0.740% | 5/15/26 | 3,150 | 3,005 | |
3 | Hyundai Auto Receivables Trust Series 2021-C | 1.030% | 12/15/27 | 1,325 | 1,227 | |
3 | John Deere Owner Trust Series 2021-B | 0.520% | 3/16/26 | 5,775 | 5,460 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-C8 | 2.829% | 10/15/45 | 244 | 243 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-LC9 | 2.840% | 12/15/47 | 2,337 | 2,328 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.143% | 12/15/47 | 2,273 | 2,260 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.372% | 12/15/47 | 1,735 | 1,723 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.674% | 12/15/46 | 399 | 399 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.881% | 12/15/46 | 1,374 | 1,362 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.166% | 12/15/46 | 9,173 | 9,144 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.517% | 12/15/46 | 1,600 | 1,596 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 5.106% | 12/15/46 | 1,600 | 1,600 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 2.960% | 4/15/46 | 11,478 | 11,376 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 3.499% | 4/15/46 | 2,590 | 2,544 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2014-C20 | 3.805% | 7/15/47 | 3,055 | 3,032 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2015-JP1 | 3.914% | 1/15/49 | 4,600 | 4,558 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 2.870% | 8/15/49 | 14,325 | 13,570 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 3.397% | 8/15/49 | 725 | 672 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.648% | 12/15/49 | 5,800 | 5,652 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.870% | 12/15/49 | 4,650 | 4,491 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 3.664% | 7/15/45 | 1,776 | 1,768 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 4.171% | 7/15/45 | 1,184 | 1,176 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 3.761% | 8/15/46 | 436 | 435 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.133% | 8/15/46 | 3,369 | 3,352 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.409% | 8/15/46 | 1,260 | 1,253 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 3.659% | 11/15/45 | 102 | 102 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.131% | 11/15/45 | 2,940 | 2,937 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.420% | 11/15/45 | 1,680 | 1,677 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 3.705% | 1/15/47 | 527 | 525 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.199% | 1/15/47 | 5,500 | 5,494 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.458% | 1/15/47 | 1,100 | 1,098 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 5.049% | 1/15/47 | 1,650 | 1,633 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.079% | 2/15/47 | 15,816 | 15,754 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.439% | 2/15/47 | 1,173 | 1,166 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.947% | 2/15/47 | 1,422 | 1,401 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.669% | 4/15/47 | 769 | 767 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.997% | 4/15/47 | 2,800 | 2,788 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 4.243% | 4/15/47 | 2,225 | 2,199 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.428% | 8/15/47 | 521 | 518 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.775% | 8/15/47 | 1,375 | 1,364 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.997% | 8/15/47 | 1,670 | 1,639 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 3.801% | 9/15/47 | 8,325 | 8,260 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 4.110% | 9/15/47 | 2,225 | 2,170 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 3.934% | 9/15/47 | 4,175 | 4,153 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 4.202% | 9/15/47 | 2,462 | 2,425 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 2.940% | 11/15/47 | 67 | 66 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.639% | 11/15/47 | 2,275 | 2,244 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.914% | 11/15/47 | 4,125 | 4,031 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 3.672% | 11/15/47 | 9,975 | 9,855 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 4.065% | 11/15/47 | 2,775 | 2,722 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.494% | 1/15/48 | 17,150 | 16,870 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.800% | 1/15/48 | 2,875 | 2,778 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.951% | 1/15/48 | 2,875 | 2,806 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.017% | 2/15/48 | 3,242 | 3,191 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.179% | 2/15/48 | 3,048 | 2,961 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.227% | 10/15/48 | 6,775 | 6,593 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.532% | 10/15/48 | 1,725 | 1,654 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.304% | 5/15/48 | 1,632 | 1,621 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.611% | 5/15/48 | 4,650 | 4,554 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.559% | 7/15/48 | 3,200 | 3,183 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.822% | 7/15/48 | 5,675 | 5,588 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 4.226% | 7/15/48 | 2,900 | 2,860 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.540% | 8/15/48 | 1,729 | 1,712 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.801% | 8/15/48 | 9,167 | 8,956 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.358% | 11/15/48 | 3,500 | 3,475 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.598% | 11/15/48 | 5,875 | 5,723 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C33 | 3.770% | 12/15/48 | 4,230 | 4,178 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | 3.316% | 3/17/49 | 3,279 | 3,251 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | 4.890% | 3/17/49 | 330 | 327 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | 3.723% | 3/15/50 | 17,175 | 16,777 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | 3.876% | 3/15/50 | 3,200 | 3,074 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.490% | 7/15/50 | 10,755 | 10,387 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.744% | 7/15/50 | 4,500 | 4,273 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP7 | 3.454% | 9/15/50 | 2,034 | 1,957 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 | 4.029% | 3/10/52 | 17,650 | 17,267 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.386% | 6/13/52 | 11,975 | 11,247 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.669% | 6/13/52 | 1,075 | 1,001 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.144% | 6/15/49 | 4,400 | 4,230 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.484% | 6/15/49 | 2,050 | 1,918 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2016-C4 | 3.141% | 12/15/49 | 879 | 841 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.414% | 3/15/50 | 3,460 | 3,347 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.694% | 3/15/50 | 14,250 | 13,909 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.858% | 3/15/50 | 5,600 | 5,380 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.409% | 10/15/50 | 3,850 | 3,692 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.713% | 10/15/50 | 2,400 | 2,330 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.211% | 6/15/51 | 13,125 | 12,981 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.421% | 6/15/51 | 1,575 | 1,551 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 | 3.057% | 11/13/52 | 15,695 | 14,365 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 | 2.180% | 5/13/53 | 3,940 | 3,383 | |
3 | Mercedes-Benz Auto Lease Trust Series 2020-B | 0.500% | 6/15/26 | 700 | 686 | |
3 | Mercedes-Benz Auto Lease Trust Series 2021-A | 0.250% | 1/16/24 | 4,217 | 4,170 | |
3 | Mercedes-Benz Auto Lease Trust Series 2021-A | 0.320% | 10/15/26 | 1,915 | 1,852 | |
3 | Mercedes-Benz Auto Lease Trust Series 2021-B | 0.400% | 11/15/24 | 3,450 | 3,341 | |
3 | Mercedes-Benz Auto Lease Trust Series 2021-B | 0.510% | 3/15/27 | 1,450 | 1,375 | |
3 | Mercedes-Benz Auto Receivables Trust Series 2020-1 | 0.770% | 10/15/26 | 550 | 524 | |
3 | Mercedes-Benz Auto Receivables Trust Series 2021-1 | 0.460% | 6/15/26 | 4,550 | 4,352 | |
3 | Mercedes-Benz Auto Receivables Trust Series 2021-1 | 0.730% | 12/15/27 | 750 | 688 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2012-C6 | 2.858% | 11/15/45 | 1,005 | 1,003 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 | 2.918% | 2/15/46 | 3,011 | 2,997 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 | 3.214% | 2/15/46 | 599 | 594 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8 | 3.134% | 12/15/48 | 3,135 | 3,129 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8 | 3.376% | 12/15/48 | 1,800 | 1,783 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 | 3.102% | 5/15/46 | 3,475 | 3,449 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 | 3.456% | 5/15/46 | 2,150 | 2,130 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C10 | 4.209% | 7/15/46 | 8,000 | 7,971 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.295% | 8/15/46 | 1,680 | 1,672 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.495% | 8/15/46 | 840 | 828 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C12 | 4.259% | 10/15/46 | 3,915 | 3,900 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.039% | 11/15/46 | 3,500 | 3,488 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.907% | 11/15/46 | 1,750 | 1,744 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 4.064% | 2/15/47 | 4,409 | 4,410 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 5.022% | 2/15/47 | 1,600 | 1,607 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.477% | 6/15/47 | 415 | 413 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.892% | 6/15/47 | 4,200 | 4,188 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 4.476% | 6/15/47 | 1,675 | 1,639 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 3.923% | 10/15/47 | 1,400 | 1,394 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 4.607% | 10/15/47 | 1,675 | 1,644 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.326% | 12/15/47 | 1,878 | 1,858 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.526% | 12/15/47 | 5,050 | 4,980 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.069% | 2/15/48 | 1,240 | 1,228 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.249% | 2/15/48 | 10,125 | 9,886 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C21 | 3.338% | 3/15/48 | 6,625 | 6,492 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.040% | 4/15/48 | 2,825 | 2,796 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.306% | 4/15/48 | 4,500 | 4,389 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.883% | 4/15/48 | 2,875 | 2,784 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.398% | 7/15/50 | 1,003 | 996 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.719% | 7/15/50 | 5,775 | 5,702 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C24 | 3.732% | 5/15/48 | 4,900 | 4,821 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.383% | 10/15/48 | 3,686 | 3,650 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.635% | 10/15/48 | 5,672 | 5,559 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.323% | 10/15/48 | 2,512 | 2,497 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.531% | 10/15/48 | 4,925 | 4,844 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.557% | 12/15/47 | 1,956 | 1,940 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.753% | 12/15/47 | 3,500 | 3,441 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.272% | 1/15/49 | 3,548 | 3,459 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.288% | 1/15/49 | 2,376 | 2,354 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.544% | 1/15/49 | 11,975 | 11,674 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | 3.140% | 5/15/49 | 1,766 | 1,737 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | 3.325% | 5/15/49 | 1,250 | 1,207 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30 | 2.860% | 9/15/49 | 11,700 | 11,115 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 | 3.102% | 11/15/49 | 14,200 | 13,596 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.720% | 12/15/49 | 13,521 | 13,192 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.994% | 12/15/49 | 4,625 | 4,493 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.599% | 5/15/50 | 8,150 | 7,915 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.852% | 5/15/50 | 5,200 | 4,975 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.276% | 11/15/52 | 5,725 | 5,485 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.536% | 11/15/52 | 8,325 | 8,039 | |
3 | Morgan Stanley Capital I Trust Series 2015-UBS8 | 3.809% | 12/15/48 | 4,100 | 4,048 | |
3 | Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.049% | 11/15/49 | 5,850 | 5,585 | |
3 | Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.282% | 11/15/49 | 4,707 | 4,438 | |
3 | Morgan Stanley Capital I Trust Series 2016-UB11 | 2.782% | 8/15/49 | 11,700 | 11,081 | |
3 | Morgan Stanley Capital I Trust Series 2016-UB12 | 3.596% | 12/15/49 | 11,625 | 11,308 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Morgan Stanley Capital I Trust Series 2016-UB12 | 3.778% | 12/15/49 | 5,000 | 4,763 | |
3 | Morgan Stanley Capital I Trust Series 2016-UBS9 | 3.329% | 3/15/49 | 999 | 974 | |
3 | Morgan Stanley Capital I Trust Series 2017-H1 | 3.530% | 6/15/50 | 7,500 | 7,258 | |
3 | Morgan Stanley Capital I Trust Series 2018-H4 | 4.310% | 12/15/51 | 10,000 | 9,889 | |
3 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.417% | 6/15/52 | 14,885 | 13,924 | |
3 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.700% | 6/15/52 | 1,875 | 1,742 | |
3 | Morgan Stanley Capital I Trust Series 2019-H7 | 3.261% | 7/15/52 | 5,625 | 5,221 | |
3 | Morgan Stanley Capital I Trust Series 2019-L2 | 3.806% | 3/15/52 | 4,100 | 3,983 | |
3 | Morgan Stanley Capital I Trust Series 2019-L2 | 4.071% | 3/15/52 | 8,435 | 8,271 | |
3 | Morgan Stanley Capital I Trust Series 2019-L3 | 3.127% | 11/15/52 | 10,950 | 10,076 | |
3 | Morgan Stanley Capital I Trust Series 2020-HR8 | 2.041% | 7/15/53 | 7,595 | 6,432 | |
3 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.698% | 2/15/53 | 10,525 | 9,396 | |
3 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.880% | 2/15/53 | 1,575 | 1,390 | |
3 | Morgan Stanley Capital I Trust Series 2021-L6 | 2.444% | 6/15/54 | 5,275 | 4,500 | |
3 | Morgan Stanley Capital I Trust Series 2021-L6 | 2.749% | 6/15/54 | 900 | 755 | |
3 | Morgan Stanley Capital I Trust Series 2021-L6 | 2.951% | 6/15/54 | 525 | 444 | |
3 | Morgan Stanley Capital I Trust Series 2021-L7 | 2.574% | 10/15/54 | 10,560 | 9,067 | |
3 | Morgan Stanley Capital I Trust Series 2022-L8 | 3.922% | 4/15/55 | 10,450 | 9,986 | |
3 | New York City Housing Development Corp. Series 2014-8SPR | 3.709% | 2/15/48 | 150 | 148 | |
3 | Nissan Auto Lease Trust Series 2020-A | 1.880% | 4/15/25 | 185 | 185 | |
3 | Nissan Auto Lease Trust Series 2021-A | 0.520% | 8/15/24 | 5,025 | 4,880 | |
3 | Nissan Auto Lease Trust Series 2021-A | 0.650% | 7/15/26 | 1,050 | 1,007 | |
3 | Nissan Auto Lease Trust Series 2022-A | 3.870% | 7/15/27 | 1,325 | 1,329 | |
3 | Nissan Auto Receivables Owner Trust Series 2019-C | 1.950% | 5/15/26 | 2,150 | 2,113 | |
3 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.550% | 7/15/24 | 1,620 | 1,604 | |
3 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.710% | 2/16/27 | 850 | 820 | |
3 | Nissan Auto Receivables Owner Trust Series 2021-A | 0.330% | 10/15/25 | 6,975 | 6,705 | |
3 | Nissan Auto Receivables Owner Trust Series 2021-A | 0.570% | 9/15/27 | 3,300 | 3,037 | |
3 | Nissan Auto Receivables Owner Trust Series 2022-A | 1.860% | 8/17/26 | 3,400 | 3,278 | |
3 | Nissan Auto Receivables Owner Trust Series 2022-A | 2.070% | 12/17/29 | 2,100 | 1,977 | |
3 | PSNH Funding LLC 3 Series 2018-1 | 3.506% | 8/1/28 | 1,175 | 1,163 | |
3 | PSNH Funding LLC 3 Series 2018-1 | 3.814% | 2/1/35 | 2,825 | 2,757 | |
3 | Santander Drive Auto Receivables Trust Series 2020-2 | 1.460% | 9/15/25 | 1,860 | 1,851 | |
3 | Santander Drive Auto Receivables Trust Series 2020-3 | 0.690% | 3/17/25 | 222 | 222 | |
3 | Santander Drive Auto Receivables Trust Series 2020-3 | 1.120% | 1/15/26 | 1,690 | 1,679 | |
3 | Santander Drive Auto Receivables Trust Series 2020-4 | 0.730% | 3/17/25 | 784 | 783 | |
3 | Santander Drive Auto Receivables Trust Series 2021-1 | 0.500% | 4/15/25 | 5,279 | 5,263 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Santander Drive Auto Receivables Trust Series 2021-1 | 0.750% | 2/17/26 | 3,125 | 3,052 | |
3 | Santander Drive Auto Receivables Trust Series 2021-2 | 0.590% | 9/15/25 | 1,975 | 1,959 | |
3 | Santander Drive Auto Receivables Trust Series 2021-2 | 0.900% | 6/15/26 | 4,480 | 4,340 | |
3 | Santander Drive Auto Receivables Trust Series 2021-2 | 1.350% | 7/15/27 | 3,900 | 3,696 | |
3 | Santander Drive Auto Receivables Trust Series 2021-3 | 0.950% | 9/15/27 | 2,625 | 2,527 | |
3 | Santander Drive Auto Receivables Trust Series 2021-3 | 1.330% | 9/15/27 | 3,700 | 3,527 | |
3 | Santander Drive Auto Receivables Trust Series 2021-4 | 0.880% | 6/15/26 | 6,100 | 5,916 | |
3 | Santander Drive Auto Receivables Trust Series 2021-4 | 1.260% | 2/16/27 | 3,175 | 3,030 | |
3 | Santander Drive Auto Receivables Trust Series 2021-4 | 1.670% | 10/15/27 | 1,400 | 1,295 | |
3 | Santander Drive Auto Receivables Trust Series 2022-1 | 2.360% | 8/17/26 | 4,175 | 4,033 | |
3 | Santander Drive Auto Receivables Trust Series 2022-1 | 2.560% | 4/17/28 | 2,100 | 1,984 | |
3 | Santander Drive Auto Receivables Trust Series 2022-2 | 3.440% | 9/15/27 | 3,675 | 3,593 | |
3 | Santander Drive Auto Receivables Trust Series 2022-2 | 3.760% | 7/16/29 | 2,625 | 2,539 | |
3 | Santander Drive Auto Receivables Trust Series 2022-3 | 4.130% | 8/16/27 | 2,775 | 2,758 | |
3 | SG Commercial Mortgage Securities Trust Series 2016-C5 | 3.055% | 10/10/48 | 9,000 | 8,582 | |
3 | Synchrony Card Funding LLC Series 2022-A1 | 3.370% | 4/15/28 | 12,600 | 12,517 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-A | 1.680% | 5/15/25 | 2,315 | 2,269 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-B | 1.360% | 8/15/24 | 403 | 400 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-C | 0.440% | 10/15/24 | 1,638 | 1,616 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.350% | 1/15/25 | 3,896 | 3,831 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.470% | 1/15/26 | 925 | 873 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-A | 0.260% | 5/15/25 | 3,675 | 3,589 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-A | 0.390% | 6/15/26 | 1,485 | 1,375 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-B | 0.260% | 11/17/25 | 21,050 | 20,257 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-B | 0.530% | 10/15/26 | 2,650 | 2,428 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-C | 0.430% | 1/15/26 | 7,375 | 7,024 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-C | 0.720% | 1/15/27 | 1,575 | 1,439 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-D | 0.710% | 4/15/26 | 3,675 | 3,510 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-D | 1.020% | 3/15/27 | 1,150 | 1,057 | |
3 | Toyota Auto Receivables Owner Trust Series 2022-B | 2.930% | 9/15/26 | 4,675 | 4,622 | |
3 | Toyota Auto Receivables Owner Trust Series 2022-B | 3.110% | 8/16/27 | 1,050 | 1,028 | |
3 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.460% | 6/15/50 | 10,100 | 9,645 | |
3 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.724% | 6/15/50 | 4,800 | 4,410 | |
3 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.487% | 8/15/50 | 8,050 | 7,766 | |
3 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.740% | 8/15/50 | 2,150 | 2,023 | |
3 | UBS Commercial Mortgage Trust Series 2017-C3 | 3.426% | 8/15/50 | 9,700 | 9,296 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | UBS Commercial Mortgage Trust Series 2017-C3 | 3.739% | 8/15/50 | 4,050 | 3,790 | |
3 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.301% | 10/15/50 | 6,450 | 6,155 | |
3 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.563% | 10/15/50 | 8,050 | 7,759 | |
3 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.836% | 10/15/50 | 3,562 | 3,395 | |
3 | UBS Commercial Mortgage Trust Series 2017-C5 | 3.474% | 11/15/50 | 5,325 | 5,146 | |
3 | UBS Commercial Mortgage Trust Series 2017-C7 | 3.679% | 12/15/50 | 8,225 | 7,967 | |
3 | UBS Commercial Mortgage Trust Series 2017-C7 | 4.061% | 12/15/50 | 4,375 | 4,185 | |
3 | UBS Commercial Mortgage Trust Series 2018-C8 | 3.720% | 2/15/51 | 7,900 | 7,742 | |
3 | UBS Commercial Mortgage Trust Series 2018-C8 | 3.983% | 2/15/51 | 15,850 | 15,591 | |
3 | UBS Commercial Mortgage Trust Series 2018-C8 | 4.215% | 2/15/51 | 4,225 | 4,112 | |
3 | UBS Commercial Mortgage Trust Series 2018-C9 | 4.117% | 3/15/51 | 15,800 | 15,658 | |
3 | UBS Commercial Mortgage Trust Series 2018-C10 | 4.313% | 5/15/51 | 10,475 | 10,552 | |
3 | UBS Commercial Mortgage Trust Series 2018-C11 | 4.241% | 6/15/51 | 2,650 | 2,622 | |
3 | UBS Commercial Mortgage Trust Series 2018-C12 | 4.296% | 8/15/51 | 5,975 | 5,968 | |
3 | UBS Commercial Mortgage Trust Series 2018-C12 | 4.587% | 8/15/51 | 4,000 | 3,963 | |
3 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.208% | 10/15/51 | 981 | 986 | |
3 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.334% | 10/15/51 | 5,825 | 5,826 | |
3 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.585% | 10/15/51 | 1,075 | 1,059 | |
3 | UBS Commercial Mortgage Trust Series 2018-C14 | 4.448% | 12/15/51 | 12,950 | 12,941 | |
3 | UBS Commercial Mortgage Trust Series 2018-C15 | 4.341% | 12/15/51 | 8,975 | 8,989 | |
3 | UBS Commercial Mortgage Trust Series 2019-C16 | 3.605% | 4/15/52 | 5,250 | 4,978 | |
3 | UBS Commercial Mortgage Trust Series 2019-C16 | 3.887% | 4/15/52 | 1,575 | 1,486 | |
3 | UBS Commercial Mortgage Trust Series 2019-C17 | 2.921% | 10/15/52 | 6,475 | 5,857 | |
3 | UBS Commercial Mortgage Trust Series 2019-C18 | 3.035% | 12/15/52 | 3,800 | 3,452 | |
3 | UBS Commercial Mortgage Trust Series 2019-C18 | 3.378% | 12/15/52 | 2,300 | 2,083 | |
3 | UBS-Barclays Commercial Mortgage Trust Series 2013-C5 | 3.185% | 3/10/46 | 4,401 | 4,379 | |
3 | UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.244% | 4/10/46 | 7,716 | 7,664 | |
3 | UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.469% | 4/10/46 | 1,150 | 1,142 | |
3 | Verizon Master Trust Series 2021-1 | 0.500% | 5/20/27 | 36,015 | 34,050 | |
3 | Verizon Master Trust Series 2021-2 | 0.990% | 4/20/28 | 22,200 | 20,937 | |
3 | Verizon Master Trust Series 2022-2 | 1.530% | 7/20/28 | 8,625 | 8,172 | |
3 | Verizon Master Trust Series 2022-4 | 3.400% | 11/20/28 | 12,000 | 11,903 | |
3 | Verizon Owner Trust Series 2020-C | 0.410% | 4/21/25 | 14,090 | 13,777 | |
3 | Volkswagen Auto Loan Enhanced Trust Series 2020-1 | 0.980% | 11/20/24 | 909 | 898 | |
3 | Volkswagen Auto Loan Enhanced Trust Series 2021-1 | 1.020% | 6/22/26 | 7,625 | 7,311 | |
3 | Volkswagen Auto Loan Enhanced Trust Series 2021-1 | 1.260% | 10/20/28 | 1,050 | 978 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2012-LC5 | 2.918% | 10/15/45 | 766 | 764 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.477% | 8/15/50 | 421 | 419 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.817% | 8/15/50 | 23,025 | 22,733 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 4.020% | 8/15/50 | 550 | 541 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.244% | 12/15/47 | 960 | 953 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.271% | 12/15/47 | 899 | 898 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.405% | 12/15/47 | 5,650 | 5,518 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.808% | 12/15/47 | 2,850 | 2,761 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 2.991% | 2/15/48 | 3,056 | 3,023 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.166% | 2/15/48 | 3,150 | 3,074 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.580% | 2/15/48 | 2,275 | 2,216 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C27 | 3.190% | 2/15/48 | 8,514 | 8,291 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.540% | 5/15/48 | 8,500 | 8,346 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.872% | 5/15/48 | 1,619 | 1,582 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.400% | 6/15/48 | 3,290 | 3,273 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.637% | 6/15/48 | 8,500 | 8,369 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 2.978% | 4/15/50 | 822 | 814 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.184% | 4/15/50 | 14,401 | 14,030 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.719% | 4/15/50 | 2,850 | 2,763 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.571% | 9/15/58 | 1,496 | 1,481 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.839% | 9/15/58 | 3,425 | 3,389 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 4.207% | 9/15/58 | 2,925 | 2,875 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.632% | 5/15/48 | 31 | 31 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.934% | 5/15/48 | 1,841 | 1,828 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 3.148% | 5/15/48 | 2,275 | 2,218 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.656% | 12/15/48 | 3,339 | 3,324 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.809% | 12/15/48 | 2,950 | 2,914 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-SG1 | 3.789% | 9/15/48 | 10,237 | 10,045 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | 2.652% | 8/15/49 | 13,850 | 13,059 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | 2.814% | 8/15/49 | 1,800 | 1,657 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.324% | 1/15/59 | 2,227 | 2,200 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.560% | 1/15/59 | 6,700 | 6,565 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C33 | 3.426% | 3/15/59 | 2,350 | 2,290 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C34 | 3.096% | 6/15/49 | 4,700 | 4,519 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C36 | 2.807% | 11/15/59 | 2,465 | 2,329 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C37 | 3.794% | 12/15/49 | 4,675 | 4,595 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.825% | 10/15/49 | 4,255 | 4,180 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.942% | 10/15/49 | 9,053 | 8,626 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-LC25 | 3.640% | 12/15/59 | 1,530 | 1,494 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Wells Fargo Commercial Mortgage Trust Series 2016-NXS6 | 2.918% | 11/15/49 | 1,160 | 1,104 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.453% | 7/15/50 | 11,445 | 11,032 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.665% | 7/15/50 | 3,243 | 3,120 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.418% | 9/15/50 | 9,675 | 9,308 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.702% | 9/15/50 | 5,375 | 5,121 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.317% | 10/15/50 | 5,350 | 5,115 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.581% | 10/15/50 | 8,025 | 7,760 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.854% | 10/15/50 | 2,150 | 2,035 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C41 | 3.472% | 11/15/50 | 13,300 | 12,767 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C42 | 3.330% | 12/15/50 | 4,815 | 4,600 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-RB1 | 3.635% | 3/15/50 | 8,600 | 8,370 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-RC1 | 3.631% | 1/15/60 | 8,500 | 8,275 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.012% | 3/15/51 | 15,825 | 15,589 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.152% | 3/15/51 | 2,742 | 2,655 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C44 | 4.212% | 5/15/51 | 10,550 | 10,488 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | 4.184% | 6/15/51 | 10,125 | 10,054 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | 4.152% | 8/15/51 | 6,100 | 6,040 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | 4.442% | 9/15/61 | 10,600 | 10,652 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | 4.302% | 1/15/52 | 4,051 | 4,040 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C49 | 4.023% | 3/15/52 | 13,225 | 12,969 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C50 | 3.729% | 5/15/52 | 7,650 | 7,354 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C51 | 3.311% | 6/15/52 | 11,175 | 10,475 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 2.892% | 8/15/52 | 2,825 | 2,571 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 3.143% | 8/15/52 | 4,750 | 4,232 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C53 | 3.040% | 10/15/52 | 10,700 | 9,803 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C54 | 3.146% | 12/15/52 | 6,405 | 5,902 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2020-C55 | 2.725% | 2/15/53 | 12,750 | 11,422 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2020-C56 | 2.448% | 6/15/53 | 2,250 | 1,968 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2020-C58 | 2.092% | 7/15/53 | 2,775 | 2,332 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2021-C59 | 2.626% | 4/15/54 | 5,820 | 5,079 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C9 | 2.870% | 11/15/45 | 2,993 | 2,980 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C10 | 2.875% | 12/15/45 | 10,900 | 10,860 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C12 | 3.198% | 3/15/48 | 1,211 | 1,205 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C12 | 3.560% | 3/15/48 | 820 | 815 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.001% | 5/15/45 | 3,436 | 3,405 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.345% | 5/15/45 | 673 | 666 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.337% | 6/15/46 | 6,000 | 5,946 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.488% | 6/15/46 | 3,000 | 2,972 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 3.720% | 8/15/46 | 200 | 200 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.153% | 8/15/46 | 4,470 | 4,452 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.358% | 8/15/46 | 1,120 | 1,112 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 3.963% | 9/15/46 | 343 | 340 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.415% | 9/15/46 | 1,250 | 1,249 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.668% | 9/15/46 | 2,100 | 2,102 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 3.558% | 12/15/46 | 294 | 294 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.023% | 12/15/46 | 1,450 | 1,447 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.255% | 12/15/46 | 1,150 | 1,143 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.788% | 12/15/46 | 1,150 | 1,151 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.162% | 12/15/46 | 5,010 | 5,008 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.387% | 12/15/46 | 575 | 573 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 5.027% | 12/15/46 | 862 | 855 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 4.079% | 3/15/46 | 2,093 | 2,090 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 5.192% | 3/15/46 | 575 | 575 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.618% | 3/15/47 | 315 | 315 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.660% | 3/15/47 | 239 | 238 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.101% | 3/15/47 | 2,825 | 2,814 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.723% | 3/15/47 | 950 | 931 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.638% | 5/15/47 | 381 | 379 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.723% | 5/15/47 | 1,644 | 1,625 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.995% | 5/15/47 | 1,675 | 1,663 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 4.176% | 5/15/47 | 1,675 | 1,638 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.410% | 8/15/47 | 1,295 | 1,270 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.678% | 8/15/47 | 4,000 | 3,929 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C22 | 3.752% | 9/15/57 | 8,200 | 8,133 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C22 | 4.371% | 9/15/57 | 1,675 | 1,652 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.636% | 10/15/57 | 1,420 | 1,417 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.917% | 10/15/57 | 1,675 | 1,662 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 4.210% | 10/15/57 | 1,125 | 1,113 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C24 | 3.428% | 11/15/47 | 1,084 | 1,071 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C24 | 3.607% | 11/15/47 | 2,860 | 2,821 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C25 | 3.631% | 11/15/47 | 3,050 | 3,022 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 3.522% | 3/15/47 | 830 | 828 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.045% | 3/15/47 | 6,720 | 6,703 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.351% | 3/15/47 | 2,800 | 2,770 | |
3 | World Omni Auto Receivables Trust Series 2019-C | 1.960% | 12/16/24 | 2,700 | 2,692 | |
3 | World Omni Auto Receivables Trust Series 2019-C | 2.030% | 12/15/25 | 1,705 | 1,676 | |
3 | World Omni Auto Receivables Trust Series 2020-B | 0.630% | 5/15/25 | 1,983 | 1,953 | |
3 | World Omni Auto Receivables Trust Series 2020-B | 0.820% | 1/15/26 | 615 | 591 | |
3 | World Omni Auto Receivables Trust Series 2020-C | 0.480% | 11/17/25 | 2,874 | 2,817 | |
3 | World Omni Auto Receivables Trust Series 2020-C | 0.610% | 10/15/26 | 1,125 | 1,063 | |
3 | World Omni Auto Receivables Trust Series 2021-A | 0.300% | 1/15/26 | 3,275 | 3,190 | |
3 | World Omni Auto Receivables Trust Series 2021-A | 0.480% | 9/15/26 | 875 | 815 | |
3 | World Omni Auto Receivables Trust Series 2021-B | 0.420% | 6/15/26 | 5,035 | 4,849 | |
3 | World Omni Auto Receivables Trust Series 2021-C | 0.440% | 8/17/26 | 5,275 | 5,058 | |
3 | World Omni Auto Receivables Trust Series 2021-C | 0.640% | 9/15/27 | 1,850 | 1,696 | |
3 | World Omni Auto Receivables Trust Series 2021-D | 0.810% | 10/15/26 | 5,200 | 4,947 | |
3 | World Omni Auto Receivables Trust Series 2021-D | 1.100% | 11/15/27 | 3,175 | 2,943 | |
3 | World Omni Auto Receivables Trust Series 2022-A | 1.660% | 5/17/27 | 5,300 | 5,067 | |
3 | World Omni Auto Receivables Trust Series 2022-A | 1.900% | 3/15/28 | 525 | 500 | |
3 | World Omni Auto Receivables Trust Series 2022-B | 3.250% | 7/15/27 | 4,425 | 4,353 | |
3 | World Omni Auto Receivables Trust Series 2022-B | 3.440% | 3/15/28 | 1,575 | 1,547 | |
3 | World Omni Automobile Lease Securitization Trust Series 2020-A | 1.700% | 1/17/23 | 1,058 | 1,058 | |
3 | World Omni Automobile Lease Securitization Trust Series 2020-A | 1.790% | 6/16/25 | 1,575 | 1,573 | |
3 | World Omni Automobile Lease Securitization Trust Series 2020-B | 0.450% | 2/15/24 | 5,625 | 5,551 | |
3 | World Omni Automobile Lease Securitization Trust Series 2020-B | 0.520% | 2/17/26 | 1,125 | 1,095 | |
3 | World Omni Automobile Lease Securitization Trust Series 2021-A | 0.420% | 8/15/24 | 2,900 | 2,799 | |
3 | World Omni Automobile Lease Securitization Trust Series 2021-A | 0.500% | 11/16/26 | 1,050 | 1,000 | |
3 | World Omni Select Auto Trust Series 2020-A | 0.550% | 7/15/25 | 610 | 606 | |
3 | World Omni Select Auto Trust Series 2021-A | 0.530% | 3/15/27 | 1,850 | 1,786 | |
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,914,800) | 7,398,332 | |||||
Corporate Bonds (26.5%) | ||||||
Communications (2.3%) | ||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 12,945 | 12,731 | ||
Activision Blizzard Inc. | 3.400% | 6/15/27 | 4,106 | 3,987 | ||
Activision Blizzard Inc. | 1.350% | 9/15/30 | 7,095 | 5,698 | ||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 6,852 | 6,628 | ||
Activision Blizzard Inc. | 2.500% | 9/15/50 | 20,507 | 14,066 | ||
Alphabet Inc. | 0.450% | 8/15/25 | 11,536 | 10,612 | ||
Alphabet Inc. | 1.998% | 8/15/26 | 10,287 | 9,744 | ||
Alphabet Inc. | 0.800% | 8/15/27 | 14,597 | 12,681 | ||
Alphabet Inc. | 1.100% | 8/15/30 | 28,216 | 23,147 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Alphabet Inc. | 1.900% | 8/15/40 | 16,320 | 11,665 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 25,980 | 17,460 | ||
Alphabet Inc. | 2.250% | 8/15/60 | 23,494 | 15,302 | ||
America Movil SAB de CV | 3.625% | 4/22/29 | 9,715 | 9,246 | ||
America Movil SAB de CV | 2.875% | 5/7/30 | 5,315 | 4,756 | ||
America Movil SAB de CV | 6.375% | 3/1/35 | 17,145 | 19,577 | ||
America Movil SAB de CV | 6.125% | 11/15/37 | 6,487 | 7,034 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 22,501 | 24,893 | ||
America Movil SAB de CV | 4.375% | 7/16/42 | 15,941 | 14,468 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 20,071 | 18,587 | ||
AT&T Inc. | 0.900% | 3/25/24 | 27,592 | 26,366 | ||
AT&T Inc. | 1.700% | 3/25/26 | 43,065 | 39,386 | ||
AT&T Inc. | 2.950% | 7/15/26 | 688 | 658 | ||
AT&T Inc. | 3.800% | 2/15/27 | 16,424 | 16,112 | ||
AT&T Inc. | 4.250% | 3/1/27 | 15,582 | 15,554 | ||
AT&T Inc. | 2.300% | 6/1/27 | 28,897 | 26,392 | ||
AT&T Inc. | 1.650% | 2/1/28 | 25,136 | 21,721 | ||
3 | AT&T Inc. | 4.100% | 2/15/28 | 20,247 | 19,873 | |
AT&T Inc. | 4.350% | 3/1/29 | 41,960 | 41,352 | ||
3 | AT&T Inc. | 4.300% | 2/15/30 | 36,141 | 35,293 | |
AT&T Inc. | 2.750% | 6/1/31 | 38,692 | 33,437 | ||
AT&T Inc. | 2.250% | 2/1/32 | 16,592 | 13,545 | ||
AT&T Inc. | 2.550% | 12/1/33 | 46,759 | 37,922 | ||
AT&T Inc. | 4.500% | 5/15/35 | 30,442 | 28,861 | ||
AT&T Inc. | 4.900% | 8/15/37 | 16,665 | 16,515 | ||
AT&T Inc. | 4.850% | 3/1/39 | 24,408 | 23,287 | ||
AT&T Inc. | 3.500% | 6/1/41 | 28,385 | 22,688 | ||
AT&T Inc. | 4.300% | 12/15/42 | 21,634 | 18,800 | ||
AT&T Inc. | 4.650% | 6/1/44 | 14,672 | 13,359 | ||
AT&T Inc. | 4.350% | 6/15/45 | 15,619 | 13,631 | ||
AT&T Inc. | 4.750% | 5/15/46 | 25,172 | 23,348 | ||
3 | AT&T Inc. | 5.150% | 11/15/46 | 11,398 | 11,252 | |
AT&T Inc. | 5.450% | 3/1/47 | 145 | 150 | ||
AT&T Inc. | 4.500% | 3/9/48 | 29,248 | 26,017 | ||
AT&T Inc. | 4.550% | 3/9/49 | 13,777 | 12,526 | ||
AT&T Inc. | 3.650% | 6/1/51 | 40,882 | 31,955 | ||
AT&T Inc. | 3.500% | 9/15/53 | 83,929 | 63,649 | ||
AT&T Inc. | 3.550% | 9/15/55 | 93,972 | 70,424 | ||
AT&T Inc. | 3.800% | 12/1/57 | 66,419 | 51,512 | ||
AT&T Inc. | 3.650% | 9/15/59 | 81,391 | 60,989 | ||
AT&T Inc. | 3.850% | 6/1/60 | 19,673 | 15,235 | ||
Baidu Inc. | 3.875% | 9/29/23 | 11,385 | 11,423 | ||
Baidu Inc. | 4.375% | 5/14/24 | 9,957 | 10,030 | ||
Baidu Inc. | 3.075% | 4/7/25 | 6,970 | 6,772 | ||
Baidu Inc. | 1.720% | 4/9/26 | 9,560 | 8,733 | ||
Baidu Inc. | 3.625% | 7/6/27 | 9,949 | 9,589 | ||
Baidu Inc. | 4.375% | 3/29/28 | 7,640 | 7,538 | ||
Baidu Inc. | 4.875% | 11/14/28 | 8,924 | 9,031 | ||
Baidu Inc. | 3.425% | 4/7/30 | 5,467 | 5,015 | ||
Baidu Inc. | 2.375% | 10/9/30 | 4,000 | 3,372 | ||
Baidu Inc. | 2.375% | 8/23/31 | 10,340 | 8,622 | ||
3 | Bell Telephone Co. of Canada or Bell Canada | 2.150% | 2/15/32 | 580 | 475 | |
Bell Telephone Co. of Canada or Bell Canada | 4.300% | 7/29/49 | 1 | 1 | ||
3 | Bell Telephone Co. of Canada or Bell Canada | 3.650% | 3/17/51 | 5,630 | 4,487 | |
3 | Bell Telephone Co. of Canada or Bell Canada | 3.200% | 2/15/52 | 5,500 | 4,046 | |
Booking Holdings Inc. | 3.650% | 3/15/25 | 9,977 | 9,995 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 16,856 | 16,598 | ||
Booking Holdings Inc. | 3.550% | 3/15/28 | 8,951 | 8,621 | ||
Booking Holdings Inc. | 4.625% | 4/13/30 | 20,041 | 19,946 | ||
British Telecommunications plc | 4.500% | 12/4/23 | 5,450 | 5,476 | ||
British Telecommunications plc | 5.125% | 12/4/28 | 6,000 | 5,992 | ||
British Telecommunications plc | 9.625% | 12/15/30 | 33,338 | 41,470 | ||
3 | Charter Communications Operating LLC | 4.500% | 2/1/24 | 16,879 | 16,983 | |
Charter Communications Operating LLC | 4.908% | 7/23/25 | 48,684 | 48,809 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Charter Communications Operating LLC | 3.750% | 2/15/28 | 30,201 | 27,805 | ||
Charter Communications Operating LLC | 4.200% | 3/15/28 | 17,770 | 16,610 | ||
Charter Communications Operating LLC | 2.250% | 1/15/29 | 17,430 | 14,344 | ||
Charter Communications Operating LLC | 5.050% | 3/30/29 | 21,758 | 20,982 | ||
Charter Communications Operating LLC | 2.800% | 4/1/31 | 20,419 | 16,360 | ||
Charter Communications Operating LLC | 2.300% | 2/1/32 | 10,552 | 7,995 | ||
Charter Communications Operating LLC | 4.400% | 4/1/33 | 6,525 | 5,845 | ||
Charter Communications Operating LLC | 6.384% | 10/23/35 | 39,697 | 40,066 | ||
Charter Communications Operating LLC | 5.375% | 4/1/38 | 11,428 | 10,180 | ||
Charter Communications Operating LLC | 3.500% | 6/1/41 | 13,905 | 9,787 | ||
Charter Communications Operating LLC | 3.500% | 3/1/42 | 19,335 | 13,461 | ||
Charter Communications Operating LLC | 6.484% | 10/23/45 | 42,961 | 41,830 | ||
Charter Communications Operating LLC | 5.375% | 5/1/47 | 33,834 | 28,962 | ||
Charter Communications Operating LLC | 5.750% | 4/1/48 | 33,789 | 30,385 | ||
Charter Communications Operating LLC | 5.125% | 7/1/49 | 16,508 | 13,778 | ||
Charter Communications Operating LLC | 4.800% | 3/1/50 | 38,215 | 30,276 | ||
Charter Communications Operating LLC | 3.700% | 4/1/51 | 35,769 | 24,301 | ||
Charter Communications Operating LLC | 3.900% | 6/1/52 | 24,740 | 17,270 | ||
Charter Communications Operating LLC | 5.250% | 4/1/53 | 6,100 | 5,203 | ||
Charter Communications Operating LLC | 6.834% | 10/23/55 | 11,824 | 11,961 | ||
Charter Communications Operating LLC | 3.850% | 4/1/61 | 23,978 | 15,754 | ||
Charter Communications Operating LLC | 4.400% | 12/1/61 | 17,759 | 12,842 | ||
Charter Communications Operating LLC | 3.950% | 6/30/62 | 17,810 | 11,871 | ||
Charter Communications Operating LLC | 5.500% | 4/1/63 | 6,025 | 5,139 | ||
Comcast Corp. | 3.700% | 4/15/24 | 20,305 | 20,365 | ||
Comcast Corp. | 3.375% | 2/15/25 | 26,782 | 26,589 | ||
Comcast Corp. | 3.375% | 8/15/25 | 34,039 | 33,637 | ||
Comcast Corp. | 3.950% | 10/15/25 | 40,172 | 40,377 | ||
Comcast Corp. | 3.150% | 3/1/26 | 23,260 | 22,677 | ||
Comcast Corp. | 2.350% | 1/15/27 | 31,291 | 29,188 | ||
Comcast Corp. | 3.300% | 2/1/27 | 18,663 | 18,150 | ||
Comcast Corp. | 3.300% | 4/1/27 | 14,414 | 13,958 | ||
Comcast Corp. | 3.150% | 2/15/28 | 20,121 | 19,179 | ||
Comcast Corp. | 3.550% | 5/1/28 | 3,280 | 3,181 | ||
Comcast Corp. | 4.150% | 10/15/28 | 54,461 | 54,323 | ||
Comcast Corp. | 2.650% | 2/1/30 | 24,207 | 21,618 | ||
Comcast Corp. | 3.400% | 4/1/30 | 19,965 | 18,711 | ||
Comcast Corp. | 4.250% | 10/15/30 | 25,735 | 25,363 | ||
Comcast Corp. | 1.950% | 1/15/31 | 20,250 | 16,843 | ||
Comcast Corp. | 1.500% | 2/15/31 | 15,273 | 12,261 | ||
Comcast Corp. | 4.250% | 1/15/33 | 23,429 | 23,020 | ||
Comcast Corp. | 7.050% | 3/15/33 | 6,799 | 8,168 | ||
Comcast Corp. | 5.650% | 6/15/35 | 6,356 | 6,923 | ||
Comcast Corp. | 4.400% | 8/15/35 | 13,375 | 12,974 | ||
Comcast Corp. | 6.500% | 11/15/35 | 5,612 | 6,549 | ||
Comcast Corp. | 3.200% | 7/15/36 | 13,485 | 11,439 | ||
Comcast Corp. | 6.450% | 3/15/37 | 14,039 | 16,577 | ||
Comcast Corp. | 3.900% | 3/1/38 | 7,533 | 6,828 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Comcast Corp. | 4.600% | 10/15/38 | 45,442 | 44,017 | ||
Comcast Corp. | 6.550% | 7/1/39 | 1,060 | 1,272 | ||
Comcast Corp. | 3.250% | 11/1/39 | 19,159 | 15,749 | ||
Comcast Corp. | 3.750% | 4/1/40 | 20,634 | 18,097 | ||
Comcast Corp. | 4.650% | 7/15/42 | 8,147 | 7,880 | ||
Comcast Corp. | 4.600% | 8/15/45 | 17,859 | 16,961 | ||
Comcast Corp. | 3.400% | 7/15/46 | 17,076 | 13,617 | ||
Comcast Corp. | 4.000% | 8/15/47 | 23,822 | 20,671 | ||
Comcast Corp. | 3.969% | 11/1/47 | 35,148 | 30,397 | ||
Comcast Corp. | 4.000% | 3/1/48 | 15,758 | 13,741 | ||
Comcast Corp. | 4.700% | 10/15/48 | 21,951 | 21,288 | ||
Comcast Corp. | 3.999% | 11/1/49 | 18,281 | 15,967 | ||
Comcast Corp. | 3.450% | 2/1/50 | 20,770 | 16,541 | ||
Comcast Corp. | 2.800% | 1/15/51 | 21,418 | 15,139 | ||
Comcast Corp. | 2.887% | 11/1/51 | 62,687 | 44,830 | ||
Comcast Corp. | 2.450% | 8/15/52 | 16,482 | 10,929 | ||
Comcast Corp. | 4.049% | 11/1/52 | 20,258 | 17,752 | ||
Comcast Corp. | 2.937% | 11/1/56 | 71,658 | 49,727 | ||
Comcast Corp. | 4.950% | 10/15/58 | 14,384 | 14,340 | ||
Comcast Corp. | 2.650% | 8/15/62 | 11,640 | 7,491 | ||
Comcast Corp. | 2.987% | 11/1/63 | 38,994 | 26,639 | ||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 51,784 | 63,972 | ||
Deutsche Telekom International Finance BV | 9.250% | 6/1/32 | 3,400 | 4,515 | ||
Discovery Communications LLC | 3.800% | 3/13/24 | 5,609 | 5,581 | ||
Discovery Communications LLC | 3.900% | 11/15/24 | 6,917 | 6,812 | ||
Discovery Communications LLC | 3.450% | 3/15/25 | 4,594 | 4,436 | ||
Discovery Communications LLC | 3.950% | 6/15/25 | 11,916 | 11,644 | ||
Discovery Communications LLC | 4.900% | 3/11/26 | 13,120 | 13,142 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 24,796 | 23,189 | ||
Discovery Communications LLC | 4.125% | 5/15/29 | 12,074 | 11,091 | ||
Discovery Communications LLC | 5.000% | 9/20/37 | 8,368 | 7,525 | ||
Discovery Communications LLC | 6.350% | 6/1/40 | 8,756 | 8,652 | ||
Discovery Communications LLC | 4.875% | 4/1/43 | 11,358 | 9,402 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 11,690 | 10,020 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 9,913 | 8,543 | ||
Discovery Communications LLC | 4.650% | 5/15/50 | 13,300 | 10,456 | ||
Discovery Communications LLC | 4.000% | 9/15/55 | 19,094 | 13,337 | ||
Electronic Arts Inc. | 4.800% | 3/1/26 | 5,228 | 5,342 | ||
Electronic Arts Inc. | 1.850% | 2/15/31 | 10,000 | 8,132 | ||
Electronic Arts Inc. | 2.950% | 2/15/51 | 9,780 | 7,158 | ||
Expedia Group Inc. | 5.000% | 2/15/26 | 24,340 | 24,362 | ||
Expedia Group Inc. | 4.625% | 8/1/27 | 6,318 | 6,071 | ||
Expedia Group Inc. | 3.800% | 2/15/28 | 13,350 | 12,176 | ||
Expedia Group Inc. | 3.250% | 2/15/30 | 11,328 | 9,408 | ||
Expedia Group Inc. | 2.950% | 3/15/31 | 14,040 | 11,192 | ||
FactSet Research Systems Inc. | 2.900% | 3/1/27 | 2,600 | 2,436 | ||
Fox Corp. | 4.030% | 1/25/24 | 18,727 | 18,727 | ||
Fox Corp. | 3.050% | 4/7/25 | 7,054 | 6,838 | ||
Fox Corp. | 4.709% | 1/25/29 | 29,917 | 29,376 | ||
Fox Corp. | 3.500% | 4/8/30 | 7,889 | 7,160 | ||
Fox Corp. | 5.476% | 1/25/39 | 17,120 | 16,626 | ||
Fox Corp. | 5.576% | 1/25/49 | 21,545 | 20,997 | ||
Grupo Televisa SAB | 6.625% | 3/18/25 | 2,765 | 2,912 | ||
Grupo Televisa SAB | 4.625% | 1/30/26 | 2,825 | 2,835 | ||
Grupo Televisa SAB | 8.500% | 3/11/32 | 610 | 753 | ||
Grupo Televisa SAB | 6.625% | 1/15/40 | 10,456 | 11,285 | ||
Grupo Televisa SAB | 5.000% | 5/13/45 | 25,912 | 24,089 | ||
Grupo Televisa SAB | 6.125% | 1/31/46 | 6,071 | 6,694 | ||
Grupo Televisa SAB | 5.250% | 5/24/49 | 7,669 | 7,584 | ||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 4,177 | 4,178 | ||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 5,684 | 5,619 | ||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 7,191 | 7,062 | ||
Interpublic Group of Cos. Inc. | 2.400% | 3/1/31 | 6,980 | 5,647 | ||
Interpublic Group of Cos. Inc. | 3.375% | 3/1/41 | 2,175 | 1,626 | ||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 7,260 | 7,088 | ||
Koninklijke KPN NV | 8.375% | 10/1/30 | 8,650 | 10,340 | ||
7 | Magallanes Inc. | 3.428% | 3/15/24 | 23,000 | 22,548 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Magallanes Inc. | 3.528% | 3/15/24 | 7,000 | 6,861 | |
7 | Magallanes Inc. | 3.638% | 3/15/25 | 22,821 | 22,149 | |
7 | Magallanes Inc. | 3.788% | 3/15/25 | 7,000 | 6,790 | |
7 | Magallanes Inc. | 3.755% | 3/15/27 | 52,000 | 48,802 | |
7 | Magallanes Inc. | 4.054% | 3/15/29 | 19,145 | 17,552 | |
7 | Magallanes Inc. | 4.279% | 3/15/32 | 65,180 | 58,231 | |
7 | Magallanes Inc. | 5.050% | 3/15/42 | 58,025 | 49,347 | |
7 | Magallanes Inc. | 5.141% | 3/15/52 | 89,200 | 74,887 | |
7 | Magallanes Inc. | 5.391% | 3/15/62 | 39,062 | 32,760 | |
NBCUniversal Media LLC | 6.400% | 4/30/40 | 1,140 | 1,341 | ||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 10,396 | 9,650 | ||
Omnicom Group Inc. | 3.650% | 11/1/24 | 15,291 | 15,152 | ||
Omnicom Group Inc. | 3.600% | 4/15/26 | 30,149 | 29,324 | ||
Omnicom Group Inc. | 2.450% | 4/30/30 | 9,588 | 8,074 | ||
Omnicom Group Inc. | 4.200% | 6/1/30 | 5,922 | 5,657 | ||
Omnicom Group Inc. | 2.600% | 8/1/31 | 10,368 | 8,682 | ||
Orange SA | 9.000% | 3/1/31 | 31,830 | 41,078 | ||
Orange SA | 5.375% | 1/13/42 | 16,460 | 16,987 | ||
Orange SA | 5.500% | 2/6/44 | 5,799 | 6,101 | ||
Paramount Global | 4.750% | 5/15/25 | 8,158 | 8,243 | ||
Paramount Global | 4.000% | 1/15/26 | 12,804 | 12,514 | ||
Paramount Global | 2.900% | 1/15/27 | 17,618 | 16,233 | ||
Paramount Global | 3.375% | 2/15/28 | 7,698 | 7,074 | ||
Paramount Global | 3.700% | 6/1/28 | 6,214 | 5,791 | ||
Paramount Global | 4.200% | 6/1/29 | 6,541 | 6,158 | ||
Paramount Global | 7.875% | 7/30/30 | 7,161 | 8,192 | ||
Paramount Global | 4.950% | 1/15/31 | 28,850 | 27,474 | ||
Paramount Global | 4.200% | 5/19/32 | 19,605 | 17,377 | ||
Paramount Global | 5.500% | 5/15/33 | 4,321 | 4,191 | ||
Paramount Global | 6.875% | 4/30/36 | 13,747 | 14,286 | ||
Paramount Global | 5.900% | 10/15/40 | 5,198 | 4,880 | ||
Paramount Global | 4.850% | 7/1/42 | 11,910 | 9,912 | ||
Paramount Global | 4.375% | 3/15/43 | 22,425 | 17,370 | ||
Paramount Global | 5.850% | 9/1/43 | 16,507 | 15,418 | ||
Paramount Global | 5.250% | 4/1/44 | 520 | 445 | ||
Paramount Global | 4.900% | 8/15/44 | 7,171 | 5,811 | ||
Paramount Global | 4.600% | 1/15/45 | 7,255 | 5,704 | ||
Paramount Global | 4.950% | 5/19/50 | 12,205 | 10,250 | ||
Rogers Communications Inc. | 4.100% | 10/1/23 | 6,442 | 6,473 | ||
7 | Rogers Communications Inc. | 2.950% | 3/15/25 | 12,880 | 12,453 | |
Rogers Communications Inc. | 3.625% | 12/15/25 | 6,684 | 6,545 | ||
Rogers Communications Inc. | 2.900% | 11/15/26 | 13,874 | 13,103 | ||
7 | Rogers Communications Inc. | 3.200% | 3/15/27 | 9,835 | 9,335 | |
7 | Rogers Communications Inc. | 3.800% | 3/15/32 | 26,274 | 24,062 | |
Rogers Communications Inc. | 7.500% | 8/15/38 | 3,184 | 3,839 | ||
7 | Rogers Communications Inc. | 4.500% | 3/15/42 | 17,755 | 15,803 | |
Rogers Communications Inc. | 4.500% | 3/15/43 | 10,727 | 9,218 | ||
Rogers Communications Inc. | 5.000% | 3/15/44 | 6,367 | 5,916 | ||
Rogers Communications Inc. | 4.300% | 2/15/48 | 5,285 | 4,427 | ||
Rogers Communications Inc. | 4.350% | 5/1/49 | 15,254 | 12,958 | ||
Rogers Communications Inc. | 3.700% | 11/15/49 | 6,175 | 4,704 | ||
7 | Rogers Communications Inc. | 4.550% | 3/15/52 | 20,300 | 17,900 | |
Take-Two Interactive Software Inc. | 3.300% | 3/28/24 | 6,000 | 5,925 | ||
Take-Two Interactive Software Inc. | 3.550% | 4/14/25 | 5,004 | 4,922 | ||
Take-Two Interactive Software Inc. | 3.700% | 4/14/27 | 5,000 | 4,851 | ||
Take-Two Interactive Software Inc. | 4.000% | 4/14/32 | 4,195 | 3,939 | ||
TCI Communications Inc. | 7.875% | 2/15/26 | 7,929 | 8,901 | ||
TCI Communications Inc. | 7.125% | 2/15/28 | 6,786 | 7,661 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 18,971 | 18,585 | ||
Telefonica Emisiones SA | 7.045% | 6/20/36 | 27,076 | 30,571 | ||
Telefonica Emisiones SA | 4.665% | 3/6/38 | 18,245 | 16,247 | ||
Telefonica Emisiones SA | 5.213% | 3/8/47 | 31,967 | 28,507 | ||
Telefonica Emisiones SA | 4.895% | 3/6/48 | 15,863 | 13,566 | ||
Telefonica Emisiones SA | 5.520% | 3/1/49 | 20,723 | 19,256 | ||
Telefonica Europe BV | 8.250% | 9/15/30 | 10,916 | 13,056 | ||
TELUS Corp. | 2.800% | 2/16/27 | 9,938 | 9,456 | ||
TELUS Corp. | 3.400% | 5/13/32 | 7,125 | 6,404 | ||
TELUS Corp. | 4.600% | 11/16/48 | 2,737 | 2,552 | ||
TELUS Corp. | 4.300% | 6/15/49 | 13,834 | 12,382 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Tencent Music Entertainment Group | 2.000% | 9/3/30 | 10,259 | 8,035 | ||
Thomson Reuters Corp. | 4.300% | 11/23/23 | 9,389 | 9,462 | ||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 6,100 | 5,922 | ||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 8,250 | 8,507 | ||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 3,795 | 3,979 | ||
Thomson Reuters Corp. | 5.650% | 11/23/43 | 4,525 | 4,573 | ||
Time Warner Cable LLC | 6.550% | 5/1/37 | 19,756 | 19,782 | ||
Time Warner Cable LLC | 7.300% | 7/1/38 | 23,406 | 24,523 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 25,949 | 25,985 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 24,427 | 22,406 | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 20,531 | 18,061 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 23,535 | 18,455 | ||
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 9,943 | 11,470 | ||
T-Mobile USA Inc. | 3.500% | 4/15/25 | 40,485 | 39,639 | ||
T-Mobile USA Inc. | 1.500% | 2/15/26 | 16,890 | 15,277 | ||
T-Mobile USA Inc. | 3.750% | 4/15/27 | 55,300 | 53,198 | ||
T-Mobile USA Inc. | 2.050% | 2/15/28 | 24,226 | 21,054 | ||
7 | T-Mobile USA Inc. | 2.400% | 3/15/29 | 3,440 | 2,981 | |
T-Mobile USA Inc. | 3.875% | 4/15/30 | 87,707 | 81,886 | ||
T-Mobile USA Inc. | 2.550% | 2/15/31 | 36,089 | 30,360 | ||
T-Mobile USA Inc. | 2.250% | 11/15/31 | 9,405 | 7,639 | ||
7 | T-Mobile USA Inc. | 2.700% | 3/15/32 | 6,180 | 5,204 | |
T-Mobile USA Inc. | 4.375% | 4/15/40 | 32,610 | 29,198 | ||
T-Mobile USA Inc. | 3.000% | 2/15/41 | 30,440 | 22,615 | ||
T-Mobile USA Inc. | 4.500% | 4/15/50 | 40,296 | 35,801 | ||
T-Mobile USA Inc. | 3.300% | 2/15/51 | 39,971 | 29,172 | ||
7 | T-Mobile USA Inc. | 3.400% | 10/15/52 | 22,475 | 16,575 | |
T-Mobile USA Inc. | 3.600% | 11/15/60 | 15,565 | 11,372 | ||
7 | T-Mobile USA Inc. | 3.600% | 11/15/60 | 9,895 | 7,212 | |
3 | TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | 18,221 | 17,931 | |
TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 11,170 | 10,858 | ||
3 | TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 14,668 | 13,552 | |
3 | TWDC Enterprises 18 Corp. | 2.950% | 6/15/27 | 1,534 | 1,467 | |
3 | TWDC Enterprises 18 Corp. | 7.000% | 3/1/32 | 6,369 | 7,563 | |
TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | 11,725 | 10,976 | ||
3 | TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | 12,939 | 11,797 | |
3 | TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | 11,432 | 9,734 | |
3 | TWDC Enterprises 18 Corp. | 4.125% | 6/1/44 | 9,025 | 8,185 | |
3 | TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | 2,965 | 2,267 | |
VeriSign Inc. | 4.750% | 7/15/27 | 267 | 261 | ||
VeriSign Inc. | 2.700% | 6/15/31 | 8,727 | 7,029 | ||
Verizon Communications Inc. | 3.376% | 2/15/25 | 16,698 | 16,592 | ||
Verizon Communications Inc. | 0.850% | 11/20/25 | 20,736 | 18,801 | ||
Verizon Communications Inc. | 1.450% | 3/20/26 | 25,260 | 23,126 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 32,055 | 30,299 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 37,931 | 37,844 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 4,422 | 4,203 | ||
Verizon Communications Inc. | 2.100% | 3/22/28 | 43,231 | 38,398 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 57,348 | 57,076 | ||
Verizon Communications Inc. | 3.875% | 2/8/29 | 3,028 | 2,928 | ||
Verizon Communications Inc. | 4.016% | 12/3/29 | 52,538 | 50,971 | ||
Verizon Communications Inc. | 3.150% | 3/22/30 | 22,754 | 20,686 | ||
Verizon Communications Inc. | 1.500% | 9/18/30 | 8,675 | 6,938 | ||
Verizon Communications Inc. | 1.680% | 10/30/30 | 30,661 | 24,668 | ||
Verizon Communications Inc. | 1.750% | 1/20/31 | 29,928 | 24,036 | ||
Verizon Communications Inc. | 2.550% | 3/21/31 | 58,025 | 49,624 | ||
Verizon Communications Inc. | 2.355% | 3/15/32 | 64,778 | 53,737 | ||
Verizon Communications Inc. | 4.500% | 8/10/33 | 39,051 | 38,068 | ||
Verizon Communications Inc. | 4.400% | 11/1/34 | 39,410 | 37,821 | ||
Verizon Communications Inc. | 5.850% | 9/15/35 | 1,000 | 1,088 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 18,919 | 17,827 | ||
Verizon Communications Inc. | 5.250% | 3/16/37 | 30,900 | 31,930 | ||
Verizon Communications Inc. | 4.812% | 3/15/39 | 18,890 | 18,588 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 36,252 | 26,585 | ||
Verizon Communications Inc. | 3.400% | 3/22/41 | 50,279 | 40,919 | ||
Verizon Communications Inc. | 2.850% | 9/3/41 | 14,075 | 10,551 | ||
Verizon Communications Inc. | 4.750% | 11/1/41 | 6,695 | 6,415 | ||
Verizon Communications Inc. | 3.850% | 11/1/42 | 1,000 | 848 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Verizon Communications Inc. | 4.125% | 8/15/46 | 18,562 | 16,550 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 26,898 | 26,507 | ||
Verizon Communications Inc. | 5.500% | 3/16/47 | 2,300 | 2,476 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 54,625 | 51,716 | ||
Verizon Communications Inc. | 4.000% | 3/22/50 | 19,569 | 16,895 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 35,023 | 24,856 | ||
Verizon Communications Inc. | 3.550% | 3/22/51 | 57,528 | 46,123 | ||
Verizon Communications Inc. | 5.012% | 8/21/54 | 325 | 333 | ||
Verizon Communications Inc. | 2.987% | 10/30/56 | 62,517 | 43,424 | ||
Verizon Communications Inc. | 3.000% | 11/20/60 | 18,963 | 12,913 | ||
Verizon Communications Inc. | 3.700% | 3/22/61 | 46,120 | 36,216 | ||
Vodafone Group plc | 3.750% | 1/16/24 | 22,450 | 22,551 | ||
Vodafone Group plc | 4.125% | 5/30/25 | 19,277 | 19,351 | ||
Vodafone Group plc | 4.375% | 5/30/28 | 42,481 | 42,240 | ||
Vodafone Group plc | 7.875% | 2/15/30 | 3,008 | 3,542 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 9,765 | 10,540 | ||
Vodafone Group plc | 5.000% | 5/30/38 | 29,985 | 28,711 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 17,613 | 15,300 | ||
Vodafone Group plc | 5.250% | 5/30/48 | 32,102 | 30,525 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 23,367 | 21,488 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 19,886 | 16,613 | ||
Vodafone Group plc | 5.125% | 6/19/59 | 6,277 | 5,803 | ||
Walt Disney Co. | 1.750% | 8/30/24 | 16,337 | 15,739 | ||
Walt Disney Co. | 3.700% | 9/15/24 | 8,626 | 8,639 | ||
Walt Disney Co. | 3.350% | 3/24/25 | 16,494 | 16,369 | ||
Walt Disney Co. | 3.700% | 10/15/25 | 13,695 | 13,682 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 18,660 | 17,394 | ||
Walt Disney Co. | 3.375% | 11/15/26 | 10,134 | 9,902 | ||
Walt Disney Co. | 3.700% | 3/23/27 | 7,042 | 6,967 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 14,646 | 13,274 | ||
Walt Disney Co. | 2.000% | 9/1/29 | 28,114 | 24,145 | ||
Walt Disney Co. | 3.800% | 3/22/30 | 16,645 | 16,075 | ||
Walt Disney Co. | 2.650% | 1/13/31 | 23,798 | 20,950 | ||
Walt Disney Co. | 6.550% | 3/15/33 | 13,018 | 15,046 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 13,186 | 15,028 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 17,890 | 20,800 | ||
Walt Disney Co. | 6.150% | 3/1/37 | 18,723 | 21,175 | ||
Walt Disney Co. | 6.650% | 11/15/37 | 5,890 | 7,017 | ||
Walt Disney Co. | 4.625% | 3/23/40 | 11,945 | 11,695 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 21,620 | 18,462 | ||
Walt Disney Co. | 6.150% | 2/15/41 | 194 | 222 | ||
Walt Disney Co. | 5.400% | 10/1/43 | 8,425 | 8,886 | ||
Walt Disney Co. | 4.750% | 9/15/44 | 16,769 | 16,358 | ||
Walt Disney Co. | 4.950% | 10/15/45 | 2,381 | 2,383 | ||
Walt Disney Co. | 4.750% | 11/15/46 | 7,028 | 6,882 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 26,093 | 18,684 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 20,468 | 20,263 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 26,558 | 22,174 | ||
Walt Disney Co. | 3.800% | 5/13/60 | 13,600 | 11,365 | ||
Weibo Corp. | 3.500% | 7/5/24 | 10,075 | 9,808 | ||
Weibo Corp. | 3.375% | 7/8/30 | 11,790 | 9,704 | ||
WPP Finance 2010 | 3.750% | 9/19/24 | 10,465 | 10,229 | ||
6,477,428 | ||||||
Consumer Discretionary (1.6%) | ||||||
Advance Auto Parts Inc. | 3.900% | 4/15/30 | 11,853 | 10,793 | ||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 28,603 | 28,432 | ||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 33,403 | 31,924 | ||
Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | 16,281 | 13,471 | ||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 8,766 | 8,204 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 22,710 | 19,629 | ||
Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | 10,740 | 7,429 | ||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 20,440 | 16,925 | ||
Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | 19,611 | 13,418 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 14,397 | 11,818 | ||
Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | 13,492 | 8,993 | ||
Amazon.com Inc. | 2.730% | 4/13/24 | 7,500 | 7,457 | ||
Amazon.com Inc. | 0.450% | 5/12/24 | 33,250 | 31,652 | ||
Amazon.com Inc. | 2.800% | 8/22/24 | 24,180 | 23,966 | ||
Amazon.com Inc. | 3.800% | 12/5/24 | 7,218 | 7,299 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Amazon.com Inc. | 3.000% | 4/13/25 | 13,025 | 12,940 | ||
Amazon.com Inc. | 0.800% | 6/3/25 | 11,190 | 10,415 | ||
Amazon.com Inc. | 5.200% | 12/3/25 | 18,953 | 19,894 | ||
Amazon.com Inc. | 1.000% | 5/12/26 | 10,331 | 9,398 | ||
Amazon.com Inc. | 3.300% | 4/13/27 | 20,500 | 20,120 | ||
Amazon.com Inc. | 1.200% | 6/3/27 | 25,909 | 23,073 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 36,904 | 35,948 | ||
Amazon.com Inc. | 1.650% | 5/12/28 | 43,270 | 38,399 | ||
Amazon.com Inc. | 3.450% | 4/13/29 | 28,782 | 28,015 | ||
Amazon.com Inc. | 2.100% | 5/12/31 | 52,240 | 44,744 | ||
Amazon.com Inc. | 3.600% | 4/13/32 | 20,700 | 19,950 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 18,405 | 19,303 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 71,273 | 67,347 | ||
Amazon.com Inc. | 2.875% | 5/12/41 | 27,348 | 21,929 | ||
Amazon.com Inc. | 4.950% | 12/5/44 | 11,306 | 11,898 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 46,328 | 43,444 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 35,841 | 25,378 | ||
Amazon.com Inc. | 3.100% | 5/12/51 | 32,508 | 25,642 | ||
Amazon.com Inc. | 3.950% | 4/13/52 | 9,375 | 8,634 | ||
Amazon.com Inc. | 4.250% | 8/22/57 | 23,920 | 22,459 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 27,305 | 18,475 | ||
Amazon.com Inc. | 3.250% | 5/12/61 | 28,150 | 21,464 | ||
Amazon.com Inc. | 4.100% | 4/13/62 | 8,080 | 7,311 | ||
3 | American Honda Finance Corp. | 0.875% | 7/7/23 | 24,100 | 23,506 | |
3 | American Honda Finance Corp. | 3.450% | 7/14/23 | 5,373 | 5,376 | |
3 | American Honda Finance Corp. | 0.650% | 9/8/23 | 7,338 | 7,119 | |
3 | American Honda Finance Corp. | 3.625% | 10/10/23 | 2,682 | 2,690 | |
3 | American Honda Finance Corp. | 3.550% | 1/12/24 | 4,150 | 4,156 | |
3 | American Honda Finance Corp. | 2.900% | 2/16/24 | 13,973 | 13,843 | |
3 | American Honda Finance Corp. | 2.400% | 6/27/24 | 9,299 | 9,092 | |
3 | American Honda Finance Corp. | 0.550% | 7/12/24 | 11,110 | 10,453 | |
3 | American Honda Finance Corp. | 2.150% | 9/10/24 | 9,986 | 9,676 | |
3 | American Honda Finance Corp. | 1.200% | 7/8/25 | 6,030 | 5,569 | |
3 | American Honda Finance Corp. | 1.000% | 9/10/25 | 9,884 | 9,009 | |
3 | American Honda Finance Corp. | 1.300% | 9/9/26 | 1,284 | 1,159 | |
3 | American Honda Finance Corp. | 2.300% | 9/9/26 | 7,883 | 7,375 | |
3 | American Honda Finance Corp. | 2.350% | 1/8/27 | 4,980 | 4,637 | |
3 | American Honda Finance Corp. | 2.000% | 3/24/28 | 13,481 | 11,954 | |
3 | American Honda Finance Corp. | 2.250% | 1/12/29 | 3,655 | 3,230 | |
3 | American Honda Finance Corp. | 1.800% | 1/13/31 | 14,688 | 12,062 | |
3 | American University | 3.672% | 4/1/49 | 6,734 | 5,755 | |
Aptiv plc | 4.350% | 3/15/29 | 2,025 | 1,917 | ||
Aptiv plc | 4.400% | 10/1/46 | 4,245 | 3,346 | ||
Aptiv plc | 5.400% | 3/15/49 | 4,975 | 4,556 | ||
Aptiv plc | 3.100% | 12/1/51 | 17,690 | 11,414 | ||
Aptiv plc | 4.150% | 5/1/52 | 10,400 | 7,965 | ||
AutoNation Inc. | 3.500% | 11/15/24 | 5,183 | 5,023 | ||
AutoNation Inc. | 4.500% | 10/1/25 | 6,029 | 6,024 | ||
AutoNation Inc. | 3.800% | 11/15/27 | 8,025 | 7,561 | ||
AutoNation Inc. | 1.950% | 8/1/28 | 255 | 213 | ||
AutoNation Inc. | 4.750% | 6/1/30 | 1,670 | 1,568 | ||
AutoNation Inc. | 2.400% | 8/1/31 | 3,511 | 2,698 | ||
AutoZone Inc. | 3.125% | 7/15/23 | 2,639 | 2,627 | ||
AutoZone Inc. | 3.125% | 4/18/24 | 5,500 | 5,437 | ||
AutoZone Inc. | 3.250% | 4/15/25 | 7,735 | 7,582 | ||
AutoZone Inc. | 3.125% | 4/21/26 | 10,180 | 9,807 | ||
AutoZone Inc. | 3.750% | 6/1/27 | 12,062 | 11,704 | ||
AutoZone Inc. | 3.750% | 4/18/29 | 10,069 | 9,509 | ||
AutoZone Inc. | 4.000% | 4/15/30 | 16,040 | 15,226 | ||
AutoZone Inc. | 1.650% | 1/15/31 | 8,299 | 6,502 | ||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 10,200 | 10,052 | ||
Best Buy Co. Inc. | 1.950% | 10/1/30 | 4,282 | 3,402 | ||
BorgWarner Inc. | 3.375% | 3/15/25 | 5,966 | 5,848 | ||
BorgWarner Inc. | 2.650% | 7/1/27 | 14,005 | 12,736 | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 6,815 | 5,520 | ||
3 | Brown University in Providence in the State of Rhode Island & Providence Plant | 2.924% | 9/1/50 | 6,806 | 5,426 | |
Brunswick Corp. | 0.850% | 8/18/24 | 4,500 | 4,153 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Brunswick Corp. | 2.400% | 8/18/31 | 11,300 | 8,369 | ||
Brunswick Corp. | 4.400% | 9/15/32 | 7,000 | 6,055 | ||
Brunswick Corp. | 5.100% | 4/1/52 | 5,000 | 3,714 | ||
3 | California Endowment | 2.498% | 4/1/51 | 3,815 | 2,724 | |
California Institute of Technology | 4.321% | 8/1/45 | 1,115 | 1,109 | ||
California Institute of Technology | 4.700% | 11/1/11 | 8,580 | 8,227 | ||
California Institute of Technology | 3.650% | 9/1/19 | 6,375 | 4,754 | ||
3 | Case Western Reserve University | 5.405% | 6/1/22 | 2,400 | 2,452 | |
Choice Hotels International Inc. | 3.700% | 12/1/29 | 1,274 | 1,126 | ||
Choice Hotels International Inc. | 3.700% | 1/15/31 | 900 | 790 | ||
Claremont Mckenna College | 3.775% | 1/1/22 | 10,400 | 7,439 | ||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 4,905 | 4,717 | ||
7 | Daimler Finance North America LLC | 0.750% | 3/1/24 | 6,000 | 5,707 | |
Daimler Finance North America LLC | 8.500% | 1/18/31 | 8,509 | 10,766 | ||
7 | Daimler Finance North America LLC | 2.450% | 3/2/31 | 3,000 | 2,551 | |
Darden Restaurants Inc. | 3.850% | 5/1/27 | 5,550 | 5,341 | ||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 5,270 | 4,360 | ||
Dick's Sporting Goods Inc. | 3.150% | 1/15/32 | 3,300 | 2,613 | ||
Dick's Sporting Goods Inc. | 4.100% | 1/15/52 | 10,060 | 6,679 | ||
DR Horton Inc. | 5.750% | 8/15/23 | 7,932 | 8,080 | ||
DR Horton Inc. | 2.500% | 10/15/24 | 10,418 | 9,951 | ||
DR Horton Inc. | 2.600% | 10/15/25 | 8,324 | 7,830 | ||
DR Horton Inc. | 1.400% | 10/15/27 | 3,922 | 3,278 | ||
3 | Duke University | 2.682% | 10/1/44 | 9,500 | 7,299 | |
3 | Duke University | 2.832% | 10/1/55 | 11,720 | 8,922 | |
eBay Inc. | 3.450% | 8/1/24 | 8,346 | 8,262 | ||
eBay Inc. | 1.900% | 3/11/25 | 12,900 | 12,133 | ||
eBay Inc. | 1.400% | 5/10/26 | 9,670 | 8,702 | ||
eBay Inc. | 3.600% | 6/5/27 | 12,887 | 12,390 | ||
eBay Inc. | 2.700% | 3/11/30 | 18,458 | 15,753 | ||
eBay Inc. | 2.600% | 5/10/31 | 10,915 | 9,067 | ||
eBay Inc. | 4.000% | 7/15/42 | 9,480 | 8,063 | ||
eBay Inc. | 3.650% | 5/10/51 | 13,100 | 10,104 | ||
3 | Emory University | 2.143% | 9/1/30 | 10,200 | 8,919 | |
3 | Emory University | 2.969% | 9/1/50 | 4,475 | 3,547 | |
3 | Ford Foundation | 2.415% | 6/1/50 | 5,025 | 3,491 | |
3 | Ford Foundation | 2.815% | 6/1/70 | 10,450 | 7,109 | |
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 7,173 | 7,194 | ||
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 9,201 | 9,085 | ||
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 8,125 | 7,018 | ||
Fortune Brands Home & Security Inc. | 4.000% | 3/25/32 | 5,300 | 4,693 | ||
Fortune Brands Home & Security Inc. | 4.500% | 3/25/52 | 4,180 | 3,232 | ||
General Motors Co. | 4.875% | 10/2/23 | 19,615 | 19,801 | ||
General Motors Co. | 5.400% | 10/2/23 | 2,355 | 2,391 | ||
General Motors Co. | 4.000% | 4/1/25 | 6,546 | 6,458 | ||
General Motors Co. | 6.125% | 10/1/25 | 3,836 | 3,967 | ||
General Motors Co. | 5.000% | 10/1/28 | 9,489 | 9,195 | ||
General Motors Co. | 5.000% | 4/1/35 | 19,686 | 17,636 | ||
General Motors Co. | 6.600% | 4/1/36 | 16,586 | 16,815 | ||
General Motors Co. | 5.150% | 4/1/38 | 13,914 | 12,183 | ||
General Motors Co. | 6.250% | 10/2/43 | 29,452 | 28,083 | ||
General Motors Co. | 5.200% | 4/1/45 | 13,737 | 11,570 | ||
General Motors Co. | 6.750% | 4/1/46 | 17,117 | 17,266 | ||
General Motors Co. | 5.400% | 4/1/48 | 16,477 | 14,429 | ||
General Motors Financial Co. Inc. | 1.700% | 8/18/23 | 16,975 | 16,564 | ||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 17,508 | 17,683 | ||
General Motors Financial Co. Inc. | 1.050% | 3/8/24 | 6,145 | 5,821 | ||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 17,400 | 17,264 | ||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 20,848 | 20,376 | ||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 27,877 | 27,492 | ||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 31,863 | 30,407 | ||
General Motors Financial Co. Inc. | 3.800% | 4/7/25 | 6,305 | 6,156 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 14,810 | 14,638 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 9,946 | 9,372 | ||
General Motors Financial Co. Inc. | 4.300% | 7/13/25 | 33,810 | 33,279 | ||
General Motors Financial Co. Inc. | 1.250% | 1/8/26 | 10,228 | 8,990 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 12,955 | 12,977 | ||
General Motors Financial Co. Inc. | 1.500% | 6/10/26 | 25,060 | 21,909 | ||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 24,450 | 23,354 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 24,836 | 23,829 | ||
General Motors Financial Co. Inc. | 5.000% | 4/9/27 | 14,000 | 13,732 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 8,656 | 7,601 | ||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 8,018 | 7,353 | ||
General Motors Financial Co. Inc. | 2.400% | 4/10/28 | 13,250 | 11,202 | ||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 10,681 | 10,648 | ||
General Motors Financial Co. Inc. | 4.300% | 4/6/29 | 17,050 | 15,709 | ||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 12,115 | 10,490 | ||
General Motors Financial Co. Inc. | 2.350% | 1/8/31 | 1,973 | 1,532 | ||
General Motors Financial Co. Inc. | 2.700% | 6/10/31 | 5,000 | 3,953 | ||
General Motors Financial Co. Inc. | 3.100% | 1/12/32 | 5,165 | 4,151 | ||
Genuine Parts Co. | 1.750% | 2/1/25 | 1,500 | 1,416 | ||
Genuine Parts Co. | 1.875% | 11/1/30 | 7,121 | 5,618 | ||
3 | George Washington University | 4.300% | 9/15/44 | 5,370 | 5,005 | |
George Washington University | 4.868% | 9/15/45 | 4,105 | 4,151 | ||
3 | George Washington University | 4.126% | 9/15/48 | 10,260 | 9,413 | |
3 | Georgetown University | 4.315% | 4/1/49 | 4,350 | 3,970 | |
3 | Georgetown University | 2.943% | 4/1/50 | 8,385 | 5,915 | |
3 | Georgetown University | 5.215% | 10/1/18 | 3,412 | 3,240 | |
Harley-Davidson Inc. | 3.500% | 7/28/25 | 8,575 | 8,294 | ||
Harley-Davidson Inc. | 4.625% | 7/28/45 | 13,150 | 10,102 | ||
Hasbro Inc. | 3.000% | 11/19/24 | 1,687 | 1,641 | ||
Hasbro Inc. | 3.550% | 11/19/26 | 13,516 | 12,915 | ||
Hasbro Inc. | 3.500% | 9/15/27 | 5,636 | 5,321 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 7,539 | 6,923 | ||
Hasbro Inc. | 6.350% | 3/15/40 | 3,554 | 3,647 | ||
Hasbro Inc. | 5.100% | 5/15/44 | 11,912 | 10,695 | ||
Home Depot Inc. | 3.750% | 2/15/24 | 17,430 | 17,569 | ||
Home Depot Inc. | 2.700% | 4/15/25 | 3,100 | 3,043 | ||
Home Depot Inc. | 3.350% | 9/15/25 | 3,243 | 3,223 | ||
Home Depot Inc. | 3.000% | 4/1/26 | 15,056 | 14,776 | ||
Home Depot Inc. | 2.125% | 9/15/26 | 12,188 | 11,538 | ||
Home Depot Inc. | 2.500% | 4/15/27 | 19,725 | 18,676 | ||
Home Depot Inc. | 2.800% | 9/14/27 | 23,356 | 22,274 | ||
Home Depot Inc. | 0.900% | 3/15/28 | 2,072 | 1,765 | ||
Home Depot Inc. | 1.500% | 9/15/28 | 4,120 | 3,592 | ||
Home Depot Inc. | 3.900% | 12/6/28 | 10,718 | 10,722 | ||
Home Depot Inc. | 2.950% | 6/15/29 | 24,701 | 23,084 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 31,874 | 28,933 | ||
Home Depot Inc. | 1.375% | 3/15/31 | 22,811 | 18,392 | ||
Home Depot Inc. | 1.875% | 9/15/31 | 13,086 | 10,905 | ||
Home Depot Inc. | 3.250% | 4/15/32 | 16,950 | 15,810 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 32,377 | 37,191 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 19,739 | 16,753 | ||
Home Depot Inc. | 5.400% | 9/15/40 | 8,640 | 9,262 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 8,645 | 9,864 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 25,868 | 24,191 | ||
Home Depot Inc. | 4.875% | 2/15/44 | 13,326 | 13,541 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 5,136 | 4,912 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 18,863 | 17,764 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 15,403 | 13,788 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 4,230 | 4,127 | ||
Home Depot Inc. | 3.125% | 12/15/49 | 31,763 | 24,763 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 23,432 | 18,985 | ||
Home Depot Inc. | 2.375% | 3/15/51 | 10,995 | 7,428 | ||
Home Depot Inc. | 2.750% | 9/15/51 | 11,299 | 8,218 | ||
Home Depot Inc. | 3.625% | 4/15/52 | 18,400 | 15,764 | ||
Home Depot Inc. | 3.500% | 9/15/56 | 13,706 | 11,189 | ||
Honda Motor Co. Ltd. | 2.534% | 3/10/27 | 3,000 | 2,810 | ||
Honda Motor Co. Ltd. | 2.967% | 3/10/32 | 13,040 | 11,702 | ||
Hyatt Hotels Corp. | 3.375% | 7/15/23 | 5,561 | 5,440 | ||
Hyatt Hotels Corp. | 1.300% | 10/1/23 | 4,330 | 4,189 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Hyatt Hotels Corp. | 1.800% | 10/1/24 | 2,045 | 1,936 | ||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 7,202 | 7,176 | ||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 9,773 | 9,224 | ||
Hyatt Hotels Corp. | 6.000% | 4/23/30 | 11,123 | 11,176 | ||
JD.com Inc. | 3.875% | 4/29/26 | 6,620 | 6,487 | ||
JD.com Inc. | 3.375% | 1/14/30 | 9,626 | 8,800 | ||
JD.com Inc. | 4.125% | 1/14/50 | 4,840 | 3,753 | ||
3 | Johns Hopkins University | 4.083% | 7/1/53 | 4,669 | 4,464 | |
3 | Johns Hopkins University | 2.813% | 1/1/60 | 5,750 | 4,137 | |
Kohl's Corp. | 3.375% | 5/1/31 | 7,282 | 6,303 | ||
Kohl's Corp. | 5.550% | 7/17/45 | 4,441 | 3,834 | ||
Lear Corp. | 3.800% | 9/15/27 | 1,451 | 1,371 | ||
Lear Corp. | 4.250% | 5/15/29 | 9,879 | 9,141 | ||
Lear Corp. | 3.500% | 5/30/30 | 6,230 | 5,423 | ||
Lear Corp. | 2.600% | 1/15/32 | 3,060 | 2,386 | ||
Lear Corp. | 5.250% | 5/15/49 | 6,977 | 6,049 | ||
Lear Corp. | 3.550% | 1/15/52 | 1,320 | 869 | ||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 4,600 | 4,557 | ||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 14,485 | 13,677 | ||
Leggett & Platt Inc. | 4.400% | 3/15/29 | 5,400 | 5,241 | ||
Leggett & Platt Inc. | 3.500% | 11/15/51 | 8,000 | 6,063 | ||
Leland Stanford Junior University | 1.289% | 6/1/27 | 4,908 | 4,401 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 14,091 | 13,069 | ||
Leland Stanford Junior University | 2.413% | 6/1/50 | 2,521 | 1,810 | ||
Lennar Corp. | 4.875% | 12/15/23 | 3,700 | 3,734 | ||
Lennar Corp. | 4.500% | 4/30/24 | 21,804 | 21,761 | ||
Lennar Corp. | 4.750% | 5/30/25 | 9,230 | 9,259 | ||
Lennar Corp. | 5.250% | 6/1/26 | 18,340 | 18,495 | ||
Lennar Corp. | 4.750% | 11/29/27 | 16,997 | 16,555 | ||
Lowe's Cos. Inc. | 3.875% | 9/15/23 | 14,801 | 14,878 | ||
Lowe's Cos. Inc. | 3.125% | 9/15/24 | 9,724 | 9,577 | ||
Lowe's Cos. Inc. | 4.000% | 4/15/25 | 5,162 | 5,189 | ||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 17,098 | 16,800 | ||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 14,649 | 13,863 | ||
Lowe's Cos. Inc. | 3.350% | 4/1/27 | 7,894 | 7,603 | ||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 11,865 | 11,269 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 8,869 | 7,498 | ||
Lowe's Cos. Inc. | 1.700% | 9/15/28 | 11,042 | 9,413 | ||
Lowe's Cos. Inc. | 6.500% | 3/15/29 | 1,540 | 1,705 | ||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 22,276 | 21,048 | ||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 6,489 | 6,415 | ||
Lowe's Cos. Inc. | 1.700% | 10/15/30 | 14,965 | 12,019 | ||
Lowe's Cos. Inc. | 2.625% | 4/1/31 | 25,030 | 21,440 | ||
Lowe's Cos. Inc. | 3.750% | 4/1/32 | 34,280 | 31,813 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/40 | 8,968 | 8,729 | ||
Lowe's Cos. Inc. | 2.800% | 9/15/41 | 6,455 | 4,676 | ||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 1,119 | 937 | ||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 17,078 | 13,720 | ||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 23,832 | 19,961 | ||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 15,951 | 14,521 | ||
Lowe's Cos. Inc. | 5.125% | 4/15/50 | 7,460 | 7,312 | ||
Lowe's Cos. Inc. | 3.000% | 10/15/50 | 13,417 | 9,355 | ||
Lowe's Cos. Inc. | 3.500% | 4/1/51 | 6,540 | 4,986 | ||
Lowe's Cos. Inc. | 4.250% | 4/1/52 | 20,802 | 18,005 | ||
Lowe's Cos. Inc. | 4.450% | 4/1/62 | 27,635 | 23,617 | ||
Magna International Inc. | 3.625% | 6/15/24 | 17,953 | 17,845 | ||
Magna International Inc. | 4.150% | 10/1/25 | 3,914 | 3,926 | ||
Magna International Inc. | 2.450% | 6/15/30 | 5,581 | 4,759 | ||
Marriott International Inc. | 2.125% | 10/3/22 | 5,805 | 5,783 | ||
Marriott International Inc. | 3.750% | 3/15/25 | 8,621 | 8,510 | ||
3 | Marriott International Inc. | 5.750% | 5/1/25 | 1,198 | 1,241 | |
Marriott International Inc. | 3.750% | 10/1/25 | 6,926 | 6,784 | ||
3 | Marriott International Inc. | 3.125% | 6/15/26 | 10,142 | 9,648 | |
3 | Marriott International Inc. | 4.000% | 4/15/28 | 10,566 | 10,046 | |
3 | Marriott International Inc. | 4.650% | 12/1/28 | 3,900 | 3,814 | |
3 | Marriott International Inc. | 4.625% | 6/15/30 | 12,048 | 11,491 | |
3 | Marriott International Inc. | 2.850% | 4/15/31 | 18,333 | 15,208 | |
3 | Marriott International Inc. | 3.500% | 10/15/32 | 19,435 | 16,754 | |
Masco Corp. | 3.500% | 11/15/27 | 7,352 | 6,968 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Masco Corp. | 1.500% | 2/15/28 | 8,005 | 6,721 | ||
Masco Corp. | 2.000% | 10/1/30 | 4,081 | 3,223 | ||
Masco Corp. | 2.000% | 2/15/31 | 5,313 | 4,171 | ||
Masco Corp. | 4.500% | 5/15/47 | 9,555 | 8,142 | ||
Masco Corp. | 3.125% | 2/15/51 | 2,824 | 1,923 | ||
3 | Massachusetts Institute of Technology | 3.959% | 7/1/38 | 7,875 | 7,712 | |
3 | Massachusetts Institute of Technology | 2.989% | 7/1/50 | 4,750 | 3,865 | |
3 | Massachusetts Institute of Technology | 2.294% | 7/1/51 | 300 | 207 | |
Massachusetts Institute of Technology | 3.067% | 4/1/52 | 6,400 | 5,231 | ||
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 10,761 | 12,739 | ||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 7,246 | 7,219 | ||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 6,240 | 5,233 | ||
3 | McDonald's Corp. | 3.250% | 6/10/24 | 3,414 | 3,406 | |
3 | McDonald's Corp. | 3.375% | 5/26/25 | 12,138 | 12,026 | |
3 | McDonald's Corp. | 3.300% | 7/1/25 | 6,693 | 6,635 | |
3 | McDonald's Corp. | 1.450% | 9/1/25 | 1,955 | 1,822 | |
3 | McDonald's Corp. | 3.700% | 1/30/26 | 19,737 | 19,726 | |
3 | McDonald's Corp. | 3.500% | 3/1/27 | 14,034 | 13,740 | |
3 | McDonald's Corp. | 3.500% | 7/1/27 | 7,765 | 7,606 | |
3 | McDonald's Corp. | 3.800% | 4/1/28 | 25,900 | 25,429 | |
3 | McDonald's Corp. | 2.625% | 9/1/29 | 16,806 | 15,067 | |
3 | McDonald's Corp. | 2.125% | 3/1/30 | 8,347 | 7,151 | |
3 | McDonald's Corp. | 3.600% | 7/1/30 | 9,106 | 8,671 | |
3 | McDonald's Corp. | 4.700% | 12/9/35 | 14,030 | 13,977 | |
3 | McDonald's Corp. | 6.300% | 10/15/37 | 5,791 | 6,626 | |
3 | McDonald's Corp. | 6.300% | 3/1/38 | 11,574 | 13,212 | |
3 | McDonald's Corp. | 5.700% | 2/1/39 | 14,105 | 15,266 | |
3 | McDonald's Corp. | 4.875% | 7/15/40 | 1,206 | 1,176 | |
3 | McDonald's Corp. | 3.700% | 2/15/42 | 8,775 | 7,400 | |
3 | McDonald's Corp. | 3.625% | 5/1/43 | 5,529 | 4,574 | |
3 | McDonald's Corp. | 4.600% | 5/26/45 | 7,432 | 7,019 | |
3 | McDonald's Corp. | 4.875% | 12/9/45 | 24,215 | 23,755 | |
3 | McDonald's Corp. | 4.450% | 3/1/47 | 13,431 | 12,497 | |
3 | McDonald's Corp. | 4.450% | 9/1/48 | 4,583 | 4,258 | |
3 | McDonald's Corp. | 3.625% | 9/1/49 | 23,013 | 18,866 | |
3 | McDonald's Corp. | 4.200% | 4/1/50 | 11,540 | 10,372 | |
MDC Holdings Inc. | 6.000% | 1/15/43 | 8,696 | 7,150 | ||
Mohawk Industries Inc. | 3.625% | 5/15/30 | 6,540 | 5,836 | ||
NIKE Inc. | 2.400% | 3/27/25 | 7,895 | 7,703 | ||
NIKE Inc. | 2.375% | 11/1/26 | 13,728 | 13,062 | ||
NIKE Inc. | 2.750% | 3/27/27 | 7,375 | 7,097 | ||
NIKE Inc. | 2.850% | 3/27/30 | 15,278 | 14,028 | ||
NIKE Inc. | 3.250% | 3/27/40 | 11,481 | 9,833 | ||
NIKE Inc. | 3.625% | 5/1/43 | 6,842 | 6,040 | ||
NIKE Inc. | 3.875% | 11/1/45 | 3,229 | 2,966 | ||
NIKE Inc. | 3.375% | 11/1/46 | 5,945 | 5,093 | ||
NIKE Inc. | 3.375% | 3/27/50 | 22,806 | 19,395 | ||
3 | Northwestern University | 4.643% | 12/1/44 | 11,320 | 11,615 | |
3 | Northwestern University | 2.640% | 12/1/50 | 4,242 | 3,083 | |
3 | Northwestern University | 3.662% | 12/1/57 | 5,372 | 4,654 | |
NVR Inc. | 3.000% | 5/15/30 | 11,700 | 10,043 | ||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 5,451 | 5,341 | ||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 20,694 | 20,000 | ||
O'Reilly Automotive Inc. | 4.350% | 6/1/28 | 4,217 | 4,194 | ||
O'Reilly Automotive Inc. | 3.900% | 6/1/29 | 6,300 | 5,963 | ||
O'Reilly Automotive Inc. | 4.200% | 4/1/30 | 5,833 | 5,628 | ||
O'Reilly Automotive Inc. | 1.750% | 3/15/31 | 4,150 | 3,282 | ||
Owens Corning | 4.200% | 12/1/24 | 10,215 | 10,196 | ||
Owens Corning | 3.400% | 8/15/26 | 5,350 | 5,103 | ||
Owens Corning | 3.950% | 8/15/29 | 5,850 | 5,423 | ||
Owens Corning | 3.875% | 6/1/30 | 5,000 | 4,574 | ||
Owens Corning | 7.000% | 12/1/36 | 409 | 449 | ||
Owens Corning | 4.300% | 7/15/47 | 9,025 | 7,394 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Owens Corning | 4.400% | 1/30/48 | 4,425 | 3,653 | ||
7 | President & Fellows of Harvard College | 6.500% | 1/15/39 | 100 | 127 | |
President & Fellows of Harvard College | 4.875% | 10/15/40 | 6,100 | 6,534 | ||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 8,470 | 7,215 | ||
President & Fellows of Harvard College | 2.517% | 10/15/50 | 9,395 | 6,870 | ||
President & Fellows of Harvard College | 3.745% | 11/15/52 | 6,400 | 6,030 | ||
President & Fellows of Harvard College | 3.300% | 7/15/56 | 3,589 | 3,050 | ||
PulteGroup Inc. | 5.500% | 3/1/26 | 7,650 | 7,783 | ||
PulteGroup Inc. | 5.000% | 1/15/27 | 20,369 | 20,363 | ||
PulteGroup Inc. | 7.875% | 6/15/32 | 250 | 284 | ||
PulteGroup Inc. | 6.375% | 5/15/33 | 5,310 | 5,455 | ||
PulteGroup Inc. | 6.000% | 2/15/35 | 5,232 | 5,128 | ||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 5,406 | 5,385 | ||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 11,367 | 9,993 | ||
3 | Rockefeller Foundation | 2.492% | 10/1/50 | 14,850 | 10,768 | |
Ross Stores Inc. | 4.600% | 4/15/25 | 11,134 | 11,260 | ||
Sands China Ltd. | 3.800% | 1/8/26 | 3,170 | 2,531 | ||
Sands China Ltd. | 5.400% | 8/8/28 | 4,028 | 3,100 | ||
Snap-on Inc. | 3.250% | 3/1/27 | 2,667 | 2,603 | ||
Snap-on Inc. | 4.100% | 3/1/48 | 3,824 | 3,483 | ||
Snap-on Inc. | 3.100% | 5/1/50 | 8,576 | 6,704 | ||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 9,201 | 9,030 | ||
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 2,248 | 2,240 | ||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 21,480 | 18,429 | ||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 7,685 | 7,814 | ||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 5,995 | 5,968 | ||
3 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 7,429 | 6,472 | |
Starbucks Corp. | 3.850% | 10/1/23 | 9,492 | 9,561 | ||
Starbucks Corp. | 3.800% | 8/15/25 | 27,943 | 27,880 | ||
Starbucks Corp. | 2.450% | 6/15/26 | 17,585 | 16,596 | ||
Starbucks Corp. | 2.000% | 3/12/27 | 3,913 | 3,566 | ||
Starbucks Corp. | 3.500% | 3/1/28 | 5,271 | 5,056 | ||
Starbucks Corp. | 4.000% | 11/15/28 | 8,575 | 8,380 | ||
Starbucks Corp. | 3.550% | 8/15/29 | 2,131 | 2,000 | ||
Starbucks Corp. | 2.250% | 3/12/30 | 9,059 | 7,667 | ||
Starbucks Corp. | 2.550% | 11/15/30 | 16,719 | 14,259 | ||
Starbucks Corp. | 4.300% | 6/15/45 | 4,589 | 4,047 | ||
Starbucks Corp. | 3.750% | 12/1/47 | 9,995 | 8,155 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 15,526 | 14,139 | ||
Starbucks Corp. | 4.450% | 8/15/49 | 6,523 | 5,872 | ||
Starbucks Corp. | 3.350% | 3/12/50 | 6,320 | 4,753 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 17,630 | 13,789 | ||
Tapestry Inc. | 4.125% | 7/15/27 | 2,558 | 2,458 | ||
Tapestry Inc. | 3.050% | 3/15/32 | 6,669 | 5,430 | ||
Thomas Jefferson University | 3.847% | 11/1/57 | 7,025 | 5,741 | ||
TJX Cos. Inc. | 2.250% | 9/15/26 | 20,923 | 19,633 | ||
TJX Cos. Inc. | 1.150% | 5/15/28 | 6,900 | 5,866 | ||
TJX Cos. Inc. | 3.875% | 4/15/30 | 8,100 | 7,902 | ||
TJX Cos. Inc. | 1.600% | 5/15/31 | 7,737 | 6,238 | ||
TJX Cos. Inc. | 4.500% | 4/15/50 | 1,085 | 1,083 | ||
Toll Brothers Finance Corp. | 4.875% | 11/15/25 | 55 | 54 | ||
Toll Brothers Finance Corp. | 4.350% | 2/15/28 | 8,500 | 7,703 | ||
Toll Brothers Finance Corp. | 3.800% | 11/1/29 | 1,845 | 1,574 | ||
Toyota Motor Corp. | 3.419% | 7/20/23 | 15,563 | 15,629 | ||
Toyota Motor Corp. | 0.681% | 3/25/24 | 14,945 | 14,264 | ||
Toyota Motor Corp. | 2.358% | 7/2/24 | 8,760 | 8,591 | ||
Toyota Motor Corp. | 1.339% | 3/25/26 | 13,647 | 12,431 | ||
Toyota Motor Corp. | 3.669% | 7/20/28 | 5,214 | 5,111 | ||
Toyota Motor Corp. | 2.760% | 7/2/29 | 7,679 | 7,017 | ||
3 | Toyota Motor Credit Corp. | 0.500% | 8/14/23 | 10,192 | 9,894 | |
3 | Toyota Motor Credit Corp. | 1.350% | 8/25/23 | 18,142 | 17,767 | |
3 | Toyota Motor Credit Corp. | 3.450% | 9/20/23 | 4,594 | 4,610 | |
3 | Toyota Motor Credit Corp. | 2.250% | 10/18/23 | 6,667 | 6,583 | |
3 | Toyota Motor Credit Corp. | 0.450% | 1/11/24 | 14,155 | 13,560 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 13,033 | 12,908 | |
3 | Toyota Motor Credit Corp. | 0.500% | 6/18/24 | 11,382 | 10,753 | |
Toyota Motor Credit Corp. | 0.625% | 9/13/24 | 21,735 | 20,428 | ||
3 | Toyota Motor Credit Corp. | 2.000% | 10/7/24 | 155 | 150 | |
3 | Toyota Motor Credit Corp. | 1.450% | 1/13/25 | 9,960 | 9,444 | |
3 | Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 16,006 | 15,279 | |
3 | Toyota Motor Credit Corp. | 3.000% | 4/1/25 | 836 | �� 822 | |
3 | Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 12,527 | 12,434 | |
Toyota Motor Credit Corp. | 3.950% | 6/30/25 | 6,750 | 6,783 | ||
3 | Toyota Motor Credit Corp. | 0.800% | 10/16/25 | 12,947 | 11,783 | |
3 | Toyota Motor Credit Corp. | 0.800% | 1/9/26 | 8,803 | 7,961 | |
3 | Toyota Motor Credit Corp. | 1.125% | 6/18/26 | 15,794 | 14,268 | |
3 | Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 12,487 | 12,110 | |
3 | Toyota Motor Credit Corp. | 1.900% | 1/13/27 | 4,784 | 4,392 | |
3 | Toyota Motor Credit Corp. | 1.150% | 8/13/27 | 10,654 | 9,273 | |
3 | Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 11,711 | 11,105 | |
3 | Toyota Motor Credit Corp. | 1.900% | 4/6/28 | 7,738 | 6,882 | |
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 10,854 | 10,544 | ||
Toyota Motor Credit Corp. | 4.450% | 6/29/29 | 6,000 | 6,076 | ||
3 | Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 13,413 | 11,618 | |
3 | Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 9,027 | 8,494 | |
3 | Toyota Motor Credit Corp. | 1.650% | 1/10/31 | 7,945 | 6,444 | |
Toyota Motor Credit Corp. | 1.900% | 9/12/31 | 20,365 | 16,760 | ||
3 | Toyota Motor Credit Corp. | 2.400% | 1/13/32 | 2,280 | 1,954 | |
Tractor Supply Co. | 1.750% | 11/1/30 | 7,896 | 6,200 | ||
3 | Trustees of Boston College | 3.129% | 7/1/52 | 4,713 | 3,575 | |
3 | Trustees of Boston University | 4.061% | 10/1/48 | 5,287 | 4,987 | |
Trustees of Princeton University | 5.700% | 3/1/39 | 8,015 | 9,384 | ||
3 | Trustees of Princeton University | 2.516% | 7/1/50 | 6,899 | 5,145 | |
Trustees of Princeton University | 4.201% | 3/1/52 | 4,200 | 4,286 | ||
3 | Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | 5,925 | 4,229 | |
Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | 3,860 | 3,759 | ||
Trustees of the University of Pennsylvania | 3.610% | 2/15/19 | 2,810 | 2,135 | ||
3 | University of Chicago | 2.761% | 4/1/45 | 4,569 | 3,727 | |
3 | University of Chicago | 2.547% | 4/1/50 | 9,575 | 6,955 | |
University of Chicago | 3.000% | 10/1/52 | 2,945 | 2,302 | ||
3 | University of Chicago | 4.003% | 10/1/53 | 7,140 | 6,848 | |
3 | University of Miami | 4.063% | 4/1/52 | 6,400 | 5,768 | |
3 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 12,334 | 10,968 | |
3 | University of Notre Dame du Lac | 3.394% | 2/15/48 | 5,703 | 5,032 | |
3 | University of Southern California | 3.028% | 10/1/39 | 7,915 | 6,691 | |
3 | University of Southern California | 3.841% | 10/1/47 | 12,750 | 11,774 | |
University of Southern California | 2.805% | 10/1/50 | 3,350 | 2,550 | ||
3 | University of Southern California | 2.945% | 10/1/51 | 7,000 | 5,450 | |
University of Southern California | 5.250% | 10/1/11 | 3,863 | 3,989 | ||
3 | University of Southern California | 3.226% | 10/1/20 | 1,484 | 975 | |
VF Corp. | 2.400% | 4/23/25 | 7,872 | 7,559 | ||
VF Corp. | 2.800% | 4/23/27 | 2,770 | 2,593 | ||
VF Corp. | 2.950% | 4/23/30 | 13,886 | 12,150 | ||
3 | Washington University | 3.524% | 4/15/54 | 6,658 | 5,818 | |
Washington University | 4.349% | 4/15/22 | 4,525 | 3,877 | ||
Whirlpool Corp. | 4.000% | 3/1/24 | 3,898 | 3,920 | ||
Whirlpool Corp. | 3.700% | 5/1/25 | 3,838 | 3,826 | ||
Whirlpool Corp. | 4.750% | 2/26/29 | 20,180 | 20,139 | ||
Whirlpool Corp. | 2.400% | 5/15/31 | 2,450 | 2,040 | ||
Whirlpool Corp. | 4.700% | 5/14/32 | 3,000 | 2,972 | ||
Whirlpool Corp. | 4.500% | 6/1/46 | 5,747 | 4,865 | ||
Whirlpool Corp. | 4.600% | 5/15/50 | 4,440 | 3,815 | ||
3 | William Marsh Rice University | 3.574% | 5/15/45 | 9,893 | 8,704 | |
3 | Yale University | 0.873% | 4/15/25 | 6,025 | 5,653 | |
3 | Yale University | 1.482% | 4/15/30 | 11,530 | 9,774 | |
3 | Yale University | 2.402% | 4/15/50 | 8,650 | 6,162 | |
4,620,884 | ||||||
Consumer Staples (1.7%) | ||||||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 3,105 | 3,464 | ||
Altria Group Inc. | 4.000% | 1/31/24 | 16,331 | 16,365 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Altria Group Inc. | 3.800% | 2/14/24 | 13,607 | 13,564 | ||
Altria Group Inc. | 2.350% | 5/6/25 | 2,546 | 2,401 | ||
Altria Group Inc. | 4.400% | 2/14/26 | 20,405 | 19,976 | ||
Altria Group Inc. | 2.625% | 9/16/26 | 9,882 | 9,033 | ||
Altria Group Inc. | 4.800% | 2/14/29 | 16,391 | 15,534 | ||
Altria Group Inc. | 3.400% | 5/6/30 | 5,057 | 4,310 | ||
Altria Group Inc. | 2.450% | 2/4/32 | 17,411 | 13,112 | ||
Altria Group Inc. | 5.800% | 2/14/39 | 16,052 | 14,646 | ||
Altria Group Inc. | 3.400% | 2/4/41 | 20,500 | 13,622 | ||
Altria Group Inc. | 4.250% | 8/9/42 | 10,649 | 7,827 | ||
Altria Group Inc. | 4.500% | 5/2/43 | 10,192 | 7,551 | ||
Altria Group Inc. | 5.375% | 1/31/44 | 29,673 | 25,566 | ||
Altria Group Inc. | 3.875% | 9/16/46 | 25,114 | 16,916 | ||
Altria Group Inc. | 5.950% | 2/14/49 | 28,448 | 24,967 | ||
Altria Group Inc. | 4.450% | 5/6/50 | 10,600 | 7,614 | ||
Altria Group Inc. | 3.700% | 2/4/51 | 22,370 | 14,383 | ||
Altria Group Inc. | 6.200% | 2/14/59 | 3,735 | 3,484 | ||
3 | Anheuser-Busch Cos. LLC | 3.650% | 2/1/26 | 40,949 | 40,328 | |
3 | Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | 69,030 | 66,263 | |
3 | Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | 114,611 | 108,098 | |
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 24,651 | 23,642 | ||
Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 18,402 | 15,225 | ||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 22,907 | 20,688 | ||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 35,905 | 33,582 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 41,826 | 41,307 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 60,490 | 61,643 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 24,895 | 23,329 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | 4,908 | 5,033 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.875% | 6/15/35 | 2,167 | 2,297 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 28,244 | 25,838 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 7,579 | 9,820 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 13,868 | 14,085 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.000% | 11/15/39 | 3,979 | 5,054 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | 5,041 | 4,515 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 19,612 | 18,692 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 7,802 | 6,356 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 51,928 | 46,756 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 18,682 | 16,432 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 30,203 | 30,863 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 9,897 | 8,892 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 32,491 | 29,304 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | 16,279 | 16,957 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | 15,268 | 13,386 | ||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 15,718 | 15,053 | ||
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 13,607 | 12,802 | ||
Archer-Daniels-Midland Co. | 2.900% | 3/1/32 | 9,500 | 8,590 | ||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 3,472 | 3,890 | ||
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 2,153 | 2,353 | ||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 4,390 | 3,966 | ||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 7,270 | 7,258 | ||
Archer-Daniels-Midland Co. | 2.700% | 9/15/51 | 8,570 | 6,284 | ||
Avery Dennison Corp. | 4.875% | 12/6/28 | 6,888 | 6,900 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Avery Dennison Corp. | 2.650% | 4/30/30 | 10,119 | 8,454 | ||
BAT Capital Corp. | 3.222% | 8/15/24 | 31,721 | 30,856 | ||
BAT Capital Corp. | 2.789% | 9/6/24 | 14,990 | 14,468 | ||
BAT Capital Corp. | 3.215% | 9/6/26 | 20,591 | 19,228 | ||
BAT Capital Corp. | 4.700% | 4/2/27 | 13,536 | 13,234 | ||
BAT Capital Corp. | 3.557% | 8/15/27 | 36,912 | 33,801 | ||
BAT Capital Corp. | 2.259% | 3/25/28 | 25,335 | 21,203 | ||
BAT Capital Corp. | 3.462% | 9/6/29 | 9,470 | 8,109 | ||
BAT Capital Corp. | 4.906% | 4/2/30 | 17,348 | 16,113 | ||
BAT Capital Corp. | 2.726% | 3/25/31 | 10,985 | 8,652 | ||
BAT Capital Corp. | 4.742% | 3/16/32 | 5,000 | 4,449 | ||
BAT Capital Corp. | 4.390% | 8/15/37 | 30,077 | 23,903 | ||
BAT Capital Corp. | 3.734% | 9/25/40 | 12,200 | 8,585 | ||
BAT Capital Corp. | 4.540% | 8/15/47 | 21,484 | 15,786 | ||
BAT Capital Corp. | 4.758% | 9/6/49 | 4,876 | 3,676 | ||
BAT Capital Corp. | 5.282% | 4/2/50 | 14,036 | 11,558 | ||
BAT Capital Corp. | 3.984% | 9/25/50 | 7,400 | 5,033 | ||
BAT Capital Corp. | 5.650% | 3/16/52 | 4,750 | 4,060 | ||
BAT International Finance plc | 1.668% | 3/25/26 | 25,250 | 22,395 | ||
BAT International Finance plc | 4.448% | 3/16/28 | 8,000 | 7,566 | ||
Beam Suntory Inc. | 3.250% | 6/15/23 | 1,050 | 1,042 | ||
3 | Bestfoods | 7.250% | 12/15/26 | 750 | 843 | |
Brown-Forman Corp. | 3.500% | 4/15/25 | 5,278 | 5,273 | ||
Brown-Forman Corp. | 4.000% | 4/15/38 | 1,000 | 905 | ||
Brown-Forman Corp. | 4.500% | 7/15/45 | 6,102 | 5,620 | ||
Bunge Ltd. Finance Corp. | 1.630% | 8/17/25 | 4,918 | 4,528 | ||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 12,202 | 11,598 | ||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 7,306 | 7,026 | ||
Bunge Ltd. Finance Corp. | 2.750% | 5/14/31 | 12,067 | 9,953 | ||
Campbell Soup Co. | 3.950% | 3/15/25 | 15,361 | 15,336 | ||
Campbell Soup Co. | 3.300% | 3/19/25 | 7,386 | 7,262 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 12,035 | 11,782 | ||
Campbell Soup Co. | 2.375% | 4/24/30 | 8,829 | 7,457 | ||
Campbell Soup Co. | 3.125% | 4/24/50 | 6,926 | 4,922 | ||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 3,107 | 2,975 | ||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 4,896 | 4,285 | ||
Church & Dwight Co. Inc. | 5.000% | 6/15/52 | 8,480 | 8,684 | ||
Clorox Co. | 3.100% | 10/1/27 | 7,162 | 6,839 | ||
Clorox Co. | 3.900% | 5/15/28 | 6,400 | 6,275 | ||
Clorox Co. | 1.800% | 5/15/30 | 6,950 | 5,682 | ||
Coca-Cola Co. | 1.750% | 9/6/24 | 14,908 | 14,555 | ||
Coca-Cola Co. | 3.375% | 3/25/27 | 3,703 | 3,671 | ||
Coca-Cola Co. | 2.900% | 5/25/27 | 10,796 | 10,528 | ||
Coca-Cola Co. | 1.450% | 6/1/27 | 12,883 | 11,665 | ||
Coca-Cola Co. | 1.500% | 3/5/28 | 11,550 | 10,268 | ||
Coca-Cola Co. | 1.000% | 3/15/28 | 13,508 | 11,654 | ||
Coca-Cola Co. | 2.125% | 9/6/29 | 8,512 | 7,596 | ||
Coca-Cola Co. | 3.450% | 3/25/30 | 13,947 | 13,522 | ||
Coca-Cola Co. | 1.650% | 6/1/30 | 25,132 | 21,300 | ||
Coca-Cola Co. | 2.000% | 3/5/31 | 5,245 | 4,516 | ||
Coca-Cola Co. | 1.375% | 3/15/31 | 16,795 | 13,676 | ||
Coca-Cola Co. | 2.250% | 1/5/32 | 12,187 | 10,618 | ||
Coca-Cola Co. | 4.125% | 3/25/40 | 1,670 | 1,593 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 22,834 | 17,943 | ||
Coca-Cola Co. | 2.875% | 5/5/41 | 9,615 | 7,916 | ||
Coca-Cola Co. | 4.200% | 3/25/50 | 11,505 | 11,249 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 16,206 | 12,087 | ||
Coca-Cola Co. | 3.000% | 3/5/51 | 6,200 | 5,004 | ||
Coca-Cola Co. | 2.500% | 3/15/51 | 44,853 | 32,666 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 2,449 | 1,763 | ||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 8,500 | 8,453 | ||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 8,447 | 7,581 | ||
Coca-Cola Femsa SAB de CV | 1.850% | 9/1/32 | 4,587 | 3,574 | ||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 13,500 | 13,517 | ||
3 | Colgate-Palmolive Co. | 3.250% | 3/15/24 | 6,375 | 6,383 | |
3 | Colgate-Palmolive Co. | 4.000% | 8/15/45 | 5,031 | 4,657 | |
3 | Colgate-Palmolive Co. | 3.700% | 8/1/47 | 4,853 | 4,386 | |
Conagra Brands Inc. | 0.500% | 8/11/23 | 5,000 | 4,823 | ||
Conagra Brands Inc. | 4.300% | 5/1/24 | 15,783 | 15,844 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Conagra Brands Inc. | 4.600% | 11/1/25 | 12,945 | 13,011 | ||
Conagra Brands Inc. | 1.375% | 11/1/27 | 12,925 | 10,775 | ||
Conagra Brands Inc. | 7.000% | 10/1/28 | 2,251 | 2,420 | ||
Conagra Brands Inc. | 4.850% | 11/1/28 | 12,359 | 12,182 | ||
Conagra Brands Inc. | 8.250% | 9/15/30 | 2,002 | 2,339 | ||
Conagra Brands Inc. | 5.300% | 11/1/38 | 3,945 | 3,726 | ||
Conagra Brands Inc. | 5.400% | 11/1/48 | 2,438 | 2,304 | ||
Constellation Brands Inc. | 4.750% | 11/15/24 | 11,831 | 11,993 | ||
Constellation Brands Inc. | 4.400% | 11/15/25 | 14,478 | 14,546 | ||
Constellation Brands Inc. | 4.750% | 12/1/25 | 9,539 | 9,695 | ||
Constellation Brands Inc. | 3.700% | 12/6/26 | 12,193 | 11,876 | ||
Constellation Brands Inc. | 3.500% | 5/9/27 | 9,511 | 9,136 | ||
Constellation Brands Inc. | 3.600% | 2/15/28 | 12,340 | 11,703 | ||
Constellation Brands Inc. | 4.650% | 11/15/28 | 5,731 | 5,661 | ||
Constellation Brands Inc. | 3.150% | 8/1/29 | 18,711 | 16,854 | ||
Constellation Brands Inc. | 2.875% | 5/1/30 | 2,334 | 2,028 | ||
Constellation Brands Inc. | 2.250% | 8/1/31 | 12,798 | 10,374 | ||
Constellation Brands Inc. | 4.750% | 5/9/32 | 5,000 | 4,937 | ||
Constellation Brands Inc. | 4.500% | 5/9/47 | 25,213 | 22,398 | ||
Constellation Brands Inc. | 4.100% | 2/15/48 | 9,730 | 8,224 | ||
Constellation Brands Inc. | 5.250% | 11/15/48 | 7,970 | 7,866 | ||
Constellation Brands Inc. | 3.750% | 5/1/50 | 7,250 | 5,787 | ||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 17,986 | 17,859 | ||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 16,863 | 16,429 | ||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 48,795 | 43,795 | ||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 36,645 | 30,912 | ||
Costco Wholesale Corp. | 1.750% | 4/20/32 | 24,048 | 19,795 | ||
Delhaize America LLC | 9.000% | 4/15/31 | 3,805 | 4,957 | ||
Diageo Capital plc | 3.500% | 9/18/23 | 663 | 665 | ||
Diageo Capital plc | 2.125% | 10/24/24 | 15,170 | 14,646 | ||
Diageo Capital plc | 1.375% | 9/29/25 | 9,215 | 8,604 | ||
Diageo Capital plc | 3.875% | 5/18/28 | 3,764 | 3,737 | ||
Diageo Capital plc | 2.375% | 10/24/29 | 13,775 | 12,214 | ||
Diageo Capital plc | 2.000% | 4/29/30 | 13,403 | 11,441 | ||
Diageo Capital plc | 2.125% | 4/29/32 | 16,022 | 13,359 | ||
Diageo Capital plc | 5.875% | 9/30/36 | 3,803 | 4,262 | ||
Diageo Capital plc | 3.875% | 4/29/43 | 9,216 | 8,230 | ||
Diageo Investment Corp. | 7.450% | 4/15/35 | 2,650 | 3,373 | ||
Diageo Investment Corp. | 4.250% | 5/11/42 | 4,042 | 3,811 | ||
Dollar General Corp. | 4.150% | 11/1/25 | 6,750 | 6,758 | ||
Dollar General Corp. | 3.875% | 4/15/27 | 10,062 | 9,874 | ||
Dollar General Corp. | 4.125% | 5/1/28 | 8,074 | 7,877 | ||
Dollar General Corp. | 3.500% | 4/3/30 | 14,939 | 13,765 | ||
Dollar General Corp. | 4.125% | 4/3/50 | 4,291 | 3,602 | ||
Dollar Tree Inc. | 4.000% | 5/15/25 | 19,550 | 19,478 | ||
Dollar Tree Inc. | 4.200% | 5/15/28 | 16,691 | 16,201 | ||
Dollar Tree Inc. | 3.375% | 12/1/51 | 3,750 | 2,665 | ||
Estee Lauder Cos. Inc. | 2.000% | 12/1/24 | 4,540 | 4,396 | ||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 8,533 | 8,290 | ||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 11,434 | 10,176 | ||
Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | 12,875 | 11,552 | ||
Estee Lauder Cos. Inc. | 1.950% | 3/15/31 | 10,449 | 8,818 | ||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 4,962 | 5,691 | ||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 5,793 | 5,460 | ||
Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 2,895 | 2,693 | ||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 2,042 | 1,621 | ||
Flowers Foods Inc. | 3.500% | 10/1/26 | 5,247 | 5,040 | ||
Flowers Foods Inc. | 2.400% | 3/15/31 | 4,790 | 3,922 | ||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 6,950 | 6,266 | ||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 31,391 | 24,293 | ||
General Mills Inc. | 3.650% | 2/15/24 | 7,401 | 7,447 | ||
General Mills Inc. | 4.000% | 4/17/25 | 1,707 | 1,706 | ||
General Mills Inc. | 3.200% | 2/10/27 | 13,610 | 13,082 | ||
General Mills Inc. | 4.200% | 4/17/28 | 20,766 | 20,578 | ||
General Mills Inc. | 2.875% | 4/15/30 | 17,082 | 15,087 | ||
General Mills Inc. | 2.250% | 10/14/31 | 7,250 | 5,949 | ||
General Mills Inc. | 3.000% | 2/1/51 | 7,544 | 5,475 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | GSK Consumer Healthcare Capital US LLC | 3.024% | 3/24/24 | 4,330 | 4,270 | |
7 | GSK Consumer Healthcare Capital US LLC | 3.375% | 3/24/27 | 23,055 | �� 22,063 | |
7 | GSK Consumer Healthcare Capital US LLC | 3.375% | 3/24/29 | 13,726 | 12,831 | |
7 | GSK Consumer Healthcare Capital US LLC | 3.625% | 3/24/32 | 32,810 | 30,275 | |
Hershey Co. | 2.050% | 11/15/24 | 2,156 | 2,094 | ||
Hershey Co. | 3.200% | 8/21/25 | 7,370 | 7,297 | ||
Hershey Co. | 2.300% | 8/15/26 | 9,767 | 9,275 | ||
Hershey Co. | 2.450% | 11/15/29 | 3,900 | 3,491 | ||
Hershey Co. | 1.700% | 6/1/30 | 2,373 | 1,989 | ||
Hershey Co. | 3.375% | 8/15/46 | 520 | 438 | ||
Hershey Co. | 3.125% | 11/15/49 | 3,176 | 2,507 | ||
Hershey Co. | 2.650% | 6/1/50 | 2,660 | 1,945 | ||
Hormel Foods Corp. | 0.650% | 6/3/24 | 8,216 | 7,826 | ||
Hormel Foods Corp. | 1.700% | 6/3/28 | 4,549 | 4,020 | ||
Hormel Foods Corp. | 1.800% | 6/11/30 | 12,898 | 10,819 | ||
Hormel Foods Corp. | 3.050% | 6/3/51 | 10,225 | 7,816 | ||
Ingredion Inc. | 3.200% | 10/1/26 | 5,485 | 5,244 | ||
Ingredion Inc. | 2.900% | 6/1/30 | 10,540 | 9,151 | ||
Ingredion Inc. | 3.900% | 6/1/50 | 1,725 | 1,388 | ||
J M Smucker Co. | 3.500% | 3/15/25 | 13,771 | 13,583 | ||
J M Smucker Co. | 3.375% | 12/15/27 | 13,100 | 12,508 | ||
J M Smucker Co. | 2.375% | 3/15/30 | 10,035 | 8,526 | ||
J M Smucker Co. | 4.250% | 3/15/35 | 7,654 | 7,048 | ||
J M Smucker Co. | 2.750% | 9/15/41 | 2,815 | 1,966 | ||
J M Smucker Co. | 3.550% | 3/15/50 | 2,497 | 1,870 | ||
Kellogg Co. | 2.650% | 12/1/23 | 10,583 | 10,478 | ||
Kellogg Co. | 3.250% | 4/1/26 | 10,018 | 9,735 | ||
Kellogg Co. | 3.400% | 11/15/27 | 8,167 | 7,797 | ||
Kellogg Co. | 4.300% | 5/15/28 | 5,820 | 5,808 | ||
Kellogg Co. | 2.100% | 6/1/30 | 1,250 | 1,036 | ||
3 | Kellogg Co. | 7.450% | 4/1/31 | 5,700 | 6,585 | |
Kellogg Co. | 4.500% | 4/1/46 | 7,850 | 7,205 | ||
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 6,909 | 6,893 | ||
Keurig Dr Pepper Inc. | 0.750% | 3/15/24 | 5,449 | 5,192 | ||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 4,533 | 4,574 | ||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 8,365 | 8,176 | ||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 9,334 | 8,666 | ||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 8,771 | 8,380 | ||
Keurig Dr Pepper Inc. | 3.950% | 4/15/29 | 15,000 | 14,321 | ||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 23,979 | 21,445 | ||
Keurig Dr Pepper Inc. | 4.050% | 4/15/32 | 13,025 | 12,188 | ||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 4,229 | 3,734 | ||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 3,876 | 3,438 | ||
Keurig Dr Pepper Inc. | 5.085% | 5/25/48 | 55 | 55 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 10,000 | 7,924 | ||
Keurig Dr Pepper Inc. | 3.350% | 3/15/51 | 5,430 | 4,024 | ||
Keurig Dr Pepper Inc. | 4.500% | 4/15/52 | 21,000 | 18,495 | ||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 4,930 | 4,854 | ||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 10,377 | 10,079 | ||
Kimberly-Clark Corp. | 1.050% | 9/15/27 | 4,396 | 3,836 | ||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 4,335 | 4,321 | ||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 6,538 | 6,236 | ||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 9,694 | 9,099 | ||
Kimberly-Clark Corp. | 2.000% | 11/2/31 | 10,125 | 8,512 | ||
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 3,238 | 3,938 | ||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 10,559 | 11,100 | ||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 6,600 | 5,295 | ||
Kimberly-Clark Corp. | 3.900% | 5/4/47 | 5,455 | 4,848 | ||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 2,494 | 1,887 | ||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 2,449 | 2,566 | ||
Kraft Heinz Foods Co. | 3.000% | 6/1/26 | 20,875 | 19,726 | ||
Kraft Heinz Foods Co. | 3.875% | 5/15/27 | 14,390 | 13,924 | ||
Kraft Heinz Foods Co. | 3.750% | 4/1/30 | 4,035 | 3,729 | ||
Kraft Heinz Foods Co. | 5.000% | 7/15/35 | 12,205 | 11,805 | ||
Kraft Heinz Foods Co. | 6.875% | 1/26/39 | 5,775 | 6,348 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kraft Heinz Foods Co. | 4.625% | 10/1/39 | 30 | 26 | ||
Kraft Heinz Foods Co. | 6.500% | 2/9/40 | 20,145 | 21,531 | ||
Kraft Heinz Foods Co. | 5.000% | 6/4/42 | 5,722 | 5,234 | ||
Kraft Heinz Foods Co. | 5.200% | 7/15/45 | 30,164 | 27,973 | ||
Kraft Heinz Foods Co. | 4.375% | 6/1/46 | 36,303 | 30,243 | ||
Kraft Heinz Foods Co. | 4.875% | 10/1/49 | 28,000 | 24,762 | ||
Kraft Heinz Foods Co. | 5.500% | 6/1/50 | 26,130 | 25,095 | ||
Kroger Co. | 3.850% | 8/1/23 | 7,942 | 7,978 | ||
Kroger Co. | 4.000% | 2/1/24 | 6,051 | 6,083 | ||
Kroger Co. | 3.500% | 2/1/26 | 13,501 | 13,294 | ||
Kroger Co. | 2.650% | 10/15/26 | 15,309 | 14,334 | ||
Kroger Co. | 3.700% | 8/1/27 | 2,351 | 2,286 | ||
3 | Kroger Co. | 7.700% | 6/1/29 | 5,250 | 6,174 | |
Kroger Co. | 8.000% | 9/15/29 | 4,085 | 4,882 | ||
Kroger Co. | 2.200% | 5/1/30 | 4,515 | 3,806 | ||
Kroger Co. | 7.500% | 4/1/31 | 2,689 | 3,194 | ||
Kroger Co. | 6.900% | 4/15/38 | 5,744 | 6,681 | ||
Kroger Co. | 5.400% | 7/15/40 | 4,452 | 4,494 | ||
Kroger Co. | 5.000% | 4/15/42 | 6,847 | 6,612 | ||
Kroger Co. | 5.150% | 8/1/43 | 3,625 | 3,555 | ||
Kroger Co. | 3.875% | 10/15/46 | 11,115 | 9,224 | ||
Kroger Co. | 4.450% | 2/1/47 | 15,227 | 13,800 | ||
Kroger Co. | 4.650% | 1/15/48 | 6,076 | 5,647 | ||
Kroger Co. | 3.950% | 1/15/50 | 7,989 | 6,754 | ||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 10,985 | 10,780 | ||
McCormick & Co. Inc. | 0.900% | 2/15/26 | 6,266 | 5,561 | ||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 10,536 | 10,057 | ||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 7,457 | 6,372 | ||
McCormick & Co. Inc. | 1.850% | 2/15/31 | 5,439 | 4,322 | ||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 6,083 | 5,500 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 12,636 | 12,714 | ||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 6,850 | 7,637 | ||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 13,626 | 13,214 | ||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 28,671 | 26,959 | ||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 15,849 | 14,525 | ||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 25,692 | 21,037 | ||
Mondelez International Inc. | 1.500% | 5/4/25 | 8,132 | 7,595 | ||
Mondelez International Inc. | 2.625% | 3/17/27 | 9,000 | 8,422 | ||
Mondelez International Inc. | 2.750% | 4/13/30 | 9,597 | 8,424 | ||
Mondelez International Inc. | 1.500% | 2/4/31 | 9,425 | 7,395 | ||
Mondelez International Inc. | 3.000% | 3/17/32 | 5,500 | 4,811 | ||
Mondelez International Inc. | 1.875% | 10/15/32 | 9,475 | 7,373 | ||
Mondelez International Inc. | 2.625% | 9/4/50 | 15,272 | 10,357 | ||
PepsiCo Inc. | 3.600% | 3/1/24 | 11,213 | 11,280 | ||
PepsiCo Inc. | 2.250% | 3/19/25 | 18,570 | 18,078 | ||
PepsiCo Inc. | 2.750% | 4/30/25 | 20,217 | 19,913 | ||
PepsiCo Inc. | 3.500% | 7/17/25 | 13,403 | 13,459 | ||
PepsiCo Inc. | 2.850% | 2/24/26 | 11,448 | 11,245 | ||
PepsiCo Inc. | 2.375% | 10/6/26 | 17,518 | 16,819 | ||
PepsiCo Inc. | 2.625% | 3/19/27 | 12,118 | 11,617 | ||
PepsiCo Inc. | 3.000% | 10/15/27 | 14,498 | 14,120 | ||
PepsiCo Inc. | 2.625% | 7/29/29 | 15,290 | 14,160 | ||
PepsiCo Inc. | 2.750% | 3/19/30 | 30,942 | 28,497 | ||
PepsiCo Inc. | 1.625% | 5/1/30 | 15,545 | 13,182 | ||
PepsiCo Inc. | 1.400% | 2/25/31 | 11,614 | 9,533 | ||
PepsiCo Inc. | 1.950% | 10/21/31 | 5,365 | 4,575 | ||
PepsiCo Inc. | 3.500% | 3/19/40 | 10,350 | 9,233 | ||
PepsiCo Inc. | 2.625% | 10/21/41 | 8,200 | 6,444 | ||
PepsiCo Inc. | 4.000% | 3/5/42 | 7,599 | 7,116 | ||
PepsiCo Inc. | 3.600% | 8/13/42 | 10,234 | 9,081 | ||
PepsiCo Inc. | 4.250% | 10/22/44 | 4,079 | 3,881 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | 14,548 | 14,685 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 19,739 | 16,998 | ||
PepsiCo Inc. | 4.000% | 5/2/47 | 6,573 | 6,250 | ||
PepsiCo Inc. | 3.375% | 7/29/49 | 7,210 | 6,168 | ||
PepsiCo Inc. | 2.875% | 10/15/49 | 13,219 | 10,493 | ||
PepsiCo Inc. | 3.625% | 3/19/50 | 4,480 | �� 4,064 | ||
PepsiCo Inc. | 2.750% | 10/21/51 | 5,360 | 4,120 | ||
PepsiCo Inc. | 3.875% | 3/19/60 | 3,000 | 2,791 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Philip Morris International Inc. | 3.600% | 11/15/23 | 12,816 | 12,867 | ||
Philip Morris International Inc. | 2.875% | 5/1/24 | 17,780 | 17,572 | ||
Philip Morris International Inc. | 3.250% | 11/10/24 | 14,670 | 14,489 | ||
Philip Morris International Inc. | 1.500% | 5/1/25 | 5,921 | 5,541 | ||
Philip Morris International Inc. | 3.375% | 8/11/25 | 9,859 | 9,699 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 17,941 | 17,140 | ||
Philip Morris International Inc. | 0.875% | 5/1/26 | 5,083 | 4,501 | ||
Philip Morris International Inc. | 3.125% | 8/17/27 | 2,465 | 2,314 | ||
Philip Morris International Inc. | 3.125% | 3/2/28 | 8,022 | 7,334 | ||
Philip Morris International Inc. | 3.375% | 8/15/29 | 9,353 | 8,431 | ||
Philip Morris International Inc. | 2.100% | 5/1/30 | 13,525 | 11,049 | ||
Philip Morris International Inc. | 6.375% | 5/16/38 | 13,140 | 13,791 | ||
Philip Morris International Inc. | 4.375% | 11/15/41 | 13,632 | 11,382 | ||
Philip Morris International Inc. | 4.500% | 3/20/42 | 15,356 | 13,101 | ||
Philip Morris International Inc. | 3.875% | 8/21/42 | 8,845 | 6,934 | ||
Philip Morris International Inc. | 4.125% | 3/4/43 | 13,935 | 11,224 | ||
Philip Morris International Inc. | 4.875% | 11/15/43 | 9,617 | 8,575 | ||
Philip Morris International Inc. | 4.250% | 11/10/44 | 1,222 | 997 | ||
Procter & Gamble Co. | 3.100% | 8/15/23 | 16,232 | 16,313 | ||
Procter & Gamble Co. | 0.550% | 10/29/25 | 6,135 | 5,643 | ||
Procter & Gamble Co. | 2.700% | 2/2/26 | 17,928 | 17,607 | ||
Procter & Gamble Co. | 2.450% | 11/3/26 | 12,755 | 12,274 | ||
Procter & Gamble Co. | 2.800% | 3/25/27 | 18,627 | 18,034 | ||
Procter & Gamble Co. | 2.850% | 8/11/27 | 1,457 | 1,412 | ||
Procter & Gamble Co. | 3.000% | 3/25/30 | 23,852 | 22,510 | ||
Procter & Gamble Co. | 1.200% | 10/29/30 | 19,870 | 16,236 | ||
Procter & Gamble Co. | 5.550% | 3/5/37 | 1,920 | 2,215 | ||
Procter & Gamble Co. | 3.550% | 3/25/40 | 12,151 | 11,043 | ||
Procter & Gamble Co. | 3.500% | 10/25/47 | 9,232 | 8,198 | ||
Procter & Gamble Co. | 3.600% | 3/25/50 | 7,134 | 6,531 | ||
Reynolds American Inc. | 4.450% | 6/12/25 | 36,711 | 36,570 | ||
Reynolds American Inc. | 5.700% | 8/15/35 | 11,928 | 11,118 | ||
Reynolds American Inc. | 7.250% | 6/15/37 | 3,543 | 3,693 | ||
3 | Reynolds American Inc. | 8.125% | 5/1/40 | 2,569 | 2,882 | |
3 | Reynolds American Inc. | 7.000% | 8/4/41 | 3,375 | 3,407 | |
Reynolds American Inc. | 6.150% | 9/15/43 | 12,139 | 11,035 | ||
Reynolds American Inc. | 5.850% | 8/15/45 | 28,652 | 24,103 | ||
Sysco Corp. | 3.750% | 10/1/25 | 9,112 | 9,079 | ||
Sysco Corp. | 3.300% | 7/15/26 | 19,621 | 18,990 | ||
Sysco Corp. | 3.250% | 7/15/27 | 21,772 | 20,734 | ||
Sysco Corp. | 2.400% | 2/15/30 | 3,550 | 3,033 | ||
Sysco Corp. | 5.950% | 4/1/30 | 11,140 | 11,884 | ||
Sysco Corp. | 6.600% | 4/1/40 | 13,747 | 15,746 | ||
Sysco Corp. | 4.850% | 10/1/45 | 8,460 | 7,841 | ||
Sysco Corp. | 4.500% | 4/1/46 | 9,084 | 8,073 | ||
Sysco Corp. | 4.450% | 3/15/48 | 8,111 | 7,082 | ||
Sysco Corp. | 3.300% | 2/15/50 | 7,200 | 5,378 | ||
Sysco Corp. | 6.600% | 4/1/50 | 16,574 | 19,105 | ||
Sysco Corp. | 3.150% | 12/14/51 | 8,090 | 5,799 | ||
Target Corp. | 3.500% | 7/1/24 | 13,028 | 13,066 | ||
Target Corp. | 2.250% | 4/15/25 | 14,700 | 14,206 | ||
Target Corp. | 2.500% | 4/15/26 | 11,350 | 10,891 | ||
Target Corp. | 1.950% | 1/15/27 | 5,710 | 5,301 | ||
Target Corp. | 3.375% | 4/15/29 | 18,195 | 17,501 | ||
Target Corp. | 2.350% | 2/15/30 | 9,089 | 8,028 | ||
Target Corp. | 2.650% | 9/15/30 | 11,438 | 10,268 | ||
Target Corp. | 6.500% | 10/15/37 | 5,687 | 6,733 | ||
Target Corp. | 7.000% | 1/15/38 | 8,807 | 10,936 | ||
Target Corp. | 4.000% | 7/1/42 | 2,790 | 2,580 | ||
Target Corp. | 3.625% | 4/15/46 | 9,770 | 8,398 | ||
Target Corp. | 3.900% | 11/15/47 | 980 | 879 | ||
Target Corp. | 2.950% | 1/15/52 | 18,970 | 14,349 | ||
Tyson Foods Inc. | 3.900% | 9/28/23 | 1,725 | 1,731 | ||
Tyson Foods Inc. | 3.950% | 8/15/24 | 21,504 | 21,446 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 13,796 | 13,663 | ||
Tyson Foods Inc. | 3.550% | 6/2/27 | 15,942 | 15,285 | ||
Tyson Foods Inc. | 4.350% | 3/1/29 | 17,728 | 17,518 | ||
Tyson Foods Inc. | 4.875% | 8/15/34 | 9,776 | 9,852 | ||
Tyson Foods Inc. | 5.150% | 8/15/44 | 14,462 | 14,319 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Tyson Foods Inc. | 4.550% | 6/2/47 | 2,200 | 2,008 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 4,409 | 4,442 | ||
Unilever Capital Corp. | 0.375% | 9/14/23 | 3,485 | 3,374 | ||
Unilever Capital Corp. | 3.250% | 3/7/24 | 16,450 | 16,458 | ||
Unilever Capital Corp. | 2.600% | 5/5/24 | 25,413 | 25,040 | ||
Unilever Capital Corp. | 0.626% | 8/12/24 | 3,000 | 2,833 | ||
Unilever Capital Corp. | 3.375% | 3/22/25 | 266 | 265 | ||
Unilever Capital Corp. | 3.100% | 7/30/25 | 9,891 | 9,778 | ||
Unilever Capital Corp. | 2.000% | 7/28/26 | 11,245 | 10,584 | ||
Unilever Capital Corp. | 2.900% | 5/5/27 | 6,650 | 6,386 | ||
Unilever Capital Corp. | 3.500% | 3/22/28 | 2,525 | 2,469 | ||
Unilever Capital Corp. | 2.125% | 9/6/29 | 19,790 | 17,429 | ||
Unilever Capital Corp. | 1.375% | 9/14/30 | 4,792 | 3,895 | ||
Unilever Capital Corp. | 1.750% | 8/12/31 | 7,190 | 5,928 | ||
Unilever Capital Corp. | 5.900% | 11/15/32 | 8,975 | 10,211 | ||
3 | Unilever Capital Corp. | 2.625% | 8/12/51 | 7,075 | 5,120 | |
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 13,253 | 13,169 | ||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 28,602 | 27,769 | ||
Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | 4,050 | 3,576 | ||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 6,204 | 5,458 | ||
Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | 14,390 | 11,355 | ||
Walmart Inc. | 3.300% | 4/22/24 | 27,573 | 27,654 | ||
Walmart Inc. | 2.850% | 7/8/24 | 8,894 | 8,850 | ||
Walmart Inc. | 2.650% | 12/15/24 | 22,381 | 22,123 | ||
Walmart Inc. | 3.550% | 6/26/25 | 31,685 | 31,978 | ||
Walmart Inc. | 3.050% | 7/8/26 | 28,105 | 27,847 | ||
Walmart Inc. | 1.050% | 9/17/26 | 6,069 | 5,527 | ||
Walmart Inc. | 3.700% | 6/26/28 | 32,290 | 32,151 | ||
Walmart Inc. | 1.500% | 9/22/28 | 10,942 | 9,593 | ||
Walmart Inc. | 3.250% | 7/8/29 | 20,943 | 20,180 | ||
Walmart Inc. | 2.375% | 9/24/29 | 13,470 | 12,240 | ||
Walmart Inc. | 1.800% | 9/22/31 | 6,143 | 5,222 | ||
Walmart Inc. | 5.250% | 9/1/35 | 13,041 | 14,511 | ||
Walmart Inc. | 6.500% | 8/15/37 | 483 | 613 | ||
Walmart Inc. | 6.200% | 4/15/38 | 15,844 | 19,318 | ||
Walmart Inc. | 3.950% | 6/28/38 | 14,369 | 13,905 | ||
Walmart Inc. | 5.625% | 4/1/40 | 4,410 | 5,067 | ||
Walmart Inc. | 5.000% | 10/25/40 | 4,065 | 4,341 | ||
Walmart Inc. | 5.625% | 4/15/41 | 2,745 | 3,192 | ||
Walmart Inc. | 4.000% | 4/11/43 | 20,657 | 19,494 | ||
Walmart Inc. | 4.300% | 4/22/44 | 5,500 | 5,329 | ||
Walmart Inc. | 3.625% | 12/15/47 | 9,204 | 8,170 | ||
Walmart Inc. | 4.050% | 6/29/48 | 11,076 | 10,772 | ||
Walmart Inc. | 2.950% | 9/24/49 | 15,700 | 12,663 | ||
4,856,683 | ||||||
Energy (1.9%) | ||||||
Baker Hughes Holdings LLC | 1.231% | 12/15/23 | 4,730 | 4,595 | ||
Baker Hughes Holdings LLC | 2.061% | 12/15/26 | 5,840 | 5,367 | ||
Baker Hughes Holdings LLC | 3.337% | 12/15/27 | 18,990 | 17,957 | ||
Baker Hughes Holdings LLC | 3.138% | 11/7/29 | 6,405 | 5,791 | ||
Baker Hughes Holdings LLC | 4.486% | 5/1/30 | 8,939 | 8,833 | ||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 15,164 | 14,851 | ||
Baker Hughes Holdings LLC | 4.080% | 12/15/47 | 15,500 | 13,100 | ||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 8,524 | 8,589 | ||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 15,951 | 16,520 | ||
Boardwalk Pipelines LP | 4.450% | 7/15/27 | 6,049 | 5,865 | ||
Boardwalk Pipelines LP | 3.600% | 9/1/32 | 5,880 | 4,987 | ||
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 7,259 | 7,293 | ||
BP Capital Markets America Inc. | 3.194% | 4/6/25 | 9,435 | 9,326 | ||
BP Capital Markets America Inc. | 3.796% | 9/21/25 | 21,076 | 21,137 | ||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 15,426 | 15,141 | ||
3 | BP Capital Markets America Inc. | 3.119% | 5/4/26 | 20,500 | 19,837 | |
3 | BP Capital Markets America Inc. | 3.017% | 1/16/27 | 11,542 | 11,013 | |
BP Capital Markets America Inc. | 3.543% | 4/6/27 | 12,948 | 12,606 | ||
3 | BP Capital Markets America Inc. | 3.588% | 4/14/27 | 8,229 | 8,022 | |
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 15,686 | 15,328 | ||
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 17,910 | 17,795 | ||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 24,761 | 23,441 | ||
BP Capital Markets America Inc. | 1.749% | 8/10/30 | 7,050 | 5,793 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
BP Capital Markets America Inc. | 2.721% | 1/12/32 | 12,597 | 10,853 | ||
BP Capital Markets America Inc. | 3.060% | 6/17/41 | 19,735 | 15,371 | ||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 31,206 | 22,707 | ||
BP Capital Markets America Inc. | 2.772% | 11/10/50 | 27,019 | 18,794 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 20,450 | 14,613 | ||
BP Capital Markets America Inc. | 3.001% | 3/17/52 | 17,060 | 12,322 | ||
BP Capital Markets America Inc. | 3.379% | 2/8/61 | 16,755 | 12,414 | ||
BP Capital Markets plc | 3.279% | 9/19/27 | 28,472 | 27,276 | ||
BP Capital Markets plc | 3.723% | 11/28/28 | 16,834 | 16,308 | ||
Burlington Resources LLC | 7.200% | 8/15/31 | 3,525 | 4,181 | ||
Burlington Resources LLC | 7.400% | 12/1/31 | 5,850 | 7,049 | ||
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 7,648 | 7,597 | ||
Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | 758 | 751 | ||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 5,733 | 5,370 | ||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 22,448 | 21,559 | ||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 8,297 | 7,284 | ||
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 5,093 | 5,778 | ||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 7,731 | 8,363 | ||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 4,783 | 4,858 | ||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 16,023 | 17,126 | ||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 15,578 | 16,496 | ||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 6,059 | 6,687 | ||
3 | Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 8,331 | 7,926 | |
Cenovus Energy Inc. | 5.375% | 7/15/25 | 10,341 | 10,654 | ||
Cenovus Energy Inc. | 4.250% | 4/15/27 | 13,502 | 13,248 | ||
Cenovus Energy Inc. | 4.400% | 4/15/29 | 9,469 | 9,125 | ||
Cenovus Energy Inc. | 2.650% | 1/15/32 | 9,425 | 7,806 | ||
Cenovus Energy Inc. | 5.250% | 6/15/37 | 9,566 | 9,321 | ||
Cenovus Energy Inc. | 6.800% | 9/15/37 | 5,016 | 5,521 | ||
Cenovus Energy Inc. | 6.750% | 11/15/39 | 24,681 | 26,279 | ||
Cenovus Energy Inc. | 5.400% | 6/15/47 | 14,508 | 13,981 | ||
Cenovus Energy Inc. | 3.750% | 2/15/52 | 10,100 | 7,682 | ||
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 13,352 | 13,847 | ||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 19,073 | 19,524 | ||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 28,242 | 28,362 | ||
Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 20,170 | 18,504 | ||
Cheniere Corpus Christi Holdings LLC | 2.742% | 12/31/39 | 11,190 | 8,691 | ||
Chevron Corp. | 2.895% | 3/3/24 | 12,686 | 12,641 | ||
Chevron Corp. | 1.554% | 5/11/25 | 32,813 | 31,112 | ||
Chevron Corp. | 3.326% | 11/17/25 | 9,719 | 9,674 | ||
Chevron Corp. | 2.954% | 5/16/26 | 23,992 | 23,442 | ||
Chevron Corp. | 1.995% | 5/11/27 | 7,804 | 7,193 | ||
Chevron Corp. | 2.236% | 5/11/30 | 22,258 | 19,583 | ||
Chevron Corp. | 3.078% | 5/11/50 | 13,653 | 10,875 | ||
Chevron USA Inc. | 0.426% | 8/11/23 | 3,860 | 3,752 | ||
Chevron USA Inc. | 3.900% | 11/15/24 | 7,440 | 7,512 | ||
Chevron USA Inc. | 0.687% | 8/12/25 | 7,950 | 7,315 | ||
Chevron USA Inc. | 1.018% | 8/12/27 | 11,025 | 9,625 | ||
Chevron USA Inc. | 3.850% | 1/15/28 | 9,620 | 9,570 | ||
Chevron USA Inc. | 3.250% | 10/15/29 | 11,724 | 11,102 | ||
Chevron USA Inc. | 5.250% | 11/15/43 | 14,799 | 15,761 | ||
Chevron USA Inc. | 2.343% | 8/12/50 | 9,701 | 6,714 | ||
CNOOC Finance 2013 Ltd. | 2.875% | 9/30/29 | 1,600 | 1,485 | ||
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 9,500 | 8,372 | ||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 9,300 | 6,820 | ||
CNOOC Finance 2014 ULC | 4.250% | 4/30/24 | 2,600 | 2,636 | ||
CNOOC Finance 2014 ULC | 4.875% | 4/30/44 | 6,500 | 6,155 | ||
CNOOC Finance 2015 Australia Pty. Ltd. | 4.200% | 5/5/45 | 1,000 | 870 | ||
CNOOC Finance 2015 USA LLC | 3.500% | 5/5/25 | 6,100 | 6,084 | ||
CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | 19,246 | 19,633 | ||
CNOOC Petroleum North America ULC | 7.875% | 3/15/32 | 11,000 | 13,582 | ||
CNOOC Petroleum North America ULC | 5.875% | 3/10/35 | 6,775 | 7,134 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CNOOC Petroleum North America ULC | 6.400% | 5/15/37 | 16,352 | 18,191 | ||
CNOOC Petroleum North America ULC | 7.500% | 7/30/39 | 5,100 | 6,220 | ||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 18,669 | 18,849 | ||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 6,138 | 6,319 | ||
Conoco Funding Co. | 7.250% | 10/15/31 | 2,976 | 3,522 | ||
ConocoPhillips | 4.300% | 8/15/28 | 14,746 | 14,915 | ||
ConocoPhillips | 2.400% | 2/15/31 | 6,630 | 5,682 | ||
ConocoPhillips | 5.900% | 10/15/32 | 9,838 | 10,815 | ||
ConocoPhillips | 5.900% | 5/15/38 | 10,260 | 11,347 | ||
ConocoPhillips | 6.500% | 2/1/39 | 15,701 | 18,440 | ||
ConocoPhillips | 4.875% | 10/1/47 | 8,456 | 8,350 | ||
ConocoPhillips Co. | 3.350% | 11/15/24 | 3,123 | 3,102 | ||
ConocoPhillips Co. | 6.950% | 4/15/29 | 15,438 | 17,661 | ||
7 | ConocoPhillips Co. | 3.758% | 3/15/42 | 9,621 | 8,415 | |
ConocoPhillips Co. | 4.300% | 11/15/44 | 14,907 | 13,700 | ||
ConocoPhillips Co. | 3.800% | 3/15/52 | 14,210 | 12,190 | ||
7 | ConocoPhillips Co. | 4.025% | 3/15/62 | 23,153 | 19,781 | |
Continental Resources Inc. | 3.800% | 6/1/24 | 4,110 | 4,071 | ||
Continental Resources Inc. | 4.375% | 1/15/28 | 8,555 | 8,041 | ||
Continental Resources Inc. | 4.900% | 6/1/44 | 5,052 | 3,974 | ||
7 | Coterra Energy Inc. | 4.375% | 6/1/24 | 11,297 | 11,291 | |
7 | Coterra Energy Inc. | 3.900% | 5/15/27 | 15,246 | 14,661 | |
7 | Coterra Energy Inc. | 4.375% | 3/15/29 | 3,221 | 3,158 | |
Devon Energy Corp. | 5.250% | 9/15/24 | 7,265 | 7,420 | ||
Devon Energy Corp. | 5.850% | 12/15/25 | 6,251 | 6,511 | ||
Devon Energy Corp. | 5.250% | 10/15/27 | 5,750 | 5,783 | ||
Devon Energy Corp. | 5.875% | 6/15/28 | 5,364 | 5,447 | ||
Devon Energy Corp. | 4.500% | 1/15/30 | 9,723 | 9,166 | ||
Devon Energy Corp. | 7.875% | 9/30/31 | 7,900 | 9,252 | ||
Devon Energy Corp. | 7.950% | 4/15/32 | 4,780 | 5,636 | ||
Devon Energy Corp. | 5.600% | 7/15/41 | 16,297 | 16,171 | ||
Devon Energy Corp. | 4.750% | 5/15/42 | 8,476 | 7,662 | ||
Devon Energy Corp. | 5.000% | 6/15/45 | 8,663 | 8,045 | ||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 14,106 | 13,768 | ||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 12,763 | 11,694 | ||
Diamondback Energy Inc. | 3.125% | 3/24/31 | 14,410 | 12,552 | ||
Diamondback Energy Inc. | 4.400% | 3/24/51 | 6,475 | 5,535 | ||
Diamondback Energy Inc. | 4.250% | 3/15/52 | 6,180 | 5,129 | ||
7 | Eastern Gas Transmission & Storage Inc. | 3.600% | 12/15/24 | 2,631 | 2,615 | |
7 | Eastern Gas Transmission & Storage Inc. | 3.000% | 11/15/29 | 4,100 | 3,712 | |
7 | Eastern Gas Transmission & Storage Inc. | 4.800% | 11/1/43 | 6,535 | 6,108 | |
7 | Eastern Gas Transmission & Storage Inc. | 4.600% | 12/15/44 | 5,163 | 4,751 | |
7 | Eastern Gas Transmission & Storage Inc. | 3.900% | 11/15/49 | 200 | 160 | |
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 9,241 | 9,656 | ||
3 | Enbridge Energy Partners LP | 7.500% | 4/15/38 | 10,010 | 11,783 | |
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 4,365 | 4,353 | ||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 11,531 | 13,798 | ||
Enbridge Inc. | 4.000% | 10/1/23 | 3,610 | 3,618 | ||
Enbridge Inc. | 0.550% | 10/4/23 | 1,567 | 1,509 | ||
Enbridge Inc. | 2.150% | 2/16/24 | 2,000 | 1,942 | ||
Enbridge Inc. | 2.500% | 1/15/25 | 7,593 | 7,307 | ||
Enbridge Inc. | 2.500% | 2/14/25 | 3,000 | 2,884 | ||
Enbridge Inc. | 1.600% | 10/4/26 | 2,050 | 1,826 | ||
Enbridge Inc. | 4.250% | 12/1/26 | 13,734 | 13,589 | ||
Enbridge Inc. | 3.700% | 7/15/27 | 12,451 | 11,940 | ||
Enbridge Inc. | 3.125% | 11/15/29 | 12,611 | 11,418 | ||
Enbridge Inc. | 2.500% | 8/1/33 | 12,395 | 10,024 | ||
Enbridge Inc. | 4.500% | 6/10/44 | 7,320 | 6,399 | ||
Enbridge Inc. | 4.000% | 11/15/49 | 6,480 | 5,431 | ||
Enbridge Inc. | 3.400% | 8/1/51 | 13,171 | 9,940 | ||
3 | Energy Transfer LP | 4.200% | 9/15/23 | 7,677 | 7,677 | |
Energy Transfer LP | 4.500% | 11/1/23 | 7,815 | 7,846 | ||
Energy Transfer LP | 4.900% | 2/1/24 | 2,554 | 2,574 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Energy Transfer LP | 4.250% | 4/1/24 | 9,163 | 9,135 | ||
Energy Transfer LP | 4.500% | 4/15/24 | 2,270 | 2,272 | ||
Energy Transfer LP | 3.900% | 5/15/24 | 14,121 | 13,966 | ||
Energy Transfer LP | 4.050% | 3/15/25 | 15,425 | 15,196 | ||
Energy Transfer LP | 2.900% | 5/15/25 | 11,464 | 10,907 | ||
Energy Transfer LP | 5.950% | 12/1/25 | 6,854 | 7,088 | ||
Energy Transfer LP | 4.750% | 1/15/26 | 15,908 | 15,877 | ||
Energy Transfer LP | 3.900% | 7/15/26 | 7,264 | 6,988 | ||
Energy Transfer LP | 4.400% | 3/15/27 | 12,812 | 12,362 | ||
Energy Transfer LP | 4.200% | 4/15/27 | 8,425 | 8,097 | ||
3 | Energy Transfer LP | 5.500% | 6/1/27 | 14,177 | 14,387 | |
Energy Transfer LP | 4.000% | 10/1/27 | 11,060 | 10,462 | ||
Energy Transfer LP | 4.950% | 5/15/28 | 20,112 | 19,697 | ||
Energy Transfer LP | 4.950% | 6/15/28 | 15,275 | 15,052 | ||
Energy Transfer LP | 5.250% | 4/15/29 | 16,698 | 16,547 | ||
Energy Transfer LP | 3.750% | 5/15/30 | 13,755 | 12,386 | ||
Energy Transfer LP | 4.900% | 3/15/35 | 5,828 | 5,251 | ||
Energy Transfer LP | 6.625% | 10/15/36 | 6,131 | 6,158 | ||
3 | Energy Transfer LP | 5.800% | 6/15/38 | 10,125 | 9,511 | |
Energy Transfer LP | 7.500% | 7/1/38 | 6,544 | 7,062 | ||
Energy Transfer LP | 6.050% | 6/1/41 | 8,740 | 8,489 | ||
Energy Transfer LP | 6.500% | 2/1/42 | 12,295 | 12,327 | ||
Energy Transfer LP | 6.100% | 2/15/42 | 10,946 | 10,461 | ||
Energy Transfer LP | 4.950% | 1/15/43 | 1,150 | 954 | ||
Energy Transfer LP | 5.150% | 2/1/43 | 2,669 | 2,285 | ||
Energy Transfer LP | 5.950% | 10/1/43 | 5,388 | 5,067 | ||
Energy Transfer LP | 5.300% | 4/1/44 | 7,978 | 6,912 | ||
Energy Transfer LP | 5.000% | 5/15/44 | 1,493 | 1,250 | ||
Energy Transfer LP | 5.150% | 3/15/45 | 6,058 | 5,185 | ||
Energy Transfer LP | 5.350% | 5/15/45 | 19,266 | 16,855 | ||
Energy Transfer LP | 6.125% | 12/15/45 | 18,683 | 17,903 | ||
Energy Transfer LP | 5.300% | 4/15/47 | 10,828 | 9,374 | ||
Energy Transfer LP | 5.400% | 10/1/47 | 13,522 | 11,891 | ||
Energy Transfer LP | 6.000% | 6/15/48 | 17,073 | 16,048 | ||
Energy Transfer LP | 6.250% | 4/15/49 | 20,955 | 20,326 | ||
Energy Transfer LP | 5.000% | 5/15/50 | 27,020 | 22,988 | ||
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 11,050 | 11,037 | ||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 21,659 | 21,447 | ||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 5,366 | 5,278 | ||
Enterprise Products Operating LLC | 3.950% | 2/15/27 | 3,872 | 3,816 | ||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 32,223 | 29,012 | ||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 11,892 | 10,421 | ||
3 | Enterprise Products Operating LLC | 6.875% | 3/1/33 | 7,309 | 8,385 | |
3 | Enterprise Products Operating LLC | 6.650% | 10/15/34 | 2,477 | 2,773 | |
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 4,349 | 5,164 | ||
Enterprise Products Operating LLC | 6.125% | 10/15/39 | 7,968 | 8,455 | ||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 10,036 | 10,479 | ||
Enterprise Products Operating LLC | 5.700% | 2/15/42 | 7,820 | 7,894 | ||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 9,912 | 9,133 | ||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 17,263 | 15,063 | ||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 12,302 | 11,175 | ||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 5,735 | 5,395 | ||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 25,904 | 23,822 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 16,760 | 14,126 | ||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 16,246 | 14,745 | ||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 20,371 | 17,001 | ||
Enterprise Products Operating LLC | 3.700% | 1/31/51 | 9,830 | 7,680 | ||
Enterprise Products Operating LLC | 3.200% | 2/15/52 | 9,000 | 6,455 | ||
Enterprise Products Operating LLC | 3.300% | 2/15/53 | 10,350 | 7,546 | ||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 9,943 | 9,081 | ||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 15,873 | 12,503 | ||
3 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 9,225 | 7,751 | |
3 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 10,068 | 8,000 | |
EOG Resources Inc. | 3.150% | 4/1/25 | 8,796 | 8,653 | ||
EOG Resources Inc. | 4.150% | 1/15/26 | 15,252 | 15,385 | ||
EOG Resources Inc. | 4.375% | 4/15/30 | 13,621 | 13,687 | ||
EOG Resources Inc. | 3.900% | 4/1/35 | 615 | 572 | ||
EOG Resources Inc. | 4.950% | 4/15/50 | 7,356 | 7,606 | ||
EQT Corp. | 6.625% | 2/1/25 | 7,425 | 7,654 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | EQT Corp. | 3.125% | 5/15/26 | 6,400 | 6,001 | |
EQT Corp. | 3.900% | 10/1/27 | 5,035 | 4,705 | ||
EQT Corp. | 5.000% | 1/15/29 | 6,820 | 6,602 | ||
EQT Corp. | 7.500% | 2/1/30 | 10,715 | 11,522 | ||
Exxon Mobil Corp. | 3.176% | 3/15/24 | 525 | 525 | ||
Exxon Mobil Corp. | 2.019% | 8/16/24 | 15,380 | 15,008 | ||
Exxon Mobil Corp. | 2.709% | 3/6/25 | 13,114 | 12,849 | ||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 51,154 | 50,407 | ||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 19,091 | 18,740 | ||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 15,603 | 14,812 | ||
Exxon Mobil Corp. | 3.294% | 3/19/27 | 9,970 | 9,817 | ||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 18,028 | 16,207 | ||
Exxon Mobil Corp. | 3.482% | 3/19/30 | 22,560 | 21,621 | ||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 28,982 | 26,047 | ||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 11,742 | 9,594 | ||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 29,239 | 27,611 | ||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 17,530 | 14,847 | ||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 21,471 | 19,623 | ||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 26,759 | 20,857 | ||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 36,564 | 34,524 | ||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 35,941 | 29,511 | ||
Halliburton Co. | 3.500% | 8/1/23 | 2,273 | 2,275 | ||
Halliburton Co. | 3.800% | 11/15/25 | 3,478 | 3,440 | ||
Halliburton Co. | 2.920% | 3/1/30 | 16,902 | 14,971 | ||
Halliburton Co. | 4.850% | 11/15/35 | 20,941 | 20,078 | ||
Halliburton Co. | 6.700% | 9/15/38 | 12,407 | 13,630 | ||
Halliburton Co. | 4.500% | 11/15/41 | 4,420 | 3,862 | ||
Halliburton Co. | 4.750% | 8/1/43 | 14,871 | 13,227 | ||
Halliburton Co. | 5.000% | 11/15/45 | 21,142 | 19,395 | ||
Helmerich & Payne Inc. | 2.900% | 9/29/31 | 7,300 | 6,251 | ||
Hess Corp. | 3.500% | 7/15/24 | 4,467 | 4,396 | ||
Hess Corp. | 4.300% | 4/1/27 | 12,883 | 12,564 | ||
Hess Corp. | 7.875% | 10/1/29 | 6,380 | 7,341 | ||
Hess Corp. | 7.300% | 8/15/31 | 7,087 | 7,931 | ||
Hess Corp. | 7.125% | 3/15/33 | 7,795 | 8,671 | ||
Hess Corp. | 6.000% | 1/15/40 | 10,608 | 10,874 | ||
Hess Corp. | 5.600% | 2/15/41 | 21,251 | 20,709 | ||
Hess Corp. | 5.800% | 4/1/47 | 2,227 | 2,229 | ||
7 | HF Sinclair Corp. | 2.625% | 10/1/23 | 2,860 | 2,780 | |
7 | HF Sinclair Corp. | 5.875% | 4/1/26 | 6,563 | 6,628 | |
7 | HF Sinclair Corp. | 4.500% | 10/1/30 | 5,793 | 5,268 | |
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 14,661 | 14,599 | ||
Kinder Morgan Energy Partners LP | 4.150% | 2/1/24 | 605 | 605 | ||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 21,036 | 21,078 | ||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 7,936 | 7,939 | ||
Kinder Morgan Energy Partners LP | 7.400% | 3/15/31 | 1,010 | 1,128 | ||
Kinder Morgan Energy Partners LP | 7.750% | 3/15/32 | 455 | 520 | ||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 3,690 | 4,132 | ||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 7,249 | 7,340 | ||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 17,321 | 18,372 | ||
3 | Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 8,495 | 9,160 | |
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 8,145 | 8,352 | ||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 9,018 | 9,373 | ||
Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | 7,825 | 8,735 | ||
Kinder Morgan Energy Partners LP | 6.375% | 3/1/41 | 1,973 | 1,976 | ||
Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | 12,514 | 11,649 | ||
Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | 6,239 | 5,463 | ||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 11,974 | 10,145 | ||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 5,306 | 4,644 | ||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 12,869 | 12,037 | ||
Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | 3,280 | 3,006 | ||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 17,896 | 17,845 | ||
Kinder Morgan Inc. | 1.750% | 11/15/26 | 6,375 | 5,654 | ||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 16,414 | 15,993 | ||
Kinder Morgan Inc. | 2.000% | 2/15/31 | 9,765 | 7,812 | ||
3 | Kinder Morgan Inc. | 7.800% | 8/1/31 | 5,675 | 6,589 | |
3 | Kinder Morgan Inc. | 7.750% | 1/15/32 | 10,900 | 12,715 | |
Kinder Morgan Inc. | 5.300% | 12/1/34 | 19,259 | 18,750 | ||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 22,592 | 21,340 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 13,271 | 11,860 | ||
Kinder Morgan Inc. | 5.200% | 3/1/48 | 1,025 | 937 | ||
Kinder Morgan Inc. | 3.250% | 8/1/50 | 5,640 | 3,923 | ||
Kinder Morgan Inc. | 3.600% | 2/15/51 | 5,631 | 4,135 | ||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 10,746 | 10,970 | ||
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 3,197 | 2,827 | ||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 477 | 441 | ||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 5,149 | 4,343 | ||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 12,096 | 9,970 | ||
Magellan Midstream Partners LP | 4.850% | 2/1/49 | 6,580 | 5,900 | ||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 9,500 | 7,497 | ||
Marathon Oil Corp. | 4.400% | 7/15/27 | 17,052 | 16,660 | ||
Marathon Oil Corp. | 6.800% | 3/15/32 | 6,530 | 7,086 | ||
Marathon Oil Corp. | 6.600% | 10/1/37 | 13,180 | 13,963 | ||
Marathon Oil Corp. | 5.200% | 6/1/45 | 4,180 | 3,833 | ||
Marathon Petroleum Corp. | 3.625% | 9/15/24 | 8,695 | 8,611 | ||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 15,863 | 16,070 | ||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 19,830 | 20,339 | ||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 9,142 | 8,651 | ||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 16,265 | 17,695 | ||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 8,332 | 7,353 | ||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 5,436 | 4,584 | ||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 3,074 | 2,730 | ||
MPLX LP | 4.500% | 7/15/23 | 22,980 | 23,029 | ||
MPLX LP | 4.875% | 12/1/24 | 14,283 | 14,386 | ||
MPLX LP | 4.000% | 2/15/25 | 5,154 | 5,077 | ||
MPLX LP | 4.875% | 6/1/25 | 15,525 | 15,610 | ||
MPLX LP | 1.750% | 3/1/26 | 21,074 | 19,013 | ||
MPLX LP | 4.125% | 3/1/27 | 8,676 | 8,397 | ||
MPLX LP | 4.250% | 12/1/27 | 19,494 | 18,780 | ||
MPLX LP | 4.000% | 3/15/28 | 14,717 | 13,958 | ||
MPLX LP | 2.650% | 8/15/30 | 18,550 | 15,487 | ||
MPLX LP | 4.500% | 4/15/38 | 22,243 | 19,497 | ||
MPLX LP | 5.200% | 3/1/47 | 15,880 | 14,362 | ||
MPLX LP | 5.200% | 12/1/47 | 15,033 | 13,496 | ||
MPLX LP | 4.700% | 4/15/48 | 20,393 | 17,132 | ||
MPLX LP | 5.500% | 2/15/49 | 16,743 | 15,551 | ||
MPLX LP | 4.950% | 3/14/52 | 2,215 | 1,916 | ||
MPLX LP | 4.900% | 4/15/58 | 5,539 | 4,595 | ||
NOV Inc. | 3.950% | 12/1/42 | 13,613 | 9,978 | ||
ONEOK Inc. | 7.500% | 9/1/23 | 15,593 | 16,117 | ||
ONEOK Inc. | 2.750% | 9/1/24 | 5,922 | 5,736 | ||
ONEOK Inc. | 2.200% | 9/15/25 | 2,981 | 2,777 | ||
ONEOK Inc. | 4.000% | 7/13/27 | 14,243 | 13,723 | ||
ONEOK Inc. | 4.550% | 7/15/28 | 10,638 | 10,285 | ||
ONEOK Inc. | 4.350% | 3/15/29 | 12,885 | 12,116 | ||
ONEOK Inc. | 3.400% | 9/1/29 | 14,615 | 12,898 | ||
ONEOK Inc. | 3.100% | 3/15/30 | 14,300 | 12,291 | ||
ONEOK Inc. | 6.350% | 1/15/31 | 3,775 | 3,946 | ||
ONEOK Inc. | 6.000% | 6/15/35 | 2,155 | 2,114 | ||
ONEOK Inc. | 4.950% | 7/13/47 | 15,150 | 12,854 | ||
ONEOK Inc. | 5.200% | 7/15/48 | 7,540 | 6,685 | ||
ONEOK Inc. | 4.450% | 9/1/49 | 10,622 | 8,512 | ||
ONEOK Inc. | 4.500% | 3/15/50 | 5,251 | 4,183 | ||
ONEOK Inc. | 7.150% | 1/15/51 | 6,195 | 6,572 | ||
ONEOK Partners LP | 4.900% | 3/15/25 | 8,927 | 9,001 | ||
ONEOK Partners LP | 6.650% | 10/1/36 | 9,740 | 9,908 | ||
ONEOK Partners LP | 6.850% | 10/15/37 | 8,021 | 8,211 | ||
ONEOK Partners LP | 6.125% | 2/1/41 | 6,292 | 6,007 | ||
ONEOK Partners LP | 6.200% | 9/15/43 | 3,491 | 3,275 | ||
Ovintiv Exploration Inc. | 5.375% | 1/1/26 | 2,889 | 2,926 | ||
Ovintiv Inc. | 7.375% | 11/1/31 | 7,410 | 8,178 | ||
Ovintiv Inc. | 6.500% | 8/15/34 | 7,940 | 8,260 | ||
Ovintiv Inc. | 6.625% | 8/15/37 | 13,977 | 14,613 | ||
Ovintiv Inc. | 6.500% | 2/1/38 | 6,030 | 6,257 | ||
Phillips 66 | 0.900% | 2/15/24 | 5,000 | 4,769 | ||
Phillips 66 | 3.850% | 4/9/25 | 10,983 | 10,928 | ||
Phillips 66 | 1.300% | 2/15/26 | 9,625 | 8,670 | ||
Phillips 66 | 3.900% | 3/15/28 | 8,910 | 8,657 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Phillips 66 | 2.150% | 12/15/30 | 17,705 | 14,454 | ||
Phillips 66 | 4.650% | 11/15/34 | 11,905 | 11,550 | ||
Phillips 66 | 5.875% | 5/1/42 | 14,532 | 15,732 | ||
Phillips 66 | 4.875% | 11/15/44 | 17,620 | 17,069 | ||
Phillips 66 | 3.300% | 3/15/52 | 8,375 | 6,246 | ||
7 | Phillips 66 Co. | 2.450% | 12/15/24 | 4,300 | 4,118 | |
7 | Phillips 66 Co. | 3.605% | 2/15/25 | 9,516 | 9,410 | |
7 | Phillips 66 Co. | 3.550% | 10/1/26 | 2,500 | 2,430 | |
7 | Phillips 66 Co. | 3.750% | 3/1/28 | 5,725 | 5,442 | |
7 | Phillips 66 Co. | 3.150% | 12/15/29 | 11,123 | 9,965 | |
7 | Phillips 66 Co. | 4.680% | 2/15/45 | 7,300 | 6,720 | |
7 | Phillips 66 Co. | 4.900% | 10/1/46 | 5,933 | 5,635 | |
Pioneer Natural Resources Co. | 1.125% | 1/15/26 | 6,598 | 5,901 | ||
Pioneer Natural Resources Co. | 1.900% | 8/15/30 | 14,635 | 11,950 | ||
Pioneer Natural Resources Co. | 2.150% | 1/15/31 | 7,980 | 6,576 | ||
Plains All American Pipeline LP | 3.850% | 10/15/23 | 5,786 | 5,756 | ||
Plains All American Pipeline LP | 3.600% | 11/1/24 | 20,766 | 20,336 | ||
Plains All American Pipeline LP | 4.650% | 10/15/25 | 12,669 | 12,577 | ||
Plains All American Pipeline LP | 4.500% | 12/15/26 | 12,330 | 12,110 | ||
Plains All American Pipeline LP | 3.550% | 12/15/29 | 10,208 | 9,007 | ||
Plains All American Pipeline LP | 3.800% | 9/15/30 | 6,366 | 5,633 | ||
Plains All American Pipeline LP | 6.650% | 1/15/37 | 6,839 | 6,819 | ||
Plains All American Pipeline LP | 5.150% | 6/1/42 | 7,150 | 5,953 | ||
Plains All American Pipeline LP | 4.300% | 1/31/43 | 1,855 | 1,394 | ||
Plains All American Pipeline LP | 4.700% | 6/15/44 | 8,877 | 7,029 | ||
Plains All American Pipeline LP | 4.900% | 2/15/45 | 6,531 | 5,266 | ||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 25,254 | 25,760 | ||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 28,696 | 29,318 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 15,703 | 16,224 | ||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 24,097 | 24,197 | ||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 22,225 | 21,374 | ||
Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 25,962 | 24,940 | ||
Schlumberger Finance Canada Ltd. | 1.400% | 9/17/25 | 2,920 | 2,716 | ||
Schlumberger Investment SA | 3.650% | 12/1/23 | 19,931 | 20,008 | ||
Schlumberger Investment SA | 2.650% | 6/26/30 | 16,815 | 14,786 | ||
Shell International Finance BV | 0.375% | 9/15/23 | 7,034 | 6,813 | ||
Shell International Finance BV | 3.500% | 11/13/23 | 11,991 | 12,069 | ||
Shell International Finance BV | 2.000% | 11/7/24 | 11,036 | 10,721 | ||
Shell International Finance BV | 3.250% | 5/11/25 | 37,501 | 37,135 | ||
Shell International Finance BV | 2.875% | 5/10/26 | 18,301 | 17,710 | ||
Shell International Finance BV | 2.500% | 9/12/26 | 21,373 | 20,311 | ||
Shell International Finance BV | 3.875% | 11/13/28 | 18,515 | 18,268 | ||
Shell International Finance BV | 2.375% | 11/7/29 | 25,995 | 22,959 | ||
Shell International Finance BV | 2.750% | 4/6/30 | 28,037 | 25,316 | ||
Shell International Finance BV | 4.125% | 5/11/35 | 15,520 | 14,802 | ||
Shell International Finance BV | 6.375% | 12/15/38 | 30,873 | 35,951 | ||
Shell International Finance BV | 5.500% | 3/25/40 | 9,428 | 10,126 | ||
Shell International Finance BV | 2.875% | 11/26/41 | 4,911 | 3,800 | ||
Shell International Finance BV | 3.625% | 8/21/42 | 9,954 | 8,451 | ||
Shell International Finance BV | 4.550% | 8/12/43 | 23,984 | 22,780 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 36,344 | 33,830 | ||
Shell International Finance BV | 4.000% | 5/10/46 | 29,063 | 25,733 | ||
Shell International Finance BV | 3.750% | 9/12/46 | 8,375 | 7,118 | ||
Shell International Finance BV | 3.125% | 11/7/49 | 22,950 | 17,679 | ||
Shell International Finance BV | 3.250% | 4/6/50 | 17,567 | 13,871 | ||
Shell International Finance BV | 3.000% | 11/26/51 | 17,465 | 13,029 | ||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 6,832 | 6,893 | ||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 7,915 | 7,753 | ||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 13,714 | 13,069 | ||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 16,625 | 14,452 | ||
Suncor Energy Inc. | 7.150% | 2/1/32 | 7,010 | 7,933 | ||
Suncor Energy Inc. | 5.350% | 7/15/33 | 3,930 | 3,904 | ||
Suncor Energy Inc. | 5.950% | 12/1/34 | 3,972 | 4,163 | ||
Suncor Energy Inc. | 5.950% | 5/15/35 | 8,746 | 9,117 | ||
Suncor Energy Inc. | 6.800% | 5/15/38 | 14,201 | 15,934 | ||
Suncor Energy Inc. | 6.500% | 6/15/38 | 22,573 | 24,803 | ||
Suncor Energy Inc. | 4.000% | 11/15/47 | 16,075 | 13,712 | ||
Suncor Energy Inc. | 3.750% | 3/4/51 | 5,760 | 4,670 | ||
Targa Resources Corp. | 4.200% | 2/1/33 | 9,500 | 8,605 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Targa Resources Corp. | 4.950% | 4/15/52 | 8,200 | 7,047 | ||
Targa Resources Partners LP | 6.500% | 7/15/27 | 3,700 | 3,781 | ||
Targa Resources Partners LP | 5.000% | 1/15/28 | 9,113 | 8,706 | ||
Targa Resources Partners LP | 6.875% | 1/15/29 | 8,220 | 8,389 | ||
Targa Resources Partners LP | 5.500% | 3/1/30 | 7,195 | 6,851 | ||
Targa Resources Partners LP | 4.875% | 2/1/31 | 3,985 | 3,635 | ||
Targa Resources Partners LP | 4.000% | 1/15/32 | 14,010 | 12,015 | ||
TC PipeLines LP | 3.900% | 5/25/27 | 7,638 | 7,495 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | 1,580 | 1,697 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 10/15/28 | 4,906 | 5,328 | ||
Tennessee Gas Pipeline Co. LLC | 7.625% | 4/1/37 | 1,967 | 2,227 | ||
7 | Texas Eastern Transmission LP | 2.800% | 10/15/22 | 165 | 165 | |
Texas Eastern Transmission LP | 7.000% | 7/15/32 | 5,860 | 6,630 | ||
Tosco Corp. | 8.125% | 2/15/30 | 1,150 | 1,400 | ||
TotalEnergies Capital Canada Ltd. | 2.750% | 7/15/23 | 27,034 | 26,833 | ||
TotalEnergies Capital International SA | 3.700% | 1/15/24 | 26,424 | 26,501 | ||
TotalEnergies Capital International SA | 3.750% | 4/10/24 | 3,776 | 3,787 | ||
TotalEnergies Capital International SA | 2.434% | 1/10/25 | 11,224 | 10,907 | ||
TotalEnergies Capital International SA | 3.455% | 2/19/29 | 18,640 | 17,764 | ||
TotalEnergies Capital International SA | 2.829% | 1/10/30 | 20,473 | 18,557 | ||
TotalEnergies Capital International SA | 2.986% | 6/29/41 | 7,875 | 6,223 | ||
TotalEnergies Capital International SA | 3.461% | 7/12/49 | 9,422 | 7,601 | ||
TotalEnergies Capital International SA | 3.127% | 5/29/50 | 32,279 | 24,711 | ||
TotalEnergies Capital International SA | 3.386% | 6/29/60 | 2,320 | 1,779 | ||
TotalEnergies Capital SA | 3.883% | 10/11/28 | 8,172 | 8,055 | ||
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 6,588 | 6,591 | ||
TransCanada PipeLines Ltd. | 1.000% | 10/12/24 | 13,900 | 12,985 | ||
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 13,641 | 13,860 | ||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 14,020 | 13,640 | ||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 16,514 | 15,783 | ||
TransCanada PipeLines Ltd. | 2.500% | 10/12/31 | 14,232 | 11,825 | ||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 18,837 | 18,084 | ||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 4,517 | 4,632 | ||
�� | TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 7,041 | 7,361 | |
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 19,476 | 21,176 | ||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 15,384 | 14,626 | ||
TransCanada PipeLines Ltd. | 7.250% | 8/15/38 | 3,665 | 4,342 | ||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 12,881 | 13,910 | ||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 11,463 | 10,916 | ||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 24,414 | 23,398 | ||
TransCanada PipeLines Ltd. | 5.100% | 3/15/49 | 1,509 | 1,496 | ||
Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | 9,749 | 10,754 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 7,917 | 7,685 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 12,293 | 11,040 | ||
Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | 3,093 | 3,071 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | 5,059 | 4,543 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 5,843 | 5,336 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 4,965 | 4,124 | ||
Valero Energy Corp. | 2.850% | 4/15/25 | 1,634 | 1,580 | ||
Valero Energy Corp. | 3.400% | 9/15/26 | 545 | 525 | ||
Valero Energy Corp. | 2.150% | 9/15/27 | 7,225 | 6,440 | ||
Valero Energy Corp. | 4.350% | 6/1/28 | 18,572 | 18,064 | ||
Valero Energy Corp. | 4.000% | 4/1/29 | 9,233 | 8,715 | ||
Valero Energy Corp. | 2.800% | 12/1/31 | 6,306 | 5,289 | ||
Valero Energy Corp. | 7.500% | 4/15/32 | 9,404 | 10,838 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Valero Energy Corp. | 6.625% | 6/15/37 | 20,033 | 21,763 | ||
Valero Energy Corp. | 4.900% | 3/15/45 | 9,345 | 8,538 | ||
Valero Energy Corp. | 3.650% | 12/1/51 | 13,535 | 10,138 | ||
Valero Energy Partners LP | 4.500% | 3/15/28 | 10,172 | 10,027 | ||
Williams Cos. Inc. | 4.500% | 11/15/23 | 6,253 | 6,292 | ||
Williams Cos. Inc. | 4.300% | 3/4/24 | 18,870 | 18,941 | ||
Williams Cos. Inc. | 4.550% | 6/24/24 | 29,599 | 29,875 | ||
Williams Cos. Inc. | 3.900% | 1/15/25 | 17,869 | 17,665 | ||
Williams Cos. Inc. | 4.000% | 9/15/25 | 11,515 | 11,346 | ||
Williams Cos. Inc. | 3.750% | 6/15/27 | 17,480 | 16,716 | ||
Williams Cos. Inc. | 3.500% | 11/15/30 | 14,985 | 13,494 | ||
3 | Williams Cos. Inc. | 7.500% | 1/15/31 | 593 | 683 | |
Williams Cos. Inc. | 2.600% | 3/15/31 | 19,200 | 16,088 | ||
Williams Cos. Inc. | 6.300% | 4/15/40 | 16,818 | 17,857 | ||
Williams Cos. Inc. | 5.800% | 11/15/43 | 10,300 | 10,263 | ||
Williams Cos. Inc. | 5.400% | 3/4/44 | 9,272 | 8,837 | ||
Williams Cos. Inc. | 5.750% | 6/24/44 | 6,539 | 6,563 | ||
Williams Cos. Inc. | 4.900% | 1/15/45 | 7,345 | 6,572 | ||
Williams Cos. Inc. | 5.100% | 9/15/45 | 13,683 | 12,748 | ||
Williams Cos. Inc. | 4.850% | 3/1/48 | 9,301 | 8,423 | ||
Williams Cos. Inc. | 3.500% | 10/15/51 | 6,096 | 4,545 | ||
5,447,273 | ||||||
Financials (7.7%) | ||||||
ACE Capital Trust II | 9.700% | 4/1/30 | 2,136 | 2,730 | ||
3 | Aegon NV | 5.500% | 4/11/48 | 4,050 | 3,892 | |
AerCap Ireland Capital DAC | 4.125% | 7/3/23 | 3,344 | 3,318 | ||
AerCap Ireland Capital DAC | 4.500% | 9/15/23 | 8,155 | 8,132 | ||
AerCap Ireland Capital DAC | 1.150% | 10/29/23 | 23,661 | 22,585 | ||
AerCap Ireland Capital DAC | 4.875% | 1/16/24 | 6,892 | 6,877 | ||
AerCap Ireland Capital DAC | 3.150% | 2/15/24 | 7,385 | 7,175 | ||
AerCap Ireland Capital DAC | 2.875% | 8/14/24 | 4,120 | 3,944 | ||
AerCap Ireland Capital DAC | 1.650% | 10/29/24 | 32,702 | ���30,232 | ||
3 | AerCap Ireland Capital DAC | 1.750% | 10/29/24 | 10,200 | 9,444 | |
AerCap Ireland Capital DAC | 3.500% | 1/15/25 | 15,346 | 14,706 | ||
AerCap Ireland Capital DAC | 6.500% | 7/15/25 | 22,505 | 23,004 | ||
AerCap Ireland Capital DAC | 4.450% | 10/1/25 | 14,869 | 14,404 | ||
AerCap Ireland Capital DAC | 1.750% | 1/30/26 | 13,125 | 11,444 | ||
AerCap Ireland Capital DAC | 4.450% | 4/3/26 | 24,479 | 23,421 | ||
AerCap Ireland Capital DAC | 2.450% | 10/29/26 | 52,425 | 45,639 | ||
AerCap Ireland Capital DAC | 3.650% | 7/21/27 | 22,229 | 20,123 | ||
AerCap Ireland Capital DAC | 4.625% | 10/15/27 | 11,623 | 10,959 | ||
AerCap Ireland Capital DAC | 3.875% | 1/23/28 | 15,331 | 13,815 | ||
AerCap Ireland Capital DAC | 3.000% | 10/29/28 | 49,491 | 41,636 | ||
AerCap Ireland Capital DAC | 3.300% | 1/30/32 | 86,425 | 68,873 | ||
AerCap Ireland Capital DAC | 3.400% | 10/29/33 | 14,160 | 11,169 | ||
AerCap Ireland Capital DAC | 3.850% | 10/29/41 | 16,774 | 12,065 | ||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 9,364 | 9,412 | ||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 12,390 | 12,239 | ||
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 8,832 | 7,936 | ||
Aflac Inc. | 3.625% | 11/15/24 | 10,921 | 10,950 | ||
Aflac Inc. | 3.250% | 3/17/25 | 6,937 | 6,839 | ||
Aflac Inc. | 1.125% | 3/15/26 | 2,100 | 1,897 | ||
Aflac Inc. | 2.875% | 10/15/26 | 11,055 | 10,638 | ||
Aflac Inc. | 3.600% | 4/1/30 | 24,290 | 22,984 | ||
Aflac Inc. | 4.000% | 10/15/46 | 4,650 | 4,004 | ||
Aflac Inc. | 4.750% | 1/15/49 | 3,118 | 3,002 | ||
Air Lease Corp. | 3.875% | 7/3/23 | 25,384 | 25,256 | ||
Air Lease Corp. | 3.000% | 9/15/23 | 2,643 | 2,603 | ||
3 | Air Lease Corp. | 4.250% | 2/1/24 | 11,550 | 11,424 | |
3 | Air Lease Corp. | 0.700% | 2/15/24 | 6,125 | 5,785 | |
Air Lease Corp. | 0.800% | 8/18/24 | 7,960 | 7,291 | ||
Air Lease Corp. | 4.250% | 9/15/24 | 4,840 | 4,750 | ||
3 | Air Lease Corp. | 2.300% | 2/1/25 | 12,918 | 12,077 | |
Air Lease Corp. | 3.250% | 3/1/25 | 13,810 | 13,190 | ||
Air Lease Corp. | 3.375% | 7/1/25 | 10,819 | 10,197 | ||
3 | Air Lease Corp. | 2.875% | 1/15/26 | 9,037 | 8,297 | |
3 | Air Lease Corp. | 3.750% | 6/1/26 | 1,810 | 1,704 | |
Air Lease Corp. | 1.875% | 8/15/26 | 8,419 | 7,288 | ||
Air Lease Corp. | 2.200% | 1/15/27 | 6,550 | 5,711 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Air Lease Corp. | 3.625% | 4/1/27 | 6,332 | 5,857 | ||
Air Lease Corp. | 3.625% | 12/1/27 | 13,645 | 12,138 | ||
Air Lease Corp. | 2.100% | 9/1/28 | 7,485 | 6,070 | ||
Air Lease Corp. | 4.625% | 10/1/28 | 11,368 | 10,508 | ||
Air Lease Corp. | 3.250% | 10/1/29 | 7,935 | 6,611 | ||
3 | Air Lease Corp. | 3.000% | 2/1/30 | 10,592 | 8,598 | |
Air Lease Corp. | 3.125% | 12/1/30 | 7,300 | 5,949 | ||
Air Lease Corp. | 2.875% | 1/15/32 | 10,000 | 7,802 | ||
Aircastle Ltd. | 4.400% | 9/25/23 | 11,475 | 11,358 | ||
Aircastle Ltd. | 4.125% | 5/1/24 | 2,380 | 2,314 | ||
Aircastle Ltd. | 4.250% | 6/15/26 | 20,096 | 18,511 | ||
Alleghany Corp. | 4.900% | 9/15/44 | 6,055 | 5,757 | ||
Alleghany Corp. | 3.250% | 8/15/51 | 10,715 | 7,888 | ||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 10,461 | 10,250 | ||
Allstate Corp. | 0.750% | 12/15/25 | 3,355 | 3,017 | ||
Allstate Corp. | 3.280% | 12/15/26 | 3,127 | 3,074 | ||
Allstate Corp. | 1.450% | 12/15/30 | 7,690 | 6,103 | ||
Allstate Corp. | 5.350% | 6/1/33 | 2,775 | 2,936 | ||
Allstate Corp. | 5.550% | 5/9/35 | 3,056 | 3,308 | ||
Allstate Corp. | 5.950% | 4/1/36 | 1,713 | 1,899 | ||
Allstate Corp. | 4.500% | 6/15/43 | 8,975 | 8,420 | ||
Allstate Corp. | 4.200% | 12/15/46 | 6,379 | 5,806 | ||
Allstate Corp. | 3.850% | 8/10/49 | 14,766 | 12,651 | ||
3 | Allstate Corp. | 5.750% | 8/15/53 | 13,361 | 11,864 | |
3 | Allstate Corp. | 6.500% | 5/15/57 | 6,890 | 7,033 | |
Ally Financial Inc. | 1.450% | 10/2/23 | 48,728 | 47,132 | ||
Ally Financial Inc. | 3.875% | 5/21/24 | 3,309 | 3,275 | ||
Ally Financial Inc. | 5.125% | 9/30/24 | 19,172 | 19,377 | ||
Ally Financial Inc. | 4.625% | 3/30/25 | 1,748 | 1,737 | ||
Ally Financial Inc. | 5.800% | 5/1/25 | 3,255 | 3,329 | ||
Ally Financial Inc. | 4.750% | 6/9/27 | 5,000 | 4,802 | ||
Ally Financial Inc. | 2.200% | 11/2/28 | 15,180 | 12,369 | ||
3 | Ally Financial Inc. | 8.000% | 11/1/31 | 29,491 | 32,791 | |
Ally Financial Inc. | 8.000% | 11/1/31 | 9,363 | 10,162 | ||
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 7,216 | 7,102 | ||
American Express Co. | 3.700% | 8/3/23 | 24,562 | 24,652 | ||
American Express Co. | 0.750% | 11/3/23 | 11,960 | 11,581 | ||
American Express Co. | 3.400% | 2/22/24 | 16,237 | 16,201 | ||
American Express Co. | 2.500% | 7/30/24 | 12,405 | 12,092 | ||
American Express Co. | 3.000% | 10/30/24 | 49,984 | 49,066 | ||
American Express Co. | 3.625% | 12/5/24 | 18,441 | 18,343 | ||
American Express Co. | 2.250% | 3/4/25 | 20,000 | 19,258 | ||
American Express Co. | 4.200% | 11/6/25 | 14,802 | 15,034 | ||
American Express Co. | 3.125% | 5/20/26 | 10,545 | 10,245 | ||
American Express Co. | 1.650% | 11/4/26 | 12,297 | 11,146 | ||
American Express Co. | 2.550% | 3/4/27 | 24,870 | 23,182 | ||
American Express Co. | 3.300% | 5/3/27 | 27,917 | 26,862 | ||
American Express Co. | 4.050% | 12/3/42 | 7,549 | 6,886 | ||
American Financial Group Inc. | 5.250% | 4/2/30 | 7,500 | 7,490 | ||
American Financial Group Inc. | 4.500% | 6/15/47 | 7,190 | 6,030 | ||
American International Group Inc. | 4.125% | 2/15/24 | 4,954 | 4,989 | ||
American International Group Inc. | 2.500% | 6/30/25 | 29,715 | 28,355 | ||
American International Group Inc. | 3.750% | 7/10/25 | 11,134 | 10,993 | ||
American International Group Inc. | 3.900% | 4/1/26 | 14,853 | 14,538 | ||
American International Group Inc. | 4.200% | 4/1/28 | 7,040 | 6,920 | ||
American International Group Inc. | 4.250% | 3/15/29 | 2,099 | 2,039 | ||
American International Group Inc. | 3.400% | 6/30/30 | 12,270 | 11,258 | ||
American International Group Inc. | 3.875% | 1/15/35 | 7,686 | 6,948 | ||
American International Group Inc. | 4.700% | 7/10/35 | 5,358 | 5,241 | ||
American International Group Inc. | 6.250% | 5/1/36 | 11,161 | 12,557 | ||
American International Group Inc. | 4.500% | 7/16/44 | 9,964 | 8,934 | ||
American International Group Inc. | 4.800% | 7/10/45 | 9,156 | 8,518 | ||
American International Group Inc. | 4.750% | 4/1/48 | 15,941 | 14,921 | ||
3 | American International Group Inc. | 5.750% | 4/1/48 | 7,815 | 7,015 | |
American International Group Inc. | 4.375% | 6/30/50 | 6,424 | 5,685 | ||
American International Group Inc. | 4.375% | 1/15/55 | 5,324 | 4,626 | ||
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 18,251 | 18,363 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 12,325 | 12,318 | ||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 2,064 | 2,018 | ||
Ameriprise Financial Inc. | 2.875% | 9/15/26 | 10,740 | 10,259 | ||
Ameriprise Financial Inc. | 4.500% | 5/13/32 | 4,605 | 4,526 | ||
3 | Andrew W Mellon Foundation | 0.947% | 8/1/27 | 3,830 | 3,352 | |
3 | Aon Corp. | 8.205% | 1/1/27 | 3,727 | 3,971 | |
Aon Corp. | 2.850% | 5/28/27 | 3,654 | 3,426 | ||
Aon Corp. | 4.500% | 12/15/28 | 10,351 | 10,187 | ||
Aon Corp. | 3.750% | 5/2/29 | 8,965 | 8,467 | ||
Aon Corp. | 2.800% | 5/15/30 | 20,131 | 17,618 | ||
Aon Corp. | 6.250% | 9/30/40 | 5,565 | 6,170 | ||
Aon Corp. | 2.900% | 8/23/51 | 7,585 | 5,284 | ||
Aon Corp. | 3.900% | 2/28/52 | 7,185 | 5,906 | ||
Aon Global Ltd. | 4.000% | 11/27/23 | 860 | 864 | ||
Aon Global Ltd. | 3.500% | 6/14/24 | 16,970 | 16,859 | ||
Aon Global Ltd. | 3.875% | 12/15/25 | 8,602 | 8,508 | ||
Aon Global Ltd. | 4.600% | 6/14/44 | 10,267 | 9,218 | ||
Aon Global Ltd. | 4.750% | 5/15/45 | 2,052 | 1,911 | ||
7 | Apollo Management Holdings LP | 4.400% | 5/27/26 | 150 | 148 | |
Arch Capital Finance LLC | 4.011% | 12/15/26 | 11,651 | 11,451 | ||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 4,707 | 4,422 | ||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 4,565 | 5,476 | ||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 11,760 | 9,114 | ||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 4,623 | 4,486 | ||
Ares Capital Corp. | 4.200% | 6/10/24 | 10,910 | 10,703 | ||
Ares Capital Corp. | 4.250% | 3/1/25 | 5,035 | 4,810 | ||
Ares Capital Corp. | 3.250% | 7/15/25 | 13,975 | 12,926 | ||
Ares Capital Corp. | 3.875% | 1/15/26 | 2,590 | 2,389 | ||
Ares Capital Corp. | 2.150% | 7/15/26 | 29,182 | 24,529 | ||
Ares Capital Corp. | 2.875% | 6/15/27 | 5,650 | 4,720 | ||
Ares Capital Corp. | 3.200% | 11/15/31 | 12,030 | 8,733 | ||
Arthur J Gallagher & Co. | 2.400% | 11/9/31 | 6,700 | 5,482 | ||
Arthur J Gallagher & Co. | 3.500% | 5/20/51 | 11,510 | 8,793 | ||
Arthur J Gallagher & Co. | 3.050% | 3/9/52 | 2,750 | 1,904 | ||
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 10,990 | 11,089 | ||
Assurant Inc. | 4.200% | 9/27/23 | 1,694 | 1,704 | ||
Assurant Inc. | 4.900% | 3/27/28 | 3,329 | 3,300 | ||
Assurant Inc. | 3.700% | 2/22/30 | 4,911 | 4,355 | ||
Assurant Inc. | 6.750% | 2/15/34 | 1,103 | 1,202 | ||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 4,372 | 4,452 | ||
Assured Guaranty US Holdings Inc. | 3.150% | 6/15/31 | 3,165 | 2,746 | ||
Assured Guaranty US Holdings Inc. | 3.600% | 9/15/51 | 2,798 | 2,106 | ||
Athene Holding Ltd. | 4.125% | 1/12/28 | 13,434 | 12,525 | ||
Athene Holding Ltd. | 6.150% | 4/3/30 | 17,590 | 17,563 | ||
Athene Holding Ltd. | 3.500% | 1/15/31 | 11,831 | 10,012 | ||
Athene Holding Ltd. | 3.950% | 5/25/51 | 20,036 | 14,769 | ||
Athene Holding Ltd. | 3.450% | 5/15/52 | 8,329 | 5,733 | ||
3 | Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 13,148 | 13,103 | |
AXA SA | 8.600% | 12/15/30 | 22,446 | 26,583 | ||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 3,000 | 2,806 | ||
3 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 3,210 | 2,743 | |
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 15,114 | 14,623 | ||
Bain Capital Specialty Finance Inc. | 2.950% | 3/10/26 | 4,356 | 3,893 | ||
Bain Capital Specialty Finance Inc. | 2.550% | 10/13/26 | 3,365 | 2,887 | ||
Banco Santander SA | 2.706% | 6/27/24 | 11,401 | 11,141 | ||
Banco Santander SA | 2.746% | 5/28/25 | 11,629 | 11,031 | ||
Banco Santander SA | 5.179% | 11/19/25 | 19,358 | 19,410 | ||
Banco Santander SA | 1.849% | 3/25/26 | 2,065 | 1,858 | ||
Banco Santander SA | 4.250% | 4/11/27 | 11,127 | 10,737 | ||
Banco Santander SA | 3.800% | 2/23/28 | 11,163 | 10,453 | ||
Banco Santander SA | 4.379% | 4/12/28 | 12,000 | 11,546 | ||
Banco Santander SA | 3.306% | 6/27/29 | 11,945 | 10,858 | ||
Banco Santander SA | 3.490% | 5/28/30 | 11,892 | 10,525 | ||
Banco Santander SA | 2.749% | 12/3/30 | 16,790 | 13,336 | ||
Banco Santander SA | 2.958% | 3/25/31 | 10,135 | 8,496 | ||
Bank of America Corp. | 4.100% | 7/24/23 | 15,303 | 15,448 | ||
3 | Bank of America Corp. | 4.125% | 1/22/24 | 20,154 | 20,383 | |
3 | Bank of America Corp. | 4.000% | 4/1/24 | 7,096 | 7,155 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Bank of America Corp. | 1.486% | 5/19/24 | 7,003 | 6,847 | |
3 | Bank of America Corp. | 3.864% | 7/23/24 | 18,878 | 18,794 | |
3 | Bank of America Corp. | 4.200% | 8/26/24 | 55,689 | 55,813 | |
3 | Bank of America Corp. | 0.810% | 10/24/24 | 50,986 | 48,653 | |
3 | Bank of America Corp. | 4.000% | 1/22/25 | 47,896 | 47,696 | |
Bank of America Corp. | 1.843% | 2/4/25 | 18,035 | 17,398 | ||
3 | Bank of America Corp. | 3.458% | 3/15/25 | 28,995 | 28,625 | |
3 | Bank of America Corp. | 3.950% | 4/21/25 | 42,022 | 41,532 | |
Bank of America Corp. | 0.976% | 4/22/25 | 55,150 | 51,880 | ||
Bank of America Corp. | 3.841% | 4/25/25 | 20,125 | 20,066 | ||
3 | Bank of America Corp. | 3.875% | 8/1/25 | 3,235 | 3,224 | |
3 | Bank of America Corp. | 3.093% | 10/1/25 | 43,776 | 42,450 | |
3 | Bank of America Corp. | 2.456% | 10/22/25 | 22,125 | 21,101 | |
3 | Bank of America Corp. | 1.530% | 12/6/25 | 14,128 | 13,147 | |
3 | Bank of America Corp. | 3.366% | 1/23/26 | 34,432 | 33,341 | |
3 | Bank of America Corp. | 2.015% | 2/13/26 | 17,297 | 16,178 | |
3 | Bank of America Corp. | 4.450% | 3/3/26 | 32,831 | 32,743 | |
3 | Bank of America Corp. | 3.384% | 4/2/26 | 38,919 | 37,725 | |
3 | Bank of America Corp. | 3.500% | 4/19/26 | 22,071 | 21,514 | |
3 | Bank of America Corp. | 1.319% | 6/19/26 | 13,870 | 12,617 | |
Bank of America Corp. | 6.220% | 9/15/26 | 1,956 | 2,051 | ||
3 | Bank of America Corp. | 4.250% | 10/22/26 | 32,128 | 31,692 | |
3 | Bank of America Corp. | 1.197% | 10/24/26 | 19,755 | 17,704 | |
3 | Bank of America Corp. | 3.559% | 4/23/27 | 34,375 | 32,969 | |
Bank of America Corp. | 1.734% | 7/22/27 | 73,359 | 65,380 | ||
3 | Bank of America Corp. | 3.248% | 10/21/27 | 45,406 | 42,832 | |
3 | Bank of America Corp. | 4.183% | 11/25/27 | 42,375 | 41,232 | |
3 | Bank of America Corp. | 3.824% | 1/20/28 | 31,542 | 30,244 | |
Bank of America Corp. | 2.551% | 2/4/28 | 12,301 | 11,194 | ||
3 | Bank of America Corp. | 3.705% | 4/24/28 | 42,195 | 40,196 | |
Bank of America Corp. | 4.376% | 4/27/28 | 20,000 | 19,706 | ||
3 | Bank of America Corp. | 3.593% | 7/21/28 | 64,038 | 60,441 | |
3 | Bank of America Corp. | 3.419% | 12/20/28 | 103,400 | 96,312 | |
3 | Bank of America Corp. | 3.970% | 3/5/29 | 21,859 | 20,857 | |
3 | Bank of America Corp. | 2.087% | 6/14/29 | 60,335 | 51,668 | |
3 | Bank of America Corp. | 4.271% | 7/23/29 | 86,393 | 83,083 | |
3 | Bank of America Corp. | 3.974% | 2/7/30 | 7,940 | 7,460 | |
3 | Bank of America Corp. | 3.194% | 7/23/30 | 28,277 | 25,293 | |
3 | Bank of America Corp. | 2.884% | 10/22/30 | 5,972 | 5,223 | |
3 | Bank of America Corp. | 2.496% | 2/13/31 | 93,029 | 78,730 | |
3 | Bank of America Corp. | 2.592% | 4/29/31 | 64,946 | 55,083 | |
3 | Bank of America Corp. | 1.898% | 7/23/31 | 2,922 | 2,338 | |
3 | Bank of America Corp. | 1.922% | 10/24/31 | 37,642 | 30,001 | |
Bank of America Corp. | 2.687% | 4/22/32 | 105,889 | 88,976 | ||
Bank of America Corp. | 2.299% | 7/21/32 | 67,960 | 54,932 | ||
Bank of America Corp. | 2.572% | 10/20/32 | 48,058 | 39,655 | ||
Bank of America Corp. | 2.972% | 2/4/33 | 1,001 | 853 | ||
Bank of America Corp. | 4.571% | 4/27/33 | 20,035 | 19,499 | ||
Bank of America Corp. | 2.482% | 9/21/36 | 30,330 | 23,586 | ||
Bank of America Corp. | 6.110% | 1/29/37 | 22,410 | 24,284 | ||
Bank of America Corp. | 3.846% | 3/8/37 | 15,425 | 13,359 | ||
3 | Bank of America Corp. | 4.244% | 4/24/38 | 34,568 | 31,815 | |
Bank of America Corp. | 7.750% | 5/14/38 | 15,504 | 19,152 | ||
3 | Bank of America Corp. | 4.078% | 4/23/40 | 38,416 | 33,766 | |
3 | Bank of America Corp. | 2.676% | 6/19/41 | 96,527 | 69,661 | |
3 | Bank of America Corp. | 5.875% | 2/7/42 | 14,357 | 15,496 | |
Bank of America Corp. | 3.311% | 4/22/42 | 55,600 | 43,666 | ||
3 | Bank of America Corp. | 5.000% | 1/21/44 | 30,547 | 29,829 | |
3 | Bank of America Corp. | 4.875% | 4/1/44 | 7,768 | 7,473 | |
3 | Bank of America Corp. | 4.750% | 4/21/45 | 5,950 | 5,382 | |
3 | Bank of America Corp. | 4.443% | 1/20/48 | 9,558 | 8,709 | |
3 | Bank of America Corp. | 3.946% | 1/23/49 | 11,058 | 9,440 | |
3 | Bank of America Corp. | 4.330% | 3/15/50 | 37,500 | 33,713 | |
3 | Bank of America Corp. | 4.083% | 3/20/51 | 98,702 | 84,976 | |
3 | Bank of America Corp. | 2.831% | 10/24/51 | 500 | 346 | |
3 | Bank of America Corp. | 3.483% | 3/13/52 | 2,425 | 1,902 | |
Bank of America Corp. | 2.972% | 7/21/52 | 38,359 | 27,349 | ||
3 | Bank of America NA | 6.000% | 10/15/36 | 17,810 | 19,545 | |
3 | Bank of Montreal | 0.400% | 9/15/23 | 180 | 174 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Bank of Montreal | 0.450% | 12/8/23 | 6,500 | 6,237 | ||
3 | Bank of Montreal | 3.300% | 2/5/24 | 18,155 | 18,114 | |
3 | Bank of Montreal | 2.150% | 3/8/24 | 9,740 | 9,531 | |
3 | Bank of Montreal | 2.500% | 6/28/24 | 11,500 | 11,234 | |
3 | Bank of Montreal | 0.625% | 7/9/24 | 5,390 | 5,071 | |
3 | Bank of Montreal | 1.500% | 1/10/25 | 10,483 | 9,890 | |
3 | Bank of Montreal | 1.850% | 5/1/25 | 27,957 | 26,447 | |
3 | Bank of Montreal | 3.700% | 6/7/25 | 10,000 | 9,910 | |
3 | Bank of Montreal | 2.650% | 3/8/27 | 15,295 | 14,186 | |
3 | Bank of Montreal | 4.338% | 10/5/28 | 5,975 | 5,968 | |
3 | Bank of Montreal | 3.803% | 12/15/32 | 26,015 | 24,156 | |
3 | Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 10,044 | 10,074 | |
3 | Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 13,471 | 13,328 | |
3 | Bank of New York Mellon Corp. | 3.650% | 2/4/24 | 8,955 | 8,987 | |
Bank of New York Mellon Corp. | 3.400% | 5/15/24 | 1,578 | 1,576 | ||
3 | Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 17,047 | 16,923 | |
3 | Bank of New York Mellon Corp. | 2.100% | 10/24/24 | 9,444 | 9,142 | |
3 | Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 14,982 | 14,695 | |
3 | Bank of New York Mellon Corp. | 1.600% | 4/24/25 | 4,501 | 4,234 | |
3 | Bank of New York Mellon Corp. | 3.950% | 11/18/25 | 8,262 | 8,280 | |
3 | Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 28,427 | 27,384 | |
3 | Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 18,020 | 17,029 | |
Bank of New York Mellon Corp. | 2.050% | 1/26/27 | 5,200 | 4,781 | ||
3 | Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 26,898 | 26,106 | |
3 | Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 6,924 | 6,628 | |
3 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 17,520 | 16,931 | |
3 | Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 7,040 | 6,431 | |
3 | Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 5,176 | 4,786 | |
Bank of New York Mellon Corp. | 2.500% | 1/26/32 | 5,300 | 4,522 | ||
Bank of Nova Scotia | 1.625% | 5/1/23 | 1,346 | 1,328 | ||
Bank of Nova Scotia | 0.400% | 9/15/23 | 12,197 | 11,783 | ||
Bank of Nova Scotia | 3.400% | 2/11/24 | 14,026 | 13,982 | ||
Bank of Nova Scotia | 0.700% | 4/15/24 | 15,541 | 14,733 | ||
Bank of Nova Scotia | 0.650% | 7/31/24 | 373 | 350 | ||
Bank of Nova Scotia | 1.450% | 1/10/25 | 1,170 | 1,106 | ||
Bank of Nova Scotia | 2.200% | 2/3/25 | 49,468 | 47,383 | ||
Bank of Nova Scotia | 3.450% | 4/11/25 | 9,300 | 9,175 | ||
Bank of Nova Scotia | 1.300% | 6/11/25 | 30,390 | 28,214 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 33,550 | 33,591 | ||
Bank of Nova Scotia | 2.700% | 8/3/26 | 21,723 | 20,507 | ||
Bank of Nova Scotia | 1.300% | 9/15/26 | 13,948 | 12,377 | ||
Bank of Nova Scotia | 1.950% | 2/2/27 | 6,440 | 5,821 | ||
Bank of Nova Scotia | 2.450% | 2/2/32 | 7,000 | 5,813 | ||
Bank of Nova Scotia | 4.588% | 5/4/37 | 12,885 | 11,846 | ||
3 | Barclays Bank plc | 3.750% | 5/15/24 | 1,600 | 1,591 | |
3 | Barclays plc | 4.338% | 5/16/24 | 24,761 | 24,780 | |
Barclays plc | 4.375% | 9/11/24 | 1,135 | 1,130 | ||
Barclays plc | 1.007% | 12/10/24 | 21,125 | 20,050 | ||
Barclays plc | 3.650% | 3/16/25 | 42,562 | 41,671 | ||
3 | Barclays plc | 3.932% | 5/7/25 | 12,420 | 12,228 | |
Barclays plc | 4.375% | 1/12/26 | 29,885 | 29,525 | ||
3 | Barclays plc | 2.852% | 5/7/26 | 31,733 | 29,972 | |
Barclays plc | 5.200% | 5/12/26 | 17,814 | 17,760 | ||
Barclays plc | 4.337% | 1/10/28 | 15,789 | 15,098 | ||
Barclays plc | 4.836% | 5/9/28 | 36,295 | 34,939 | ||
3 | Barclays plc | 4.972% | 5/16/29 | 24,667 | 24,207 | |
3 | Barclays plc | 5.088% | 6/20/30 | 17,260 | 16,348 | |
Barclays plc | 2.645% | 6/24/31 | 28,067 | 23,296 | ||
Barclays plc | 2.667% | 3/10/32 | 10,575 | 8,528 | ||
Barclays plc | 2.894% | 11/24/32 | 10,270 | 8,264 | ||
Barclays plc | 3.564% | 9/23/35 | 24,635 | 20,310 | ||
Barclays plc | 3.811% | 3/10/42 | 6,055 | 4,599 | ||
Barclays plc | 5.250% | 8/17/45 | 11,937 | 11,537 | ||
Barclays plc | 4.950% | 1/10/47 | 21,033 | 19,936 | ||
Berkshire Hathaway Finance Corp. | 2.300% | 3/15/27 | 5,395 | 5,099 | ||
Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | 2,158 | 1,846 | ||
Berkshire Hathaway Finance Corp. | 2.875% | 3/15/32 | 10,560 | 9,470 | ||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 4,276 | 4,733 | ||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 11,676 | 11,055 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 5,651 | 5,286 | ||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 43,853 | 40,256 | ||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 36,449 | 33,704 | ||
Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | 35,633 | 25,707 | ||
Berkshire Hathaway Finance Corp. | 2.500% | 1/15/51 | 5,241 | 3,556 | ||
Berkshire Hathaway Finance Corp. | 3.850% | 3/15/52 | 35,277 | 30,191 | ||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 30,256 | 29,715 | ||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 3,624 | 3,461 | ||
BGC Partners Inc. | 3.750% | 10/1/24 | 8,658 | 8,436 | ||
BlackRock Inc. | 3.500% | 3/18/24 | 18,682 | 18,767 | ||
BlackRock Inc. | 3.200% | 3/15/27 | 3,031 | 2,974 | ||
BlackRock Inc. | 3.250% | 4/30/29 | 7,839 | 7,398 | ||
BlackRock Inc. | 2.400% | 4/30/30 | 14,840 | 12,988 | ||
BlackRock Inc. | 1.900% | 1/28/31 | 14,193 | 11,770 | ||
BlackRock Inc. | 2.100% | 2/25/32 | 13,109 | 10,824 | ||
7 | Blackstone Private Credit Fund | 2.625% | 12/15/26 | 7,401 | 6,173 | |
7 | Blackstone Private Credit Fund | 3.250% | 3/15/27 | 11,295 | 9,587 | |
Blackstone Secured Lending Fund | 3.625% | 1/15/26 | 9,725 | 8,910 | ||
Blackstone Secured Lending Fund | 2.750% | 9/16/26 | 7,100 | 6,211 | ||
7 | Blackstone Secured Lending Fund | 2.850% | 9/30/28 | 3,563 | 2,857 | |
3 | BNP Paribas SA | 4.250% | 10/15/24 | 2,818 | 2,810 | |
BPCE SA | 4.000% | 4/15/24 | 22,695 | 22,628 | ||
3 | BPCE SA | 3.375% | 12/2/26 | 5,000 | 4,783 | |
Brighthouse Financial Inc. | 5.625% | 5/15/30 | 6,974 | 6,779 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 6,371 | 5,074 | ||
Brighthouse Financial Inc. | 3.850% | 12/22/51 | 8,275 | 5,630 | ||
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 8,076 | 8,009 | ||
Brookfield Finance Inc. | 4.000% | 4/1/24 | 11,324 | 11,287 | ||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 2,500 | 2,461 | ||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 7,584 | 7,246 | ||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 22,402 | 22,137 | ||
Brookfield Finance Inc. | 4.350% | 4/15/30 | 12,165 | 11,614 | ||
Brookfield Finance Inc. | 2.724% | 4/15/31 | 7,650 | 6,483 | ||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 9,312 | 8,177 | ||
Brookfield Finance Inc. | 3.500% | 3/30/51 | 5,305 | 3,853 | ||
Brookfield Finance Inc. | 3.625% | 2/15/52 | 7,058 | 5,157 | ||
Brookfield Finance LLC | 3.450% | 4/15/50 | 9,396 | 6,673 | ||
Brown & Brown Inc. | 4.200% | 9/15/24 | 5,500 | 5,497 | ||
Brown & Brown Inc. | 4.500% | 3/15/29 | 7,981 | 7,829 | ||
Brown & Brown Inc. | 2.375% | 3/15/31 | 15,920 | 12,612 | ||
Brown & Brown Inc. | 4.200% | 3/17/32 | 4,000 | 3,642 | ||
Brown & Brown Inc. | 4.950% | 3/17/52 | 9,060 | 7,948 | ||
Business Development Corp. of America | 3.250% | 3/30/26 | 4,175 | 3,718 | ||
3 | Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 14,230 | 14,242 | |
Canadian Imperial Bank of Commerce | 0.500% | 12/14/23 | 8,635 | 8,272 | ||
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 15,508 | 15,342 | ||
Canadian Imperial Bank of Commerce | 1.000% | 10/18/24 | 4,387 | 4,108 | ||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 15,264 | 14,650 | ||
Canadian Imperial Bank of Commerce | 3.300% | 4/7/25 | 10,185 | 9,997 | ||
Canadian Imperial Bank of Commerce | 0.950% | 10/23/25 | 939 | 851 | ||
Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | 20,843 | 18,601 | ||
Canadian Imperial Bank of Commerce | 3.450% | 4/7/27 | 9,675 | 9,281 | ||
Canadian Imperial Bank of Commerce | 3.600% | 4/7/32 | 19,975 | 18,138 | ||
3 | Capital One Bank USA NA | 2.280% | 1/28/26 | 842 | 800 | |
Capital One Financial Corp. | 2.600% | 5/11/23 | 11,902 | 11,819 | ||
Capital One Financial Corp. | 3.500% | 6/15/23 | 6,319 | 6,288 | ||
Capital One Financial Corp. | 3.900% | 1/29/24 | 10,472 | 10,474 | ||
Capital One Financial Corp. | 3.750% | 4/24/24 | 9,997 | 9,962 | ||
Capital One Financial Corp. | 3.300% | 10/30/24 | 21,684 | 21,184 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Capital One Financial Corp. | 3.200% | 2/5/25 | 13,078 | 12,710 | ||
Capital One Financial Corp. | 4.250% | 4/30/25 | 9,824 | 9,811 | ||
Capital One Financial Corp. | 4.200% | 10/29/25 | 19,869 | 19,579 | ||
Capital One Financial Corp. | 2.636% | 3/3/26 | 16,236 | 15,332 | ||
Capital One Financial Corp. | 3.750% | 7/28/26 | 38,026 | 36,383 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 39,621 | 37,935 | ||
Capital One Financial Corp. | 3.650% | 5/11/27 | 9,881 | 9,418 | ||
Capital One Financial Corp. | 1.878% | 11/2/27 | 4,418 | 3,870 | ||
Capital One Financial Corp. | 3.800% | 1/31/28 | 28,748 | 27,106 | ||
Capital One Financial Corp. | 3.273% | 3/1/30 | 12,255 | 10,852 | ||
Capital One Financial Corp. | 2.618% | 11/2/32 | 7,388 | 5,921 | ||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 16,846 | 16,455 | ||
Cboe Global Markets Inc. | 1.625% | 12/15/30 | 7,000 | 5,613 | ||
Charles Schwab Corp. | 3.225% | 9/1/22 | 3,955 | 3,959 | ||
Charles Schwab Corp. | 3.550% | 2/1/24 | 11,296 | 11,304 | ||
Charles Schwab Corp. | 0.750% | 3/18/24 | 1,365 | 1,309 | ||
Charles Schwab Corp. | 3.750% | 4/1/24 | 168 | 169 | ||
Charles Schwab Corp. | 3.000% | 3/10/25 | 1,461 | 1,439 | ||
Charles Schwab Corp. | 4.200% | 3/24/25 | 7,450 | 7,557 | ||
Charles Schwab Corp. | 3.625% | 4/1/25 | 7,980 | 7,963 | ||
Charles Schwab Corp. | 3.850% | 5/21/25 | 7,032 | 7,057 | ||
Charles Schwab Corp. | 3.450% | 2/13/26 | 7,765 | 7,693 | ||
Charles Schwab Corp. | 0.900% | 3/11/26 | 20,458 | 18,386 | ||
Charles Schwab Corp. | 1.150% | 5/13/26 | 19,345 | 17,447 | ||
Charles Schwab Corp. | 3.200% | 3/2/27 | 13,973 | 13,515 | ||
Charles Schwab Corp. | 2.450% | 3/3/27 | 16,985 | 15,849 | ||
Charles Schwab Corp. | 3.300% | 4/1/27 | 24,207 | 23,488 | ||
Charles Schwab Corp. | 3.200% | 1/25/28 | 7,201 | 6,888 | ||
Charles Schwab Corp. | 2.000% | 3/20/28 | 1,230 | 1,099 | ||
Charles Schwab Corp. | 4.000% | 2/1/29 | 9,408 | 9,255 | ||
Charles Schwab Corp. | 3.250% | 5/22/29 | 9,167 | 8,530 | ||
Charles Schwab Corp. | 2.750% | 10/1/29 | 9,965 | 8,963 | ||
Charles Schwab Corp. | 1.650% | 3/11/31 | 13,865 | 11,124 | ||
Charles Schwab Corp. | 2.300% | 5/13/31 | 16,662 | 14,091 | ||
Charles Schwab Corp. | 1.950% | 12/1/31 | 11,048 | 8,953 | ||
Charles Schwab Corp. | 2.900% | 3/3/32 | 14,050 | 12,357 | ||
Chubb Corp. | 6.000% | 5/11/37 | 6,025 | 6,955 | ||
3 | Chubb Corp. | 6.500% | 5/15/38 | 6,167 | 7,238 | |
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 7,378 | 7,358 | ||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 17,340 | 17,020 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 22,016 | 21,527 | ||
Chubb INA Holdings Inc. | 1.375% | 9/15/30 | 17,774 | 14,208 | ||
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 2,450 | 2,907 | ||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 5,108 | 4,643 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 31,986 | 30,149 | ||
Chubb INA Holdings Inc. | 2.850% | 12/15/51 | 4,915 | 3,606 | ||
Chubb INA Holdings Inc. | 3.050% | 12/15/61 | 3,100 | 2,230 | ||
CI Financial Corp. | 3.200% | 12/17/30 | 10,789 | 8,399 | ||
CI Financial Corp. | 4.100% | 6/15/51 | 12,402 | 8,260 | ||
3 | Cincinnati Financial Corp. | 6.920% | 5/15/28 | 4,281 | 4,838 | |
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 2,170 | 2,467 | ||
3 | Citibank NA | 3.650% | 1/23/24 | 5,599 | 5,621 | |
Citigroup Inc. | 3.500% | 5/15/23 | 20,833 | 20,825 | ||
Citigroup Inc. | 3.875% | 10/25/23 | 15,805 | 15,962 | ||
3 | Citigroup Inc. | 1.678% | 5/15/24 | 32,794 | 32,163 | |
Citigroup Inc. | 3.750% | 6/16/24 | 22,118 | 22,239 | ||
Citigroup Inc. | 4.000% | 8/5/24 | 19,385 | 19,356 | ||
Citigroup Inc. | 0.776% | 10/30/24 | 15,865 | 15,136 | ||
Citigroup Inc. | 3.875% | 3/26/25 | 15,911 | 15,718 | ||
3 | Citigroup Inc. | 3.352% | 4/24/25 | 33,424 | 32,774 | |
Citigroup Inc. | 3.300% | 4/27/25 | 7,332 | 7,226 | ||
Citigroup Inc. | 0.981% | 5/1/25 | 17,179 | 16,096 | ||
Citigroup Inc. | 4.140% | 5/24/25 | 8,500 | 8,472 | ||
Citigroup Inc. | 4.400% | 6/10/25 | 50,417 | 50,384 | ||
Citigroup Inc. | 5.500% | 9/13/25 | 20,232 | 20,816 | ||
Citigroup Inc. | 1.281% | 11/3/25 | 4,900 | 4,553 | ||
Citigroup Inc. | 3.700% | 1/12/26 | 25,711 | 25,236 | ||
Citigroup Inc. | 2.014% | 1/25/26 | 18,281 | 17,141 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 27,725 | 27,783 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Citigroup Inc. | 3.290% | 3/17/26 | 15,000 | 14,533 | ||
3 | Citigroup Inc. | 3.106% | 4/8/26 | 49,287 | 47,392 | |
Citigroup Inc. | 3.400% | 5/1/26 | 15,545 | 15,042 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 68,089 | 64,782 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 3,421 | 3,377 | ||
Citigroup Inc. | 1.462% | 6/9/27 | 1,466 | 1,296 | ||
Citigroup Inc. | 4.450% | 9/29/27 | 68,588 | 67,433 | ||
3 | Citigroup Inc. | 3.887% | 1/10/28 | 64,631 | 62,049 | |
3 | Citigroup Inc. | 3.070% | 2/24/28 | 300 | 278 | |
Citigroup Inc. | 4.658% | 5/24/28 | 5,000 | 4,963 | ||
3 | Citigroup Inc. | 3.668% | 7/24/28 | 47,767 | 45,165 | |
Citigroup Inc. | 4.125% | 7/25/28 | 11,738 | 11,269 | ||
3 | Citigroup Inc. | 3.520% | 10/27/28 | 28,476 | 26,576 | |
3 | Citigroup Inc. | 4.075% | 4/23/29 | 18,798 | 17,885 | |
3 | Citigroup Inc. | 3.980% | 3/20/30 | 20,875 | 19,532 | |
3 | Citigroup Inc. | 2.976% | 11/5/30 | 19,786 | 17,267 | |
3 | Citigroup Inc. | 2.666% | 1/29/31 | 28,672 | 24,350 | |
3 | Citigroup Inc. | 4.412% | 3/31/31 | 61,617 | 59,013 | |
3 | Citigroup Inc. | 2.572% | 6/3/31 | 23,225 | 19,537 | |
Citigroup Inc. | 2.561% | 5/1/32 | 1,311 | 1,081 | ||
Citigroup Inc. | 6.625% | 6/15/32 | 13,303 | 14,546 | ||
Citigroup Inc. | 2.520% | 11/3/32 | 18,150 | 14,715 | ||
Citigroup Inc. | 5.875% | 2/22/33 | 4,512 | 4,678 | ||
Citigroup Inc. | 4.910% | 5/24/33 | 8,000 | 7,897 | ||
Citigroup Inc. | 6.000% | 10/31/33 | 12,482 | 13,111 | ||
Citigroup Inc. | 6.125% | 8/25/36 | 14,933 | 15,811 | ||
3 | Citigroup Inc. | 3.878% | 1/24/39 | 23,760 | 20,565 | |
Citigroup Inc. | 8.125% | 7/15/39 | 26,906 | 35,323 | ||
3 | Citigroup Inc. | 5.316% | 3/26/41 | 12,465 | 12,523 | |
Citigroup Inc. | 5.875% | 1/30/42 | 6,290 | 6,677 | ||
Citigroup Inc. | 2.904% | 11/3/42 | 5,840 | 4,255 | ||
Citigroup Inc. | 6.675% | 9/13/43 | 6,515 | 7,411 | ||
Citigroup Inc. | 4.950% | 11/7/43 | 5,019 | 4,362 | ||
Citigroup Inc. | 5.300% | 5/6/44 | 22,434 | 21,912 | ||
Citigroup Inc. | 4.650% | 7/30/45 | 11,588 | 10,589 | ||
Citigroup Inc. | 4.750% | 5/18/46 | 39,459 | 35,455 | ||
3 | Citigroup Inc. | 4.281% | 4/24/48 | 12,918 | 11,538 | |
Citigroup Inc. | 4.650% | 7/23/48 | 20,275 | 18,861 | ||
3 | Citizens Bank NA | 3.750% | 2/18/26 | 7,290 | 7,152 | |
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 32,898 | 30,751 | ||
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 6,062 | 5,097 | ||
Citizens Financial Group Inc. | 3.250% | 4/30/30 | 3,611 | 3,206 | ||
Citizens Financial Group Inc. | 4.300% | 2/11/31 | 5,250 | 4,863 | ||
Citizens Financial Group Inc. | 2.638% | 9/30/32 | 12,983 | 10,353 | ||
CME Group Inc. | 3.000% | 3/15/25 | 10,081 | 9,957 | ||
CME Group Inc. | 3.750% | 6/15/28 | 1,334 | 1,315 | ||
CME Group Inc. | 2.650% | 3/15/32 | 2,105 | 1,859 | ||
CME Group Inc. | 5.300% | 9/15/43 | 12,312 | 13,344 | ||
CME Group Inc. | 4.150% | 6/15/48 | 9,830 | 9,416 | ||
CNA Financial Corp. | 3.950% | 5/15/24 | 6,477 | 6,472 | ||
CNA Financial Corp. | 4.500% | 3/1/26 | 3,794 | 3,801 | ||
CNA Financial Corp. | 3.450% | 8/15/27 | 9,690 | 9,165 | ||
CNA Financial Corp. | 3.900% | 5/1/29 | 2,695 | 2,534 | ||
CNA Financial Corp. | 2.050% | 8/15/30 | 4,737 | 3,812 | ||
CNO Financial Group Inc. | 5.250% | 5/30/29 | 8,337 | 8,055 | ||
3 | Comerica Bank | 2.500% | 7/23/24 | 2,433 | 2,363 | |
3 | Comerica Bank | 4.000% | 7/27/25 | 3,261 | 3,214 | |
Comerica Inc. | 3.700% | 7/31/23 | 21,164 | 21,148 | ||
Comerica Inc. | 4.000% | 2/1/29 | 2,258 | 2,192 | ||
Cooperatieve Rabobank UA | 0.375% | 1/12/24 | 15,875 | 15,141 | ||
Cooperatieve Rabobank UA | 1.375% | 1/10/25 | 8,650 | 8,147 | ||
3 | Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 23,120 | 22,778 | |
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 17,082 | 16,917 | ||
3 | Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 19,158 | 18,263 | |
3 | Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 13,846 | 14,983 | |
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 16,314 | 17,059 | ||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 19,036 | 18,762 | ||
7 | Corebridge Financial Inc. | 3.500% | 4/4/25 | 12,600 | 12,260 | |
7 | Corebridge Financial Inc. | 3.650% | 4/5/27 | 11,000 | 10,356 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Corebridge Financial Inc. | 3.850% | 4/5/29 | 12,675 | 11,696 | |
7 | Corebridge Financial Inc. | 3.900% | 4/5/32 | 14,550 | 13,056 | |
7 | Corebridge Financial Inc. | 4.350% | 4/5/42 | 7,900 | 6,747 | |
Credit Suisse AG | 1.000% | 5/5/23 | 27,084 | 26,506 | ||
Credit Suisse AG | 0.495% | 2/2/24 | 5,444 | 5,127 | ||
3 | Credit Suisse AG | 3.625% | 9/9/24 | 24,580 | 24,125 | |
Credit Suisse AG | 3.700% | 2/21/25 | 6,475 | 6,339 | ||
Credit Suisse AG | 2.950% | 4/9/25 | 3,155 | 3,019 | ||
Credit Suisse AG | 1.250% | 8/7/26 | 6,920 | 6,051 | ||
Credit Suisse Group AG | 3.750% | 3/26/25 | 65,884 | 63,864 | ||
Credit Suisse Group AG | 4.550% | 4/17/26 | 15,219 | 14,861 | ||
7 | Credit Suisse Group AG | 4.282% | 1/9/28 | 20,250 | 18,947 | |
7 | Credit Suisse Group AG | 4.194% | 4/1/31 | 3,250 | 2,886 | |
Credit Suisse Group AG | 4.875% | 5/15/45 | 24,701 | 21,138 | ||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 14,624 | 16,346 | ||
3 | Deutsche Bank AG | 0.962% | 11/8/23 | 12,533 | 12,015 | |
3 | Deutsche Bank AG | 3.700% | 5/30/24 | 30,495 | 30,009 | |
Deutsche Bank AG | 3.700% | 5/30/24 | 799 | 790 | ||
Deutsche Bank AG | 1.447% | 4/1/25 | 5,733 | 5,362 | ||
3 | Deutsche Bank AG | 3.961% | 11/26/25 | 1,350 | 1,308 | |
3 | Deutsche Bank AG | 4.100% | 1/13/26 | 9,534 | 9,427 | |
Deutsche Bank AG | 2.129% | 11/24/26 | 15,935 | 14,165 | ||
Deutsche Bank AG | 2.311% | 11/16/27 | 14,340 | 12,371 | ||
Deutsche Bank AG | 2.552% | 1/7/28 | 9,500 | 8,219 | ||
3 | Discover Bank | 4.200% | 8/8/23 | 24,638 | 24,712 | |
Discover Bank | 2.450% | 9/12/24 | 16,291 | 15,639 | ||
3 | Discover Bank | 4.250% | 3/13/26 | 12,805 | 12,502 | |
3 | Discover Bank | 3.450% | 7/27/26 | 18,563 | 17,563 | |
3 | Discover Bank | 4.682% | 8/9/28 | 9,497 | 9,240 | |
3 | Discover Bank | 4.650% | 9/13/28 | 15,997 | 15,386 | |
3 | Discover Bank | 2.700% | 2/6/30 | 4,151 | 3,456 | |
Discover Financial Services | 3.950% | 11/6/24 | 7,685 | 7,585 | ||
Discover Financial Services | 3.750% | 3/4/25 | 10,684 | 10,525 | ||
Discover Financial Services | 4.500% | 1/30/26 | 17,848 | 17,507 | ||
Discover Financial Services | 4.100% | 2/9/27 | 33,292 | 31,879 | ||
Eaton Vance Corp. | 3.500% | 4/6/27 | 4,605 | 4,416 | ||
Enstar Group Ltd. | 4.950% | 6/1/29 | 11,969 | 11,447 | ||
Enstar Group Ltd. | 3.100% | 9/1/31 | 5,055 | 4,007 | ||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 4,300 | 4,743 | ||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 17,836 | 17,230 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 24,852 | 22,962 | ||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 4,775 | 4,457 | ||
Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 13,310 | 10,160 | ||
Everest Reinsurance Holdings Inc. | 3.125% | 10/15/52 | 12,620 | 8,793 | ||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 10,482 | 10,417 | ||
Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | 6,618 | 6,355 | ||
Fairfax Financial Holdings Ltd. | 3.375% | 3/3/31 | 2,225 | 1,925 | ||
Fidelity National Financial Inc. | 4.500% | 8/15/28 | 8,000 | 7,697 | ||
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 12,391 | 10,859 | ||
Fidelity National Financial Inc. | 2.450% | 3/15/31 | 8,833 | 6,974 | ||
Fidelity National Financial Inc. | 3.200% | 9/17/51 | 12,200 | 7,760 | ||
Fifth Third Bancorp | 1.625% | 5/5/23 | 2,686 | 2,647 | ||
Fifth Third Bancorp | 4.300% | 1/16/24 | 15,040 | 15,127 | ||
Fifth Third Bancorp | 3.650% | 1/25/24 | 42,814 | 42,642 | ||
Fifth Third Bancorp | 2.375% | 1/28/25 | 24,976 | 23,932 | ||
Fifth Third Bancorp | 2.550% | 5/5/27 | 13,032 | 11,956 | ||
Fifth Third Bancorp | 1.707% | 11/1/27 | 7,085 | 6,278 | ||
Fifth Third Bancorp | 3.950% | 3/14/28 | 15,824 | 15,375 | ||
Fifth Third Bancorp | 4.055% | 4/25/28 | 2,000 | 1,952 | ||
Fifth Third Bancorp | 8.250% | 3/1/38 | 14,026 | 18,035 | ||
3 | Fifth Third Bank NA | 3.950% | 7/28/25 | 12,659 | 12,669 | |
3 | Fifth Third Bank NA | 3.850% | 3/15/26 | 11,941 | 11,697 | |
3 | Fifth Third Bank NA | 2.250% | 2/1/27 | 7,025 | 6,502 | |
First American Financial Corp. | 4.600% | 11/15/24 | 5,160 | 5,143 | ||
First American Financial Corp. | 2.400% | 8/15/31 | 9,888 | 7,570 | ||
First Horizon Corp. | 4.000% | 5/26/25 | 4,625 | 4,536 | ||
3 | First Republic Bank | 4.375% | 8/1/46 | 3,645 | 3,266 | |
3 | First Republic Bank | 4.625% | 2/13/47 | 4,574 | 4,159 | |
First-Citizens Bank & Trust Co. | 6.125% | 3/9/28 | 6,288 | 6,526 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Franklin Resources Inc. | 2.850% | 3/30/25 | 6,177 | 6,001 | ||
Franklin Resources Inc. | 1.600% | 10/30/30 | 6,321 | 4,963 | ||
Franklin Resources Inc. | 2.950% | 8/12/51 | 5,746 | 3,950 | ||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 7,624 | 7,486 | ||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 6,683 | 6,341 | ||
FS KKR Capital Corp. | 3.400% | 1/15/26 | 14,738 | 13,095 | ||
FS KKR Capital Corp. | 2.625% | 1/15/27 | 5,125 | 4,308 | ||
FS KKR Capital Corp. | 3.125% | 10/12/28 | 4,225 | 3,362 | ||
GATX Corp. | 4.350% | 2/15/24 | 129 | 130 | ||
GATX Corp. | 3.250% | 3/30/25 | 5,106 | 4,969 | ||
GATX Corp. | 3.250% | 9/15/26 | 3,315 | 3,162 | ||
GATX Corp. | 3.850% | 3/30/27 | 16,206 | 15,686 | ||
GATX Corp. | 3.500% | 3/15/28 | 7,225 | 6,746 | ||
GATX Corp. | 4.550% | 11/7/28 | 6,050 | 5,918 | ||
GATX Corp. | 4.700% | 4/1/29 | 3,825 | 3,728 | ||
GATX Corp. | 4.000% | 6/30/30 | 4,398 | 4,061 | ||
GATX Corp. | 1.900% | 6/1/31 | 6,000 | 4,662 | ||
GATX Corp. | 3.500% | 6/1/32 | 3,000 | 2,626 | ||
GATX Corp. | 5.200% | 3/15/44 | 1,147 | 1,087 | ||
GATX Corp. | 4.500% | 3/30/45 | 1,952 | 1,629 | ||
GATX Corp. | 3.100% | 6/1/51 | 7,242 | 4,843 | ||
GE Capital Funding LLC | 3.450% | 5/15/25 | 17,761 | 17,440 | ||
GE Capital Funding LLC | 4.550% | 5/15/32 | 13,100 | 12,629 | ||
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 108,153 | 101,224 | ||
Globe Life Inc. | 4.550% | 9/15/28 | 6,187 | 6,091 | ||
Globe Life Inc. | 2.150% | 8/15/30 | 6,415 | 5,252 | ||
Goldman Sachs BDC Inc. | 3.750% | 2/10/25 | 3,575 | 3,463 | ||
Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | 8,250 | 7,445 | ||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 13,172 | 14,056 | ||
Goldman Sachs Group Inc. | 1.217% | 12/6/23 | 26,030 | 25,113 | ||
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 25,086 | 25,006 | ||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 51,829 | 51,973 | ||
Goldman Sachs Group Inc. | 0.673% | 3/8/24 | 65 | 64 | ||
Goldman Sachs Group Inc. | 3.000% | 3/15/24 | 29,579 | 29,202 | ||
3 | Goldman Sachs Group Inc. | 3.850% | 7/8/24 | 11,628 | 11,661 | |
3 | Goldman Sachs Group Inc. | 0.657% | 9/10/24 | 10,890 | 10,429 | |
Goldman Sachs Group Inc. | 0.925% | 10/21/24 | 40,553 | 38,828 | ||
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 40,508 | 40,042 | ||
Goldman Sachs Group Inc. | 1.757% | 1/24/25 | 35,071 | 33,747 | ||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 7,453 | 7,323 | ||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 25,344 | 25,062 | ||
3 | Goldman Sachs Group Inc. | 3.272% | 9/29/25 | 62,124 | 60,425 | |
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 22,645 | 22,506 | ||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 34,561 | 33,937 | ||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 50,102 | 48,146 | ||
3 | Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 19,043 | 16,928 | |
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 20,424 | 21,377 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 39,384 | 38,102 | ||
Goldman Sachs Group Inc. | 1.431% | 3/9/27 | 7,835 | 6,966 | ||
Goldman Sachs Group Inc. | 1.542% | 9/10/27 | 7,407 | 6,501 | ||
Goldman Sachs Group Inc. | 1.948% | 10/21/27 | 32,637 | 28,901 | ||
Goldman Sachs Group Inc. | 2.640% | 2/24/28 | 26,300 | 23,853 | ||
Goldman Sachs Group Inc. | 3.615% | 3/15/28 | 32,665 | 30,952 | ||
3 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 35,437 | 33,591 | |
3 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 85,553 | 80,664 | |
3 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 22,460 | 21,559 | |
Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 5,329 | 4,543 | ||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 71,581 | 66,310 | ||
Goldman Sachs Group Inc. | 1.992% | 1/27/32 | 25,429 | 20,107 | ||
Goldman Sachs Group Inc. | 2.615% | 4/22/32 | 66,784 | 55,409 | ||
Goldman Sachs Group Inc. | 2.383% | 7/21/32 | 25,475 | 20,619 | ||
Goldman Sachs Group Inc. | 2.650% | 10/21/32 | 40,939 | 33,749 | ||
Goldman Sachs Group Inc. | 6.125% | 2/15/33 | 3,531 | 3,837 | ||
Goldman Sachs Group Inc. | 3.102% | 2/24/33 | 100,854 | 86,247 | ||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 20,459 | 22,157 | ||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 50,490 | 55,932 | ||
3 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 59,731 | 52,168 | |
3 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 57,330 | 52,176 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 17,043 | 18,859 | ||
Goldman Sachs Group Inc. | 3.210% | 4/22/42 | 29,643 | 22,618 | ||
Goldman Sachs Group Inc. | 3.436% | 2/24/43 | 7,261 | 5,713 | ||
3 | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 24,627 | 23,128 | |
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 34,679 | 33,001 | ||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 2,157 | 2,007 | ||
Golub Capital BDC Inc. | 3.375% | 4/15/24 | 8,012 | 7,732 | ||
Golub Capital BDC Inc. | 2.500% | 8/24/26 | 2,677 | 2,242 | ||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 5,757 | 5,724 | ||
Hanover Insurance Group Inc. | 2.500% | 9/1/30 | 1,030 | 861 | ||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 6,220 | 5,548 | ||
Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 4,545 | 4,947 | ||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 5,901 | 6,411 | ||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 7,465 | 6,605 | ||
Hartford Financial Services Group Inc. | 4.400% | 3/15/48 | 2,500 | 2,256 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 17,606 | 13,985 | ||
Hartford Financial Services Group Inc. | 2.900% | 9/15/51 | 5,400 | 3,748 | ||
3 | HSBC Bank USA NA | 5.875% | 11/1/34 | 2,513 | 2,584 | |
3 | HSBC Bank USA NA | 5.625% | 8/15/35 | 55 | 56 | |
3 | HSBC Bank USA NA | 7.000% | 1/15/39 | 9,259 | 10,917 | |
HSBC Holdings plc | 3.600% | 5/25/23 | 28,317 | 28,398 | ||
HSBC Holdings plc | 4.250% | 3/14/24 | 34,064 | 33,930 | ||
3 | HSBC Holdings plc | 3.950% | 5/18/24 | 22,080 | 21,989 | |
HSBC Holdings plc | 0.732% | 8/17/24 | 11,775 | 11,299 | ||
HSBC Holdings plc | 1.162% | 11/22/24 | 30,210 | 28,870 | ||
3 | HSBC Holdings plc | 3.803% | 3/11/25 | 31,111 | 30,679 | |
HSBC Holdings plc | 0.976% | 5/24/25 | 556 | 519 | ||
HSBC Holdings plc | 4.250% | 8/18/25 | 2,137 | 2,107 | ||
3 | HSBC Holdings plc | 2.633% | 11/7/25 | 29,587 | 28,217 | |
HSBC Holdings plc | 4.180% | 12/9/25 | 40,400 | 39,768 | ||
HSBC Holdings plc | 4.300% | 3/8/26 | 45,082 | 44,640 | ||
HSBC Holdings plc | 2.999% | 3/10/26 | 26,262 | 25,058 | ||
3 | HSBC Holdings plc | 1.645% | 4/18/26 | 21,250 | 19,493 | |
HSBC Holdings plc | 3.900% | 5/25/26 | 52,382 | 51,278 | ||
3 | HSBC Holdings plc | 2.099% | 6/4/26 | 88,471 | 81,827 | |
3 | HSBC Holdings plc | 4.292% | 9/12/26 | 57,512 | 56,258 | |
HSBC Holdings plc | 4.375% | 11/23/26 | 22,040 | 21,585 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 25,911 | 22,782 | ||
HSBC Holdings plc | 2.251% | 11/22/27 | 30,710 | 27,362 | ||
3 | HSBC Holdings plc | 4.041% | 3/13/28 | 30,473 | 28,946 | |
HSBC Holdings plc | 4.755% | 6/9/28 | 39,400 | 38,310 | ||
3 | HSBC Holdings plc | 2.013% | 9/22/28 | 56,624 | 48,451 | |
3 | HSBC Holdings plc | 4.583% | 6/19/29 | 29,187 | 28,110 | |
HSBC Holdings plc | 2.206% | 8/17/29 | 22,190 | 18,637 | ||
HSBC Holdings plc | 4.950% | 3/31/30 | 30,495 | 30,112 | ||
3 | HSBC Holdings plc | 3.973% | 5/22/30 | 38,737 | 35,689 | |
3 | HSBC Holdings plc | 2.848% | 6/4/31 | 16,293 | 13,760 | |
3 | HSBC Holdings plc | 2.357% | 8/18/31 | 17,529 | 14,228 | |
3 | HSBC Holdings plc | 7.625% | 5/17/32 | 7,870 | 9,009 | |
HSBC Holdings plc | 2.804% | 5/24/32 | 31,609 | 25,950 | ||
HSBC Holdings plc | 2.871% | 11/22/32 | 40,747 | 33,377 | ||
3 | HSBC Holdings plc | 7.350% | 11/27/32 | 2,040 | 2,349 | |
HSBC Holdings plc | 4.762% | 3/29/33 | 15,145 | 13,988 | ||
HSBC Holdings plc | 6.500% | 5/2/36 | 20,397 | 21,715 | ||
HSBC Holdings plc | 6.500% | 9/15/37 | 40,400 | 43,247 | ||
HSBC Holdings plc | 6.800% | 6/1/38 | 11,109 | 12,059 | ||
HSBC Holdings plc | 6.100% | 1/14/42 | 7,428 | 8,213 | ||
HSBC Holdings plc | 5.250% | 3/14/44 | 37,740 | 35,124 | ||
HSBC USA Inc. | 3.500% | 6/23/24 | 11,988 | 11,910 | ||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 4,928 | 4,783 | ||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 5,709 | 5,683 | ||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 16,510 | 14,049 | ||
Huntington Bancshares Inc. | 5.023% | 5/17/33 | 8,100 | 8,020 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Huntington National Bank | 3.550% | 10/6/23 | 10,325 | 10,316 | |
3 | Huntington National Bank | 4.270% | 11/25/26 | 5,750 | 5,651 | |
Huntington National Bank | 4.552% | 5/17/28 | 5,000 | 4,978 | ||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 7,900 | 7,834 | ||
ING Groep NV | 4.100% | 10/2/23 | 18,773 | 18,835 | ||
ING Groep NV | 3.550% | 4/9/24 | 16,917 | 16,779 | ||
ING Groep NV | 3.869% | 3/28/26 | 9,700 | 9,514 | ||
ING Groep NV | 3.950% | 3/29/27 | 19,653 | 18,954 | ||
ING Groep NV | 4.017% | 3/28/28 | 5,000 | 4,771 | ||
ING Groep NV | 4.550% | 10/2/28 | 13,245 | 12,890 | ||
ING Groep NV | 4.050% | 4/9/29 | 3,955 | 3,712 | ||
ING Groep NV | 2.727% | 4/1/32 | 5,078 | 4,231 | ||
ING Groep NV | 4.252% | 3/28/33 | 11,933 | 11,115 | ||
Intercontinental Exchange Inc. | 3.650% | 5/23/25 | 9,600 | 9,538 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 15,365 | 15,241 | ||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 3,977 | 3,754 | ||
Intercontinental Exchange Inc. | 4.000% | 9/15/27 | 6,000 | 5,903 | ||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 7,475 | 7,183 | ||
Intercontinental Exchange Inc. | 4.350% | 6/15/29 | 5,900 | 5,818 | ||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 20,526 | 17,190 | ||
Intercontinental Exchange Inc. | 1.850% | 9/15/32 | 21,746 | 17,028 | ||
Intercontinental Exchange Inc. | 4.600% | 3/15/33 | 7,000 | 6,958 | ||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 14,978 | 10,964 | ||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 12,897 | 11,517 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 18,385 | 13,414 | ||
Intercontinental Exchange Inc. | 4.950% | 6/15/52 | 7,000 | 6,888 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 27,724 | 18,714 | ||
Intercontinental Exchange Inc. | 5.200% | 6/15/62 | 3,032 | 3,023 | ||
Invesco Finance plc | 4.000% | 1/30/24 | 13,599 | 13,609 | ||
Invesco Finance plc | 3.750% | 1/15/26 | 2,346 | 2,314 | ||
Invesco Finance plc | 5.375% | 11/30/43 | 10,862 | 10,873 | ||
7 | Jackson Financial Inc. | 1.125% | 11/22/23 | 2,548 | 2,450 | |
7 | Jackson Financial Inc. | 3.125% | 11/23/31 | 6,058 | 4,829 | |
7 | Jackson Financial Inc. | 4.000% | 11/23/51 | 7,789 | 5,499 | |
Janus Henderson US Holdings Inc. | 4.875% | 8/1/25 | 3,950 | 3,977 | ||
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 8,700 | 8,789 | ||
Jefferies Group LLC | 4.850% | 1/15/27 | 6,140 | 6,108 | ||
Jefferies Group LLC | 6.450% | 6/8/27 | 2,473 | 2,641 | ||
Jefferies Group LLC | 4.150% | 1/23/30 | 17,150 | 15,347 | ||
Jefferies Group LLC | 2.750% | 10/15/32 | 550 | 417 | ||
Jefferies Group LLC | 6.250% | 1/15/36 | 4,242 | 4,188 | ||
Jefferies Group LLC | 6.500% | 1/20/43 | 5,434 | 5,427 | ||
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 33,659 | 33,637 | ||
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 7,853 | 7,812 | ||
JPMorgan Chase & Co. | 3.875% | 2/1/24 | 23,573 | 23,718 | ||
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 32,461 | 32,508 | ||
3 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 58,009 | 56,564 | |
3 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 18,249 | 18,196 | |
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 64,248 | 64,128 | ||
3 | JPMorgan Chase & Co. | 0.653% | 9/16/24 | 12,482 | 11,973 | |
3 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 35,707 | 35,590 | |
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 26,953 | 26,580 | ||
JPMorgan Chase & Co. | 0.563% | 2/16/25 | 100 | 94 | ||
3 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 33,309 | 32,725 | |
JPMorgan Chase & Co. | 0.824% | 6/1/25 | 9,152 | 8,563 | ||
JPMorgan Chase & Co. | 0.969% | 6/23/25 | 16,680 | 15,598 | ||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 50,235 | 50,465 | ||
JPMorgan Chase & Co. | 0.768% | 8/9/25 | 7,587 | 7,043 | ||
3 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 28,786 | 27,437 | |
JPMorgan Chase & Co. | 1.561% | 12/10/25 | 23,993 | 22,473 | ||
JPMorgan Chase & Co. | 2.595% | 2/24/26 | 26,145 | 24,891 | ||
3 | JPMorgan Chase & Co. | 2.005% | 3/13/26 | 693 | 649 | |
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 57,548 | 55,920 | ||
JPMorgan Chase & Co. | 4.080% | 4/26/26 | 20,000 | 19,816 | ||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 57,172 | 55,426 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 57,977 | 55,351 | ||
JPMorgan Chase & Co. | 7.625% | 10/15/26 | 9,095 | 10,268 | ||
JPMorgan Chase & Co. | 1.045% | 11/19/26 | 11,090 | 9,870 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 16,096 | 15,978 | ||
3 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 49,757 | 48,678 | |
JPMorgan Chase & Co. | 1.040% | 2/4/27 | 2,125 | 1,878 | ||
JPMorgan Chase & Co. | 1.578% | 4/22/27 | 5,412 | 4,831 | ||
JPMorgan Chase & Co. | 8.000% | 4/29/27 | 7,579 | 8,699 | ||
3 | JPMorgan Chase & Co. | 1.050% | 6/23/27 | 200 | 174 | |
JPMorgan Chase & Co. | 1.470% | 9/22/27 | 20,430 | 17,922 | ||
JPMorgan Chase & Co. | 4.250% | 10/1/27 | 18,697 | 18,515 | ||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 15,551 | 14,936 | ||
3 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 77,958 | 74,808 | |
JPMorgan Chase & Co. | 4.323% | 4/26/28 | 27,450 | 27,029 | ||
3 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 35,150 | 33,298 | |
3 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 12,400 | 11,043 | |
3 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 44,934 | 42,063 | |
3 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 24,626 | 23,611 | |
JPMorgan Chase & Co. | 2.069% | 6/1/29 | 33,673 | 28,957 | ||
3 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 34,994 | 33,746 | |
3 | JPMorgan Chase & Co. | 4.452% | 12/5/29 | 24,913 | 24,252 | |
3 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 48,179 | 44,866 | |
JPMorgan Chase & Co. | 4.565% | 6/14/30 | 9,770 | 9,606 | ||
3 | JPMorgan Chase & Co. | 8.750% | 9/1/30 | 2,534 | 3,101 | |
3 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 77,191 | 67,298 | |
3 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 37,682 | 36,801 | |
3 | JPMorgan Chase & Co. | 2.522% | 4/22/31 | 19,605 | 16,713 | |
3 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 43,685 | 37,804 | |
JPMorgan Chase & Co. | 1.764% | 11/19/31 | 26,530 | 21,000 | ||
JPMorgan Chase & Co. | 1.953% | 2/4/32 | 53,771 | 42,950 | ||
JPMorgan Chase & Co. | 2.580% | 4/22/32 | 63,810 | 53,728 | ||
JPMorgan Chase & Co. | 2.545% | 11/8/32 | 25,345 | 21,059 | ||
JPMorgan Chase & Co. | 2.963% | 1/25/33 | 47,699 | 40,957 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 16,212 | 18,441 | ||
3 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 42,936 | 37,867 | |
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 15,626 | 16,191 | ||
3 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 44,884 | 34,844 | |
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 8,152 | 8,556 | ||
JPMorgan Chase & Co. | 2.525% | 11/19/41 | 33,119 | 23,580 | ||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 12,711 | 13,040 | ||
JPMorgan Chase & Co. | 3.157% | 4/22/42 | 24,701 | 19,183 | ||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 13,140 | 13,746 | ||
JPMorgan Chase & Co. | 4.850% | 2/1/44 | 5,560 | 5,444 | ||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 13,350 | 12,737 | ||
3 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 25,989 | 23,112 | |
3 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 30,137 | 25,999 | |
3 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 85,340 | 72,744 | |
3 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 34,581 | 29,159 | |
3 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 59,037 | 43,493 | |
JPMorgan Chase & Co. | 3.328% | 4/22/52 | 28,515 | 21,802 | ||
Kemper Corp. | 4.350% | 2/15/25 | 2,553 | 2,539 | ||
Kemper Corp. | 2.400% | 9/30/30 | 5,640 | 4,584 | ||
Kemper Corp. | 3.800% | 2/23/32 | 4,935 | 4,360 | ||
3 | KeyBank NA | 3.300% | 6/1/25 | 18,793 | 18,488 | |
3 | KeyBank NA | 3.400% | 5/20/26 | 17,405 | 16,689 | |
3 | KeyBank NA | 4.390% | 12/14/27 | 2,080 | 2,071 | |
3 | KeyBank NA | 6.950% | 2/1/28 | 2,540 | 2,790 | |
3 | KeyCorp | 4.150% | 10/29/25 | 11,300 | 11,254 | |
3 | KeyCorp | 2.250% | 4/6/27 | 500 | 450 | |
3 | KeyCorp | 4.100% | 4/30/28 | 14,525 | 14,005 | |
3 | KeyCorp | 2.550% | 10/1/29 | 14,745 | 12,729 | |
Landesbank Baden-Wuerttemberg | 7.625% | 2/1/23 | 1,830 | 1,870 | ||
Lazard Group LLC | 3.750% | 2/13/25 | 1,615 | 1,584 | ||
Lazard Group LLC | 3.625% | 3/1/27 | 13,835 | 13,072 | ||
Lazard Group LLC | 4.500% | 9/19/28 | 6,925 | 6,642 | ||
Lazard Group LLC | 4.375% | 3/11/29 | 2,763 | 2,634 | ||
Legg Mason Inc. | 4.750% | 3/15/26 | 5,010 | 5,128 | ||
Legg Mason Inc. | 5.625% | 1/15/44 | 8,378 | 8,588 | ||
Lincoln National Corp. | 4.000% | 9/1/23 | 6,155 | 6,197 | ||
Lincoln National Corp. | 3.625% | 12/12/26 | 11,014 | 10,669 | ||
Lincoln National Corp. | 3.800% | 3/1/28 | 11,746 | 11,238 | ||
Lincoln National Corp. | 3.050% | 1/15/30 | 9,613 | 8,389 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Lincoln National Corp. | 3.400% | 1/15/31 | 4,500 | 4,007 | ||
Lincoln National Corp. | 6.300% | 10/9/37 | 4,329 | 4,685 | ||
Lincoln National Corp. | 7.000% | 6/15/40 | 7,172 | 8,158 | ||
Lincoln National Corp. | 4.350% | 3/1/48 | 2,021 | 1,712 | ||
Lincoln National Corp. | 4.375% | 6/15/50 | 3,132 | 2,684 | ||
Lloyds Bank plc | 3.500% | 5/14/25 | 433 | 424 | ||
Lloyds Banking Group plc | 4.050% | 8/16/23 | 39,485 | 39,609 | ||
Lloyds Banking Group plc | 3.900% | 3/12/24 | 11,381 | 11,354 | ||
Lloyds Banking Group plc | 4.500% | 11/4/24 | 16,048 | 15,981 | ||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 9,049 | 9,059 | ||
3 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 13,828 | 13,668 | |
Lloyds Banking Group plc | 4.582% | 12/10/25 | 40,355 | 39,614 | ||
3 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 3,140 | 2,975 | |
Lloyds Banking Group plc | 3.511% | 3/18/26 | 6,850 | 6,674 | ||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 12,582 | 12,348 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 27,708 | 26,750 | ||
Lloyds Banking Group plc | 3.750% | 3/18/28 | 2,100 | 1,997 | ||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 37,071 | 36,000 | ||
Lloyds Banking Group plc | 4.550% | 8/16/28 | 17,264 | 16,874 | ||
3 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 46,657 | 43,688 | |
Lloyds Banking Group plc | 5.300% | 12/1/45 | 7,002 | 6,495 | ||
Lloyds Banking Group plc | 3.369% | 12/14/46 | 7,020 | 4,998 | ||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 14,719 | 12,080 | ||
Loews Corp. | 3.750% | 4/1/26 | 410 | 407 | ||
Loews Corp. | 3.200% | 5/15/30 | 9,220 | 8,386 | ||
Loews Corp. | 6.000% | 2/1/35 | 6,143 | 6,634 | ||
Loews Corp. | 4.125% | 5/15/43 | 7,362 | 6,307 | ||
M&T Bank Corp. | 3.550% | 7/26/23 | 8,790 | 8,765 | ||
M&T Bank Corp. | 4.000% | 7/15/24 | 3,890 | 3,864 | ||
Main Street Capital Corp. | 5.200% | 5/1/24 | 4,406 | 4,384 | ||
Main Street Capital Corp. | 3.000% | 7/14/26 | 8,135 | 7,115 | ||
3 | Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 13,567 | 13,287 | |
3 | Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 3,856 | 3,653 | |
Manulife Financial Corp. | 4.150% | 3/4/26 | 17,620 | 17,478 | ||
3 | Manulife Financial Corp. | 4.061% | 2/24/32 | 10,400 | 9,615 | |
Manulife Financial Corp. | 3.703% | 3/16/32 | 6,650 | 6,114 | ||
Manulife Financial Corp. | 5.375% | 3/4/46 | 10,608 | 11,346 | ||
Markel Corp. | 3.500% | 11/1/27 | 6,995 | 6,712 | ||
Markel Corp. | 3.350% | 9/17/29 | 3,825 | 3,507 | ||
Markel Corp. | 5.000% | 4/5/46 | 6,278 | 5,935 | ||
Markel Corp. | 4.300% | 11/1/47 | 5,483 | 4,738 | ||
Markel Corp. | 5.000% | 5/20/49 | 4,981 | 4,711 | ||
Markel Corp. | 4.150% | 9/17/50 | 6,850 | 5,648 | ||
Markel Corp. | 3.450% | 5/7/52 | 8,250 | 6,175 | ||
Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | 6,068 | 6,065 | ||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 23,687 | 23,732 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 6/3/24 | 5,890 | 5,874 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 12,434 | 12,287 | ||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 7,684 | 7,610 | ||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 16,495 | 16,299 | ||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 9,250 | 7,809 | ||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 4,736 | 5,157 | ||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 21,648 | 21,142 | ||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 5,278 | 4,741 | ||
Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | 5,645 | 4,990 | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 8,640 | 8,562 | ||
Marsh & McLennan Cos. Inc. | 2.900% | 12/15/51 | 270 | 192 | ||
Mastercard Inc. | 3.375% | 4/1/24 | 18,222 | 18,249 | ||
Mastercard Inc. | 2.000% | 3/3/25 | 14,142 | 13,638 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 18,765 | 18,293 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 16,799 | 16,520 | ||
Mastercard Inc. | 3.500% | 2/26/28 | 5,811 | 5,728 | ||
Mastercard Inc. | 2.950% | 6/1/29 | 14,320 | 13,428 | ||
Mastercard Inc. | 3.350% | 3/26/30 | 20,036 | 19,118 | ||
Mastercard Inc. | 1.900% | 3/15/31 | 4,220 | 3,603 | ||
Mastercard Inc. | 2.000% | 11/18/31 | 16,176 | 13,670 | ||
Mastercard Inc. | 3.800% | 11/21/46 | 8,913 | 8,100 | ||
Mastercard Inc. | 3.950% | 2/26/48 | 8,908 | 8,231 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 11,961 | 10,591 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Mastercard Inc. | 3.850% | 3/26/50 | 19,292 | 17,695 | ||
Mastercard Inc. | 2.950% | 3/15/51 | 7,119 | 5,530 | ||
Mercury General Corp. | 4.400% | 3/15/27 | 4,945 | 4,841 | ||
3 | MetLife Inc. | 4.368% | 9/15/23 | 13,030 | 13,184 | |
MetLife Inc. | 3.600% | 4/10/24 | 15,829 | 15,871 | ||
MetLife Inc. | 3.000% | 3/1/25 | 15,804 | 15,523 | ||
MetLife Inc. | 3.600% | 11/13/25 | 8,991 | 8,931 | ||
MetLife Inc. | 4.550% | 3/23/30 | 31,361 | 31,619 | ||
MetLife Inc. | 6.375% | 6/15/34 | 4,194 | 4,856 | ||
3 | MetLife Inc. | 6.400% | 12/15/36 | 11,227 | 11,323 | |
3 | MetLife Inc. | 10.750% | 8/1/39 | 1,035 | 1,363 | |
MetLife Inc. | 5.875% | 2/6/41 | 22,749 | 24,677 | ||
MetLife Inc. | 4.125% | 8/13/42 | 20,488 | 18,410 | ||
MetLife Inc. | 4.875% | 11/13/43 | 11,496 | 11,355 | ||
MetLife Inc. | 4.721% | 12/15/44 | 12,275 | 11,743 | ||
MetLife Inc. | 4.050% | 3/1/45 | 8,510 | 7,508 | ||
MetLife Inc. | 4.600% | 5/13/46 | 1,796 | 1,738 | ||
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 28,866 | 28,839 | ||
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 3,852 | 3,815 | ||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 25,535 | 25,351 | ||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 15,536 | 15,138 | ||
3 | Mitsubishi UFJ Financial Group Inc. | 0.848% | 9/15/24 | 31,634 | 30,471 | |
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 21,094 | 20,038 | ||
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 36,249 | 35,993 | ||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 14,139 | 13,000 | ||
Mitsubishi UFJ Financial Group Inc. | 3.837% | 4/17/26 | 4,140 | 4,084 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 14,904 | 13,944 | ||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 57,731 | 55,865 | ||
Mitsubishi UFJ Financial Group Inc. | 1.538% | 7/20/27 | 10,365 | 9,156 | ||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 26,758 | 25,314 | ||
Mitsubishi UFJ Financial Group Inc. | 2.341% | 1/19/28 | 19,695 | 17,792 | ||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 16,129 | 15,564 | ||
Mitsubishi UFJ Financial Group Inc. | 4.080% | 4/19/28 | 10,000 | 9,736 | ||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 5,830 | 5,622 | ||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 21,738 | 20,467 | ||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 23,434 | 21,148 | ||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 32,295 | 27,708 | ||
Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 10,000 | 8,163 | ||
Mitsubishi UFJ Financial Group Inc. | 2.309% | 7/20/32 | 25,357 | 20,650 | ||
Mitsubishi UFJ Financial Group Inc. | 2.494% | 10/13/32 | 4,471 | 3,692 | ||
Mitsubishi UFJ Financial Group Inc. | 2.852% | 1/19/33 | 19,595 | 16,659 | ||
Mitsubishi UFJ Financial Group Inc. | 4.315% | 4/19/33 | 8,300 | 7,981 | ||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 3,619 | 3,352 | ||
Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | 4,120 | 3,781 | ||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 20,702 | 17,992 | ||
3 | Mizuho Financial Group Inc. | 1.241% | 7/10/24 | 2,225 | 2,163 | |
3 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 12,677 | 12,650 | |
3 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 29,155 | 28,206 | |
3 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 16,610 | 15,926 | |
3 | Mizuho Financial Group Inc. | 2.226% | 5/25/26 | 1,932 | 1,808 | |
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 2,468 | 2,359 | ||
Mizuho Financial Group Inc. | 1.234% | 5/22/27 | 28,475 | 24,881 | ||
Mizuho Financial Group Inc. | 1.554% | 7/9/27 | 10,413 | 9,156 | ||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 20,741 | 19,843 | ||
3 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 17,495 | 16,836 | |
3 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 31,955 | 28,406 | |
3 | Mizuho Financial Group Inc. | 2.869% | 9/13/30 | 5,270 | 4,586 | |
3 | Mizuho Financial Group Inc. | 2.201% | 7/10/31 | 4,221 | 3,432 | |
3 | Mizuho Financial Group Inc. | 1.979% | 9/8/31 | 1,511 | 1,199 | |
Mizuho Financial Group Inc. | 2.172% | 5/22/32 | 25,315 | 20,127 | ||
3 | Morgan Stanley | 4.100% | 5/22/23 | 27,812 | 27,940 | |
3 | Morgan Stanley | 0.529% | 1/25/24 | 250 | 245 | |
3 | Morgan Stanley | 3.875% | 4/29/24 | 45,484 | 45,614 | |
3 | Morgan Stanley | 3.700% | 10/23/24 | 38,419 | 38,334 | |
3 | Morgan Stanley | 0.791% | 1/22/25 | 23,489 | 22,224 | |
Morgan Stanley | 3.620% | 4/17/25 | 15,250 | 15,067 | ||
Morgan Stanley | 0.790% | 5/30/25 | 41,783 | 38,930 | ||
3 | Morgan Stanley | 2.720% | 7/22/25 | 11,980 | 11,557 | |
3 | Morgan Stanley | 4.000% | 7/23/25 | 55,981 | 55,998 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Morgan Stanley | 0.864% | 10/21/25 | 396 | 365 | |
3 | Morgan Stanley | 1.164% | 10/21/25 | 20,928 | 19,413 | |
Morgan Stanley | 5.000% | 11/24/25 | 28,974 | 29,481 | ||
3 | Morgan Stanley | 3.875% | 1/27/26 | 43,945 | 43,352 | |
Morgan Stanley | 2.630% | 2/18/26 | 7,845 | 7,503 | ||
3 | Morgan Stanley | 2.188% | 4/28/26 | 10,560 | 9,904 | |
3 | Morgan Stanley | 3.125% | 7/27/26 | 37,472 | 35,762 | |
3 | Morgan Stanley | 6.250% | 8/9/26 | 23,175 | 24,660 | |
3 | Morgan Stanley | 4.350% | 9/8/26 | 50,823 | 50,303 | |
Morgan Stanley | 0.985% | 12/10/26 | 11,675 | 10,348 | ||
Morgan Stanley | 3.625% | 1/20/27 | 40,579 | 39,382 | ||
Morgan Stanley | 3.950% | 4/23/27 | 50,004 | 48,474 | ||
Morgan Stanley | 1.593% | 5/4/27 | 56,002 | 49,953 | ||
3 | Morgan Stanley | 1.512% | 7/20/27 | 21,815 | 19,179 | |
Morgan Stanley | 2.475% | 1/21/28 | 9,944 | 9,045 | ||
Morgan Stanley | 4.210% | 4/20/28 | 21,705 | 21,234 | ||
3 | Morgan Stanley | 3.591% | 7/22/28 | 54,557 | 51,631 | |
3 | Morgan Stanley | 3.772% | 1/24/29 | 14,900 | 14,164 | |
3 | Morgan Stanley | 4.431% | 1/23/30 | 35,228 | 34,193 | |
3 | Morgan Stanley | 2.699% | 1/22/31 | 75,896 | 65,797 | |
3 | Morgan Stanley | 3.622% | 4/1/31 | 61,215 | 56,282 | |
3 | Morgan Stanley | 1.794% | 2/13/32 | 60,528 | 47,657 | |
Morgan Stanley | 7.250% | 4/1/32 | 14,335 | 16,915 | ||
3 | Morgan Stanley | 1.928% | 4/28/32 | 26,336 | 20,893 | |
3 | Morgan Stanley | 2.239% | 7/21/32 | 47,931 | 38,947 | |
3 | Morgan Stanley | 2.511% | 10/20/32 | 21,080 | 17,455 | |
Morgan Stanley | 2.943% | 1/21/33 | 34,950 | 29,962 | ||
Morgan Stanley | 2.484% | 9/16/36 | 23,151 | 17,801 | ||
3 | Morgan Stanley | 3.971% | 7/22/38 | 28,138 | 25,163 | |
3 | Morgan Stanley | 4.457% | 4/22/39 | 25,523 | 23,867 | |
Morgan Stanley | 3.217% | 4/22/42 | 9,832 | 7,712 | ||
Morgan Stanley | 6.375% | 7/24/42 | 35,353 | 40,513 | ||
Morgan Stanley | 4.300% | 1/27/45 | 48,302 | 43,444 | ||
Morgan Stanley | 4.375% | 1/22/47 | 7,492 | 6,799 | ||
3 | Morgan Stanley | 5.597% | 3/24/51 | 19,091 | 20,652 | |
3 | Morgan Stanley | 2.802% | 1/25/52 | 29,968 | 20,739 | |
Morgan Stanley Domestic Holdings Inc. | 3.800% | 8/24/27 | 7,801 | 7,511 | ||
Morgan Stanley Domestic Holdings Inc. | 4.500% | 6/20/28 | 5,288 | 5,267 | ||
3 | Munich Re America Corp. | 7.450% | 12/15/26 | 2,350 | 2,646 | |
Nasdaq Inc. | 3.850% | 6/30/26 | 9,745 | 9,685 | ||
Nasdaq Inc. | 1.650% | 1/15/31 | 9,750 | 7,655 | ||
Nasdaq Inc. | 2.500% | 12/21/40 | 10,270 | 7,084 | ||
Nasdaq Inc. | 3.250% | 4/28/50 | 8,936 | 6,517 | ||
Nasdaq Inc. | 3.950% | 3/7/52 | 3,000 | 2,469 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 8,526 | 8,377 | ||
3 | National Australia Bank Ltd. | 2.500% | 7/12/26 | 23,475 | 22,141 | |
3 | National Bank of Canada | 0.550% | 11/15/24 | 5,640 | 5,381 | |
3 | Nationwide Financial Services Inc. | 6.750% | 5/15/37 | 1,314 | 1,329 | |
NatWest Group plc | 3.875% | 9/12/23 | 45,849 | 45,733 | ||
NatWest Group plc | 6.000% | 12/19/23 | 5,300 | 5,398 | ||
3 | NatWest Group plc | 2.359% | 5/22/24 | 6,531 | 6,410 | |
NatWest Group plc | 5.125% | 5/28/24 | 7,303 | 7,332 | ||
3 | NatWest Group plc | 4.519% | 6/25/24 | 23,997 | 23,890 | |
3 | NatWest Group plc | 4.269% | 3/22/25 | 9,319 | 9,221 | |
NatWest Group plc | 4.800% | 4/5/26 | 8,813 | 8,782 | ||
3 | NatWest Group plc | 3.073% | 5/22/28 | 28,049 | 25,504 | |
NatWest Group plc | 5.516% | 9/30/28 | 5,000 | 5,041 | ||
3 | NatWest Group plc | 4.892% | 5/18/29 | 40,092 | 38,864 | |
3 | NatWest Group plc | 3.754% | 11/1/29 | 5,268 | 5,056 | |
3 | NatWest Group plc | 5.076% | 1/27/30 | 45,516 | 44,582 | |
3 | NatWest Group plc | 4.445% | 5/8/30 | 7,175 | 6,777 | |
3 | NatWest Group plc | 3.032% | 11/28/35 | 21,493 | 17,315 | |
3 | New York Community Bancorp Inc. | 5.900% | 11/6/28 | 3,046 | 3,077 | |
Nomura Holdings Inc. | 2.648% | 1/16/25 | 11,693 | 11,071 | ||
5 | Nomura Holdings Inc. | 5.099% | 7/3/25 | 5,470 | 5,494 | |
Nomura Holdings Inc. | 1.851% | 7/16/25 | 20,265 | 18,604 | ||
Nomura Holdings Inc. | 1.653% | 7/14/26 | 16,000 | 14,033 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Nomura Holdings Inc. | 2.329% | 1/22/27 | 15,190 | 13,447 | ||
5 | Nomura Holdings Inc. | 5.386% | 7/6/27 | 9,500 | 9,502 | |
Nomura Holdings Inc. | 2.172% | 7/14/28 | 10,540 | 8,885 | ||
5 | Nomura Holdings Inc. | 5.605% | 7/6/29 | 9,775 | 9,779 | |
Nomura Holdings Inc. | 3.103% | 1/16/30 | 31,583 | 26,872 | ||
Nomura Holdings Inc. | 2.679% | 7/16/30 | 3,800 | 3,112 | ||
Nomura Holdings Inc. | 2.608% | 7/14/31 | 8,060 | 6,414 | ||
Northern Trust Corp. | 3.950% | 10/30/25 | 12,056 | 12,097 | ||
Northern Trust Corp. | 3.650% | 8/3/28 | 7,100 | 6,941 | ||
Northern Trust Corp. | 3.150% | 5/3/29 | 10,779 | 10,112 | ||
Northern Trust Corp. | 1.950% | 5/1/30 | 406 | 345 | ||
3 | Northern Trust Corp. | 3.375% | 5/8/32 | 9,318 | 8,787 | |
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 3,632 | 3,441 | ||
Oaktree Specialty Lending Corp. | 2.700% | 1/15/27 | 9,293 | 8,035 | ||
Old Republic International Corp. | 4.875% | 10/1/24 | 6,830 | 6,932 | ||
Old Republic International Corp. | 3.875% | 8/26/26 | 5,893 | 5,724 | ||
Old Republic International Corp. | 3.850% | 6/11/51 | 9,875 | 7,453 | ||
ORIX Corp. | 4.050% | 1/16/24 | 1,193 | 1,196 | ||
ORIX Corp. | 3.250% | 12/4/24 | 4,505 | 4,430 | ||
ORIX Corp. | 3.700% | 7/18/27 | 10,230 | 9,928 | ||
ORIX Corp. | 2.250% | 3/9/31 | 10,425 | 8,748 | ||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 3,275 | 3,262 | ||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 6,893 | 6,499 | ||
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 11,763 | 10,896 | ||
Owl Rock Capital Corp. | 4.250% | 1/15/26 | 11,012 | 10,139 | ||
Owl Rock Capital Corp. | 3.400% | 7/15/26 | 5,372 | 4,724 | ||
Owl Rock Capital Corp. | 2.625% | 1/15/27 | 10,691 | 8,894 | ||
Owl Rock Capital Corp. | 2.875% | 6/11/28 | 2,352 | 1,851 | ||
Owl Rock Technology Finance Corp. | 2.500% | 1/15/27 | 7,851 | 6,676 | ||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 7,738 | 7,366 | ||
PartnerRe Finance B LLC | 4.500% | 10/1/50 | 2,000 | 1,665 | ||
PNC Bank NA | 3.800% | 7/25/23 | 22,518 | 22,610 | ||
PNC Bank NA | 2.500% | 8/27/24 | 5,419 | 5,280 | ||
3 | PNC Bank NA | 3.300% | 10/30/24 | 6,768 | 6,709 | |
3 | PNC Bank NA | 2.950% | 2/23/25 | 13,260 | 12,924 | |
3 | PNC Bank NA | 3.875% | 4/10/25 | 3,683 | 3,648 | |
3 | PNC Bank NA | 3.250% | 6/1/25 | 28,010 | 27,599 | |
3 | PNC Bank NA | 4.200% | 11/1/25 | 6,825 | 6,817 | |
3 | PNC Bank NA | 3.100% | 10/25/27 | 11,159 | 10,594 | |
3 | PNC Bank NA | 3.250% | 1/22/28 | 9,186 | 8,755 | |
3 | PNC Bank NA | 4.050% | 7/26/28 | 17,963 | 17,384 | |
3 | PNC Bank NA | 2.700% | 10/22/29 | 11,523 | 10,033 | |
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 26,539 | 26,547 | ||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 23,819 | 23,912 | ||
PNC Financial Services Group Inc. | 2.200% | 11/1/24 | 5,950 | 5,764 | ||
PNC Financial Services Group Inc. | 2.600% | 7/23/26 | 9,486 | 8,977 | ||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 13,745 | 13,113 | ||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 37,817 | 35,347 | ||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 25,672 | 22,329 | ||
PNC Financial Services Group Inc. | 2.307% | 4/23/32 | 5,914 | 4,947 | ||
Primerica Inc. | 2.800% | 11/19/31 | 5,312 | 4,468 | ||
Principal Financial Group Inc. | 3.125% | 5/15/23 | 4,161 | 4,150 | ||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 13,809 | 13,505 | ||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 9,602 | 9,112 | ||
Principal Financial Group Inc. | 2.125% | 6/15/30 | 15,197 | 12,532 | ||
Principal Financial Group Inc. | 6.050% | 10/15/36 | 258 | 288 | ||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 5,408 | 4,987 | ||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 5,765 | 5,147 | ||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 7,436 | 6,908 | ||
Progressive Corp. | 2.450% | 1/15/27 | 8,119 | 7,653 | ||
Progressive Corp. | 4.000% | 3/1/29 | 7,985 | 7,903 | ||
Progressive Corp. | 6.625% | 3/1/29 | 4,720 | 5,339 | ||
Progressive Corp. | 3.200% | 3/26/30 | 6,207 | 5,766 | ||
Progressive Corp. | 6.250% | 12/1/32 | 818 | 942 | ||
Progressive Corp. | 4.350% | 4/25/44 | 3,740 | 3,464 | ||
Progressive Corp. | 4.125% | 4/15/47 | 14,870 | 13,567 | ||
Progressive Corp. | 4.200% | 3/15/48 | 5,612 | 5,168 | ||
Progressive Corp. | 3.950% | 3/26/50 | 8,315 | 7,349 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Progressive Corp. | 3.700% | 3/15/52 | 6,685 | 5,654 | ||
Prospect Capital Corp. | 5.875% | 3/15/23 | 513 | 514 | ||
Prospect Capital Corp. | 3.706% | 1/22/26 | 6,132 | 5,456 | ||
Prospect Capital Corp. | 3.364% | 11/15/26 | 3,092 | 2,624 | ||
3 | Prudential Financial Inc. | 3.878% | 3/27/28 | 3,395 | 3,324 | |
3 | Prudential Financial Inc. | 2.100% | 3/10/30 | 3,471 | 2,956 | |
3 | Prudential Financial Inc. | 5.750% | 7/15/33 | 1,120 | 1,225 | |
3 | Prudential Financial Inc. | 5.700% | 12/14/36 | 6,228 | 6,799 | |
3 | Prudential Financial Inc. | 6.625% | 12/1/37 | 5,326 | 6,223 | |
3 | Prudential Financial Inc. | 3.000% | 3/10/40 | 3,947 | 3,194 | |
3 | Prudential Financial Inc. | 6.625% | 6/21/40 | 5,265 | 6,078 | |
3 | Prudential Financial Inc. | 6.200% | 11/15/40 | 3,325 | 3,579 | |
3 | Prudential Financial Inc. | 5.625% | 6/15/43 | 11,514 | 11,238 | |
3 | Prudential Financial Inc. | 5.100% | 8/15/43 | 3,450 | 3,318 | |
3 | Prudential Financial Inc. | 5.200% | 3/15/44 | 2,875 | 2,722 | |
3 | Prudential Financial Inc. | 4.600% | 5/15/44 | 3,245 | 3,078 | |
3 | Prudential Financial Inc. | 5.375% | 5/15/45 | 14,980 | 14,316 | |
3 | Prudential Financial Inc. | 4.500% | 9/15/47 | 8,592 | 7,706 | |
Prudential Financial Inc. | 3.905% | 12/7/47 | 32,618 | 28,290 | ||
3 | Prudential Financial Inc. | 5.700% | 9/15/48 | 8,121 | 7,911 | |
Prudential Financial Inc. | 3.935% | 12/7/49 | 23,487 | 20,236 | ||
3 | Prudential Financial Inc. | 3.700% | 10/1/50 | 12,325 | 10,195 | |
3 | Prudential Financial Inc. | 3.700% | 3/13/51 | 10,136 | 8,453 | |
Prudential Financial Inc. | 5.125% | 3/1/52 | 2,119 | 1,956 | ||
Prudential plc | 3.125% | 4/14/30 | 13,064 | 11,978 | ||
Prudential plc | 3.625% | 3/24/32 | 2,120 | 1,964 | ||
Raymond James Financial Inc. | 4.650% | 4/1/30 | 17,121 | 16,826 | ||
Raymond James Financial Inc. | 4.950% | 7/15/46 | 19,840 | 19,291 | ||
Raymond James Financial Inc. | 3.750% | 4/1/51 | 11,335 | 9,250 | ||
3 | Regions Bank | 6.450% | 6/26/37 | 6,422 | 7,183 | |
Regions Financial Corp. | 2.250% | 5/18/25 | 9,189 | 8,771 | ||
Regions Financial Corp. | 1.800% | 8/12/28 | 5,550 | 4,720 | ||
Regions Financial Corp. | 7.375% | 12/10/37 | 5,493 | 6,535 | ||
3 | Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 3,525 | 3,555 | |
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 5,339 | 5,249 | ||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 14,889 | 13,937 | ||
Reinsurance Group of America Inc. | 3.150% | 6/15/30 | 2,450 | 2,165 | ||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 6,682 | 6,627 | ||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 4,850 | 4,618 | ||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 1,700 | 1,590 | ||
3 | Royal Bank of Canada | 3.700% | 10/5/23 | 27,433 | 27,607 | |
3 | Royal Bank of Canada | 0.500% | 10/26/23 | 4,722 | 4,567 | |
3 | Royal Bank of Canada | 0.425% | 1/19/24 | 13,852 | 13,266 | |
3 | Royal Bank of Canada | 2.550% | 7/16/24 | 12,407 | 12,125 | |
Royal Bank of Canada | 0.650% | 7/29/24 | 528 | 496 | ||
3 | Royal Bank of Canada | 0.750% | 10/7/24 | 16,085 | 15,008 | |
3 | Royal Bank of Canada | 2.250% | 11/1/24 | 41,623 | 40,226 | |
3 | Royal Bank of Canada | 1.600% | 1/21/25 | 4,575 | 4,335 | |
Royal Bank of Canada | 3.375% | 4/14/25 | 20,000 | 19,733 | ||
3 | Royal Bank of Canada | 1.150% | 6/10/25 | 25,352 | 23,456 | |
3 | Royal Bank of Canada | 0.875% | 1/20/26 | 14,130 | 12,669 | |
3 | Royal Bank of Canada | 4.650% | 1/27/26 | 12,755 | 12,891 | |
Royal Bank of Canada | 1.200% | 4/27/26 | 11,120 | 9,990 | ||
3 | Royal Bank of Canada | 1.150% | 7/14/26 | 25,236 | 22,523 | |
3 | Royal Bank of Canada | 1.400% | 11/2/26 | 23,981 | 21,296 | |
3 | Royal Bank of Canada | 2.050% | 1/21/27 | 3,900 | 3,556 | |
Royal Bank of Canada | 3.625% | 5/4/27 | 12,800 | 12,436 | ||
3 | Royal Bank of Canada | 2.300% | 11/3/31 | 34,348 | 28,608 | |
Royal Bank of Canada | 3.875% | 5/4/32 | 12,910 | 12,282 | ||
Santander Holdings USA Inc. | 3.500% | 6/7/24 | 8,105 | 7,961 | ||
Santander Holdings USA Inc. | 4.260% | 6/9/25 | 3,070 | 3,034 | ||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 25,735 | 25,650 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 51,690 | 48,467 | ||
Santander Holdings USA Inc. | ���4.400% | 7/13/27 | 29,314 | 28,221 | ||
3 | Santander UK Group Holdings plc | 4.796% | 11/15/24 | 11,229 | 11,235 | |
Santander UK Group Holdings plc | 1.089% | 3/15/25 | 11,027 | 10,306 | ||
3 | Santander UK Group Holdings plc | 1.532% | 8/21/26 | 20,170 | 18,068 | |
3 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 7,897 | 7,340 | |
Santander UK Group Holdings plc | 2.896% | 3/15/32 | 15,423 | 12,836 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Santander UK plc | 4.000% | 3/13/24 | 29,844 | 29,889 | ||
Santander UK plc | 2.875% | 6/18/24 | 7,680 | 7,490 | ||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 3,010 | 2,855 | ||
3 | Signature Bank | 4.000% | 10/15/30 | 2,577 | 2,460 | |
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 4,476 | 4,313 | ||
7 | Societe Generale SA | 3.000% | 1/22/30 | 1,000 | 853 | |
7 | Standard Chartered plc | 4.644% | 4/1/31 | 1,000 | 952 | |
State Street Corp. | 3.100% | 5/15/23 | 16,329 | 16,288 | ||
State Street Corp. | 3.700% | 11/20/23 | 16,059 | 16,177 | ||
3 | State Street Corp. | 3.776% | 12/3/24 | 13,590 | 13,576 | |
State Street Corp. | 3.300% | 12/16/24 | 2,295 | 2,286 | ||
State Street Corp. | 3.550% | 8/18/25 | 26,910 | 26,775 | ||
3 | State Street Corp. | 2.354% | 11/1/25 | 12,180 | 11,718 | |
State Street Corp. | 2.901% | 3/30/26 | 9,840 | 9,533 | ||
State Street Corp. | 2.650% | 5/19/26 | 13,830 | 13,227 | ||
3 | State Street Corp. | 4.141% | 12/3/29 | 5,855 | 5,722 | |
State Street Corp. | 2.400% | 1/24/30 | 15,816 | 13,786 | ||
State Street Corp. | 2.200% | 3/3/31 | 7,650 | 6,243 | ||
State Street Corp. | 3.152% | 3/30/31 | 1,478 | 1,336 | ||
3 | State Street Corp. | 3.031% | 11/1/34 | 27,263 | 23,931 | |
Stewart Information Services Corp. | 3.600% | 11/15/31 | 4,730 | 3,922 | ||
Stifel Financial Corp. | 4.250% | 7/18/24 | 10,450 | 10,482 | ||
Stifel Financial Corp. | 4.000% | 5/15/30 | 2,805 | 2,588 | ||
Sumitomo Mitsui Banking Corp. | 3.950% | 7/19/23 | 11,802 | 11,851 | ||
Sumitomo Mitsui Banking Corp. | 3.950% | 1/10/24 | 10,470 | 10,503 | ||
3 | Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 11,925 | 11,798 | |
3 | Sumitomo Mitsui Banking Corp. | 3.650% | 7/23/25 | 3,280 | 3,228 | |
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 11,057 | 11,096 | ||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 13,938 | 14,017 | ||
Sumitomo Mitsui Financial Group Inc. | 0.508% | 1/12/24 | 10,250 | 9,763 | ||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 34,094 | 33,210 | ||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 41,750 | 40,271 | ||
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 9,405 | 8,998 | ||
Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 4,590 | 4,227 | ||
Sumitomo Mitsui Financial Group Inc. | 0.948% | 1/12/26 | 15,372 | 13,701 | ||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 32,126 | 31,549 | ||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 15,979 | 14,946 | ||
Sumitomo Mitsui Financial Group Inc. | 1.402% | 9/17/26 | 13,825 | 12,229 | ||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 13,122 | 12,401 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 11,276 | 10,817 | ||
Sumitomo Mitsui Financial Group Inc. | 2.174% | 1/14/27 | 5,000 | 4,531 | ||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 16,308 | 15,509 | ||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 15,790 | 14,956 | ||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 30,850 | 29,633 | ||
Sumitomo Mitsui Financial Group Inc. | 1.902% | 9/17/28 | 14,810 | 12,559 | ||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 7,885 | 7,715 | ||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 22,229 | 19,806 | ||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 5,913 | 5,249 | ||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 14,390 | 12,573 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 28,255 | 24,626 | ||
Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 2,736 | 2,253 | ||
Sumitomo Mitsui Financial Group Inc. | 2.142% | 9/23/30 | 760 | 609 | ||
Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/31 | 11,528 | 9,052 | ||
Sumitomo Mitsui Financial Group Inc. | 2.222% | 9/17/31 | 7,175 | 5,804 | ||
Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/41 | 6,268 | 4,275 | ||
Sumitomo Mitsui Financial Group Inc. | 2.930% | 9/17/41 | 3,200 | 2,349 | ||
SVB Financial Group | 3.500% | 1/29/25 | 10,115 | 9,904 | ||
SVB Financial Group | 1.800% | 10/28/26 | 10,000 | 8,895 | ||
SVB Financial Group | 4.345% | 4/29/28 | 3,390 | 3,294 | ||
SVB Financial Group | 2.100% | 5/15/28 | 3,172 | 2,698 | ||
SVB Financial Group | 3.125% | 6/5/30 | 3,430 | 2,952 | ||
SVB Financial Group | 1.800% | 2/2/31 | 6,466 | 4,989 | ||
SVB Financial Group | 4.570% | 4/29/33 | 1,340 | 1,252 | ||
3 | Svenska Handelsbanken AB | 3.900% | 11/20/23 | 7,446 | 7,482 | |
Swiss Re America Holding Corp. | 7.000% | 2/15/26 | 1,319 | 1,448 | ||
Synchrony Financial | 4.375% | 3/19/24 | 2,650 | 2,629 | ||
Synchrony Financial | 4.250% | 8/15/24 | 9,031 | 8,989 | ||
Synchrony Financial | 4.500% | 7/23/25 | 24,872 | 24,168 | ||
Synchrony Financial | 3.700% | 8/4/26 | 10,699 | 9,919 | ||
Synchrony Financial | 3.950% | 12/1/27 | 7,891 | 7,179 | ||
Synchrony Financial | 5.150% | 3/19/29 | 8,196 | 7,676 | ||
3 | Toronto-Dominion Bank | 0.750% | 6/12/23 | 23,251 | 22,564 | |
3 | Toronto-Dominion Bank | 3.500% | 7/19/23 | 9,899 | 9,928 | |
3 | Toronto-Dominion Bank | 0.450% | 9/11/23 | 23,797 | 23,037 | |
3 | Toronto-Dominion Bank | 2.350% | 3/8/24 | 20,007 | 19,596 | |
3 | Toronto-Dominion Bank | 3.250% | 3/11/24 | 58,933 | 58,536 | |
3 | Toronto-Dominion Bank | 2.650% | 6/12/24 | 13,177 | 12,930 | |
Toronto-Dominion Bank | 1.250% | 12/13/24 | 2,815 | 2,660 | ||
3 | Toronto-Dominion Bank | 1.450% | 1/10/25 | 9,076 | 8,594 | |
Toronto-Dominion Bank | 3.766% | 6/6/25 | 5,000 | 4,972 | ||
3 | Toronto-Dominion Bank | 1.150% | 6/12/25 | 13,561 | 12,523 | |
3 | Toronto-Dominion Bank | 0.750% | 9/11/25 | 11,186 | 10,098 | |
3 | Toronto-Dominion Bank | 0.750% | 1/6/26 | 1,027 | 918 | |
3 | Toronto-Dominion Bank | 1.250% | 9/10/26 | 10,355 | 9,192 | |
3 | Toronto-Dominion Bank | 1.950% | 1/12/27 | 9,820 | 8,873 | |
3 | Toronto-Dominion Bank | 2.800% | 3/10/27 | 14,251 | 13,341 | |
Toronto-Dominion Bank | 4.108% | 6/8/27 | 17,085 | 16,906 | ||
3 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 2,081 | 2,003 | |
3 | Toronto-Dominion Bank | 2.450% | 1/12/32 | 6,776 | 5,673 | |
3 | Toronto-Dominion Bank | 3.200% | 3/10/32 | 44,758 | 39,927 | |
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 4,588 | 5,924 | ||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 1,442 | 1,742 | ||
3 | Travelers Cos. Inc. | 6.250% | 6/15/37 | 10,170 | 11,930 | |
Travelers Cos. Inc. | 5.350% | 11/1/40 | 5,398 | 5,722 | ||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 8,410 | 7,992 | ||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 2,397 | 2,216 | ||
Travelers Cos. Inc. | 3.750% | 5/15/46 | 7,918 | 6,823 | ||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 5,905 | 5,253 | ||
Travelers Cos. Inc. | 4.100% | 3/4/49 | 7,090 | 6,419 | ||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 8,160 | 5,673 | ||
Travelers Cos. Inc. | 3.050% | 6/8/51 | 8,132 | 6,203 | ||
Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 2,489 | 2,929 | ||
Trinity Acquisition plc | 4.400% | 3/15/26 | 7,571 | 7,475 | ||
3 | Truist Bank | 3.200% | 4/1/24 | 42,652 | 42,456 | |
3 | Truist Bank | 3.689% | 8/2/24 | 22,367 | 22,344 | |
3 | Truist Bank | 2.150% | 12/6/24 | 12,360 | 11,917 | |
3 | Truist Bank | 1.500% | 3/10/25 | 15,585 | 14,709 | |
3 | Truist Bank | 3.625% | 9/16/25 | 23,860 | 23,414 | |
3 | Truist Bank | 4.050% | 11/3/25 | 1,331 | 1,336 | |
3 | Truist Bank | 3.300% | 5/15/26 | 14,996 | 14,460 | |
3 | Truist Bank | 3.800% | 10/30/26 | 3,979 | 3,884 | |
3 | Truist Bank | 2.636% | 9/17/29 | 3,056 | 2,902 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Truist Bank | 2.250% | 3/11/30 | 3,595 | 3,010 | |
3 | Truist Financial Corp. | 3.750% | 12/6/23 | 13,979 | 14,068 | |
3 | Truist Financial Corp. | 2.500% | 8/1/24 | 6,399 | 6,246 | |
3 | Truist Financial Corp. | 2.850% | 10/26/24 | 16,220 | 15,896 | |
Truist Financial Corp. | 4.000% | 5/1/25 | 9,068 | 9,088 | ||
3 | Truist Financial Corp. | 3.700% | 6/5/25 | 14,890 | 14,828 | |
3 | Truist Financial Corp. | 1.200% | 8/5/25 | 5,940 | 5,467 | |
3 | Truist Financial Corp. | 1.267% | 3/2/27 | 15,657 | 14,060 | |
3 | Truist Financial Corp. | 1.125% | 8/3/27 | 11,325 | 9,709 | |
3 | Truist Financial Corp. | 3.875% | 3/19/29 | 16,560 | 15,675 | |
3 | Truist Financial Corp. | 1.887% | 6/7/29 | 11,375 | 9,771 | |
3 | Truist Financial Corp. | 1.950% | 6/5/30 | 5,038 | 4,182 | |
7 | UBS Group AG | 3.126% | 8/13/30 | 3,450 | 3,056 | |
Unum Group | 4.000% | 3/15/24 | 5,060 | 5,046 | ||
Unum Group | 3.875% | 11/5/25 | 175 | 172 | ||
Unum Group | 4.000% | 6/15/29 | 3,050 | 2,873 | ||
Unum Group | 5.750% | 8/15/42 | 6,798 | 6,342 | ||
Unum Group | 4.500% | 12/15/49 | 8,336 | 6,433 | ||
Unum Group | 4.125% | 6/15/51 | 9,650 | 7,130 | ||
3 | US Bancorp | 3.700% | 1/30/24 | 7,302 | 7,340 | |
US Bancorp | 3.375% | 2/5/24 | 34,273 | 34,339 | ||
US Bancorp | 2.400% | 7/30/24 | 17,383 | 16,965 | ||
3 | US Bancorp | 3.600% | 9/11/24 | 5,587 | 5,574 | |
US Bancorp | 1.450% | 5/12/25 | 3,127 | 2,936 | ||
3 | US Bancorp | 3.950% | 11/17/25 | 3,944 | 3,963 | |
3 | US Bancorp | 3.100% | 4/27/26 | 11,021 | 10,631 | |
3 | US Bancorp | 2.375% | 7/22/26 | 22,421 | 21,147 | |
3 | US Bancorp | 3.150% | 4/27/27 | 16,412 | 15,799 | |
3 | US Bancorp | 3.900% | 4/26/28 | 6,992 | 6,909 | |
3 | US Bancorp | 3.000% | 7/30/29 | 12,716 | 11,561 | |
3 | US Bancorp | 1.375% | 7/22/30 | 12,780 | 10,182 | |
3 | US Bancorp | 2.677% | 1/27/33 | 5,180 | 4,470 | |
3 | US Bank NA | 3.400% | 7/24/23 | 10,235 | 10,224 | |
3 | US Bank NA | 2.050% | 1/21/25 | 15,232 | 14,611 | |
3 | US Bank NA | 2.800% | 1/27/25 | 28,193 | 27,547 | |
Visa Inc. | 3.150% | 12/14/25 | 67,106 | 66,241 | ||
Visa Inc. | 1.900% | 4/15/27 | 17,930 | 16,549 | ||
Visa Inc. | 0.750% | 8/15/27 | 4,100 | 3,552 | ||
Visa Inc. | 2.750% | 9/15/27 | 21,448 | 20,477 | ||
Visa Inc. | 2.050% | 4/15/30 | 17,453 | 15,299 | ||
Visa Inc. | 1.100% | 2/15/31 | 11,950 | 9,553 | ||
Visa Inc. | 4.150% | 12/14/35 | 17,891 | 17,810 | ||
Visa Inc. | 2.700% | 4/15/40 | 12,888 | 10,405 | ||
Visa Inc. | 4.300% | 12/14/45 | 44,225 | 43,674 | ||
Visa Inc. | 3.650% | 9/15/47 | 9,459 | 8,424 | ||
Visa Inc. | 2.000% | 8/15/50 | 21,975 | 14,588 | ||
Voya Financial Inc. | 3.650% | 6/15/26 | 4,077 | 3,961 | ||
Voya Financial Inc. | 5.700% | 7/15/43 | 10,197 | 10,386 | ||
Voya Financial Inc. | 4.800% | 6/15/46 | 2,742 | 2,519 | ||
3 | Voya Financial Inc. | 4.700% | 1/23/48 | 4,175 | 3,403 | |
W R Berkley Corp. | 4.750% | 8/1/44 | 2,288 | 2,141 | ||
W R Berkley Corp. | 4.000% | 5/12/50 | 6,030 | 4,988 | ||
W R Berkley Corp. | 3.550% | 3/30/52 | 8,755 | 6,742 | ||
W R Berkley Corp. | 3.150% | 9/30/61 | 12,250 | 8,093 | ||
Wachovia Corp. | 6.605% | 10/1/25 | 3,175 | 3,394 | ||
Wachovia Corp. | 5.500% | 8/1/35 | 20,165 | 20,538 | ||
Wachovia Corp. | 6.550% | 10/15/35 | 7,625 | 8,664 | ||
Webster Financial Corp. | 4.100% | 3/25/29 | 325 | 308 | ||
Wells Fargo & Co. | 4.125% | 8/15/23 | 18,961 | 19,090 | ||
Wells Fargo & Co. | 4.480% | 1/16/24 | 13,686 | 13,843 | ||
3 | Wells Fargo & Co. | 1.654% | 6/2/24 | 45,827 | 44,765 | |
3 | Wells Fargo & Co. | 3.300% | 9/9/24 | 11,190 | 11,060 | |
3 | Wells Fargo & Co. | 3.000% | 2/19/25 | 37,234 | 36,418 | |
3 | Wells Fargo & Co. | 3.550% | 9/29/25 | 32,111 | 31,525 | |
3 | Wells Fargo & Co. | 2.406% | 10/30/25 | 55,255 | 52,690 | |
3 | Wells Fargo & Co. | 2.164% | 2/11/26 | 27,680 | 26,060 | |
Wells Fargo & Co. | 3.000% | 4/22/26 | 67,357 | 64,139 | ||
3 | Wells Fargo & Co. | 3.908% | 4/25/26 | 25,963 | 25,546 | |
3 | Wells Fargo & Co. | 2.188% | 4/30/26 | 7,275 | 6,820 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Wells Fargo & Co. | 4.100% | 6/3/26 | 49,373 | 48,532 | |
Wells Fargo & Co. | 3.000% | 10/23/26 | 43,912 | 41,462 | ||
3 | Wells Fargo & Co. | 3.196% | 6/17/27 | 13,959 | 13,232 | |
3 | Wells Fargo & Co. | 4.300% | 7/22/27 | 20,139 | 19,899 | |
3 | Wells Fargo & Co. | 3.584% | 5/22/28 | 38,280 | 36,256 | |
3 | Wells Fargo & Co. | 2.393% | 6/2/28 | 36,285 | 32,518 | |
3 | Wells Fargo & Co. | 4.150% | 1/24/29 | 2,555 | 2,470 | |
3 | Wells Fargo & Co. | 2.879% | 10/30/30 | 102,136 | 89,828 | |
3 | Wells Fargo & Co. | 2.572% | 2/11/31 | 34,450 | 29,619 | |
3 | Wells Fargo & Co. | 4.478% | 4/4/31 | 30,128 | 29,473 | |
3 | Wells Fargo & Co. | 3.350% | 3/2/33 | 300 | 266 | |
Wells Fargo & Co. | 5.375% | 2/7/35 | 1,075 | 1,111 | ||
3 | Wells Fargo & Co. | 5.950% | 12/15/36 | 2,642 | 2,677 | |
3 | Wells Fargo & Co. | 3.068% | 4/30/41 | 44,478 | 34,666 | |
Wells Fargo & Co. | 5.375% | 11/2/43 | 16,103 | 15,854 | ||
Wells Fargo & Co. | 5.606% | 1/15/44 | 21,935 | 22,077 | ||
3 | Wells Fargo & Co. | 4.650% | 11/4/44 | 31,389 | 28,159 | |
Wells Fargo & Co. | 3.900% | 5/1/45 | 21,123 | 17,833 | ||
3 | Wells Fargo & Co. | 4.900% | 11/17/45 | 35,733 | 33,066 | |
3 | Wells Fargo & Co. | 4.400% | 6/14/46 | 24,753 | 21,468 | |
3 | Wells Fargo & Co. | 4.750% | 12/7/46 | 34,579 | 31,528 | |
3 | Wells Fargo & Co. | 5.013% | 4/4/51 | 75,115 | 73,679 | |
3 | Wells Fargo & Co. | 4.611% | 4/25/53 | 48,358 | 44,751 | |
Wells Fargo Bank NA | 5.950% | 8/26/36 | 8,594 | 9,232 | ||
3 | Wells Fargo Bank NA | 5.850% | 2/1/37 | 17,299 | 18,475 | |
3 | Wells Fargo Bank NA | 6.600% | 1/15/38 | 13,699 | 15,822 | |
Western Union Co. | 2.850% | 1/10/25 | 6,742 | 6,474 | ||
Western Union Co. | 1.350% | 3/15/26 | 4,336 | 3,871 | ||
Western Union Co. | 2.750% | 3/15/31 | 5,090 | 4,187 | ||
Western Union Co. | 6.200% | 11/17/36 | 7,650 | 7,686 | ||
Western Union Co. | 6.200% | 6/21/40 | 3,400 | 3,281 | ||
Westpac Banking Corp. | 3.650% | 5/15/23 | 9,101 | 9,112 | ||
Westpac Banking Corp. | 3.300% | 2/26/24 | 18,219 | 18,167 | ||
Westpac Banking Corp. | 1.019% | 11/18/24 | 13,270 | 12,481 | ||
Westpac Banking Corp. | 2.350% | 2/19/25 | 22,597 | 21,831 | ||
Westpac Banking Corp. | 2.850% | 5/13/26 | 29,890 | 28,676 | ||
Westpac Banking Corp. | 2.700% | 8/19/26 | 27,096 | 25,743 | ||
Westpac Banking Corp. | 3.350% | 3/8/27 | 21,316 | 20,630 | ||
Westpac Banking Corp. | 3.400% | 1/25/28 | 5,418 | 5,194 | ||
Westpac Banking Corp. | 1.953% | 11/20/28 | 5,325 | 4,644 | ||
Westpac Banking Corp. | 2.650% | 1/16/30 | 4,015 | 3,569 | ||
3 | Westpac Banking Corp. | 2.894% | 2/4/30 | 39,201 | 37,150 | |
Westpac Banking Corp. | 2.150% | 6/3/31 | 12,520 | 10,498 | ||
3 | Westpac Banking Corp. | 4.322% | 11/23/31 | 34,046 | 32,790 | |
Westpac Banking Corp. | 4.110% | 7/24/34 | 8,756 | 8,011 | ||
Westpac Banking Corp. | 2.668% | 11/15/35 | 17,295 | 13,879 | ||
Westpac Banking Corp. | 3.020% | 11/18/36 | 10,100 | 8,142 | ||
Westpac Banking Corp. | 4.421% | 7/24/39 | 8,973 | 8,038 | ||
Westpac Banking Corp. | 2.963% | 11/16/40 | 16,922 | 12,266 | ||
Willis North America Inc. | 3.600% | 5/15/24 | 4,928 | 4,856 | ||
Willis North America Inc. | 4.650% | 6/15/27 | 1,825 | 1,797 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 6,377 | 6,128 | ||
Willis North America Inc. | 2.950% | 9/15/29 | 12,766 | 10,933 | ||
Willis North America Inc. | 5.050% | 9/15/48 | 8,258 | 7,599 | ||
Willis North America Inc. | 3.875% | 9/15/49 | 15,319 | 11,939 | ||
Wintrust Financial Corp. | 4.850% | 6/6/29 | 2,350 | 2,293 | ||
XLIT Ltd. | 5.250% | 12/15/43 | 7,275 | 7,700 | ||
XLIT Ltd. | 5.500% | 3/31/45 | 5,729 | 5,927 | ||
Zions Bancorp NA | 3.250% | 10/29/29 | 6,610 | 5,771 | ||
21,804,917 | ||||||
Health Care (2.8%) | ||||||
Abbott Laboratories | 3.400% | 11/30/23 | 7,864 | 7,896 | ||
Abbott Laboratories | 2.950% | 3/15/25 | 9,591 | 9,469 | ||
Abbott Laboratories | 3.875% | 9/15/25 | 8,579 | 8,672 | ||
Abbott Laboratories | 3.750% | 11/30/26 | 13,280 | 13,381 | ||
Abbott Laboratories | 1.150% | 1/30/28 | 10,345 | 9,013 | ||
Abbott Laboratories | 1.400% | 6/30/30 | 5,080 | 4,239 | ||
Abbott Laboratories | 4.750% | 11/30/36 | 35,681 | 37,841 | ||
Abbott Laboratories | 6.150% | 11/30/37 | 3,935 | 4,659 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Abbott Laboratories | 6.000% | 4/1/39 | 3,725 | 4,213 | ||
Abbott Laboratories | 5.300% | 5/27/40 | 6,156 | 6,704 | ||
Abbott Laboratories | 4.750% | 4/15/43 | 9,374 | 9,486 | ||
Abbott Laboratories | 4.900% | 11/30/46 | 49,098 | 51,601 | ||
AbbVie Inc. | 2.800% | 3/15/23 | 9,290 | 9,238 | ||
AbbVie Inc. | 3.750% | 11/14/23 | 14,735 | 14,791 | ||
AbbVie Inc. | 3.850% | 6/15/24 | 27,208 | 27,202 | ||
AbbVie Inc. | 2.600% | 11/21/24 | 37,361 | 36,197 | ||
AbbVie Inc. | 3.800% | 3/15/25 | 45,172 | 44,861 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 55,173 | 54,458 | ||
AbbVie Inc. | 3.200% | 5/14/26 | 35,627 | 34,304 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 43,141 | 40,891 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 22,268 | 22,014 | ||
AbbVie Inc. | 3.200% | 11/21/29 | 76,294 | 70,147 | ||
AbbVie Inc. | 4.550% | 3/15/35 | 22,694 | 22,107 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 30,462 | 29,551 | ||
AbbVie Inc. | 4.300% | 5/14/36 | 18,888 | 17,747 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 61,615 | 54,913 | ||
AbbVie Inc. | 4.625% | 10/1/42 | 4,866 | 4,487 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 22,923 | 20,840 | ||
AbbVie Inc. | 4.850% | 6/15/44 | 20,343 | 19,506 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 6,365 | 5,992 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 14,264 | 13,435 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 47,380 | 42,978 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 23,477 | 22,622 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 86,150 | 76,361 | ||
Adventist Health System | 2.952% | 3/1/29 | 6,875 | 6,305 | ||
Adventist Health System | 3.630% | 3/1/49 | 5,300 | 4,420 | ||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 3,098 | 3,050 | ||
3 | Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 1,769 | 1,525 | |
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 5,937 | 5,679 | ||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 6,315 | 5,137 | ||
3 | Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 5,202 | 3,918 | |
Aetna Inc. | 3.500% | 11/15/24 | 12,341 | 12,207 | ||
Aetna Inc. | 6.625% | 6/15/36 | 10,790 | 12,196 | ||
Aetna Inc. | 6.750% | 12/15/37 | 6,006 | 6,820 | ||
Aetna Inc. | 4.500% | 5/15/42 | 6,117 | 5,504 | ||
Aetna Inc. | 4.125% | 11/15/42 | 6,013 | 5,148 | ||
Aetna Inc. | 4.750% | 3/15/44 | 6,275 | 5,759 | ||
Aetna Inc. | 3.875% | 8/15/47 | 14,911 | 12,319 | ||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 6,574 | 6,281 | ||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 2,155 | 1,887 | ||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 8,775 | 7,150 | ||
Agilent Technologies Inc. | 2.300% | 3/12/31 | 9,782 | 7,958 | ||
AHS Hospital Corp. | 5.024% | 7/1/45 | 5,175 | 5,423 | ||
3 | AHS Hospital Corp. | 2.780% | 7/1/51 | 6,750 | 4,762 | |
3 | Allina Health System | 3.887% | 4/15/49 | 4,725 | 4,156 | |
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 7,074 | 7,015 | ||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 8,482 | 8,300 | ||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 6,182 | 5,955 | ||
AmerisourceBergen Corp. | 2.800% | 5/15/30 | 7,762 | 6,773 | ||
AmerisourceBergen Corp. | 2.700% | 3/15/31 | 15,495 | 13,262 | ||
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 5,629 | 4,860 | ||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 11,402 | 10,297 | ||
Amgen Inc. | 2.250% | 8/19/23 | 3,650 | 3,609 | ||
Amgen Inc. | 3.625% | 5/22/24 | 22,392 | 22,354 | ||
Amgen Inc. | 1.900% | 2/21/25 | 15,118 | 14,449 | ||
Amgen Inc. | 3.125% | 5/1/25 | 12,605 | 12,376 | ||
Amgen Inc. | 2.600% | 8/19/26 | 21,264 | 20,138 | ||
Amgen Inc. | 2.200% | 2/21/27 | 13,839 | 12,726 | ||
Amgen Inc. | 3.200% | 11/2/27 | 12,142 | 11,611 | ||
Amgen Inc. | 1.650% | 8/15/28 | 11,800 | 10,127 | ||
Amgen Inc. | 3.000% | 2/22/29 | 4,510 | 4,164 | ||
Amgen Inc. | 2.450% | 2/21/30 | 15,296 | 13,352 | ||
Amgen Inc. | 2.300% | 2/25/31 | 37,150 | 31,551 | ||
Amgen Inc. | 2.000% | 1/15/32 | 14,260 | 11,603 | ||
Amgen Inc. | 3.350% | 2/22/32 | 11,174 | 10,231 | ||
Amgen Inc. | 3.150% | 2/21/40 | 48,543 | 38,514 | ||
Amgen Inc. | 2.800% | 8/15/41 | 25,115 | 18,621 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Amgen Inc. | 4.950% | 10/1/41 | 21,361 | 20,950 | ||
Amgen Inc. | 5.150% | 11/15/41 | 5,633 | 5,579 | ||
Amgen Inc. | 4.400% | 5/1/45 | 33,812 | 30,696 | ||
Amgen Inc. | 4.563% | 6/15/48 | 4,718 | 4,337 | ||
Amgen Inc. | 3.375% | 2/21/50 | 44,674 | 34,251 | ||
Amgen Inc. | 4.663% | 6/15/51 | 29,973 | 28,143 | ||
Amgen Inc. | 3.000% | 1/15/52 | 28,436 | 20,230 | ||
Amgen Inc. | 4.200% | 2/22/52 | 14,530 | 12,748 | ||
Amgen Inc. | 2.770% | 9/1/53 | 10,887 | 7,345 | ||
Amgen Inc. | 4.400% | 2/22/62 | 7,125 | 6,196 | ||
3 | Ascension Health | 2.532% | 11/15/29 | 16,624 | 14,964 | |
3 | Ascension Health | 3.106% | 11/15/39 | 11,133 | 9,165 | |
Ascension Health | 3.945% | 11/15/46 | 6,850 | 6,349 | ||
3 | Ascension Health | 4.847% | 11/15/53 | 9,550 | 10,053 | |
AstraZeneca Finance LLC | 0.700% | 5/28/24 | 10,390 | 9,856 | ||
AstraZeneca Finance LLC | 1.200% | 5/28/26 | 9,140 | 8,260 | ||
AstraZeneca Finance LLC | 1.750% | 5/28/28 | 16,828 | 14,845 | ||
AstraZeneca Finance LLC | 2.250% | 5/28/31 | 12,900 | 11,223 | ||
AstraZeneca plc | 3.500% | 8/17/23 | 13,307 | 13,353 | ||
AstraZeneca plc | 3.375% | 11/16/25 | 27,791 | 27,520 | ||
AstraZeneca plc | 0.700% | 4/8/26 | 21,336 | 19,015 | ||
AstraZeneca plc | 3.125% | 6/12/27 | 9,524 | 9,176 | ||
AstraZeneca plc | 4.000% | 1/17/29 | 15,737 | 15,681 | ||
AstraZeneca plc | 1.375% | 8/6/30 | 15,479 | 12,684 | ||
AstraZeneca plc | 6.450% | 9/15/37 | 35,000 | 41,980 | ||
AstraZeneca plc | 4.000% | 9/18/42 | 16,090 | 14,842 | ||
AstraZeneca plc | 4.375% | 11/16/45 | 14,219 | 13,796 | ||
AstraZeneca plc | 4.375% | 8/17/48 | 3,112 | 3,061 | ||
AstraZeneca plc | 2.125% | 8/6/50 | 16,340 | 10,920 | ||
AstraZeneca plc | 3.000% | 5/28/51 | 5,721 | 4,546 | ||
Banner Health | 2.338% | 1/1/30 | 6,600 | 5,824 | ||
Banner Health | 1.897% | 1/1/31 | 2,325 | 1,925 | ||
Banner Health | 2.907% | 1/1/42 | 3,675 | 2,861 | ||
3 | Banner Health | 3.181% | 1/1/50 | 4,000 | 3,110 | |
Banner Health | 2.913% | 1/1/51 | 4,525 | 3,400 | ||
3 | Baptist Health South Florida Obligated Group | 3.115% | 11/15/71 | 3,725 | 2,512 | |
3 | Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | 7,200 | 5,827 | |
Baxalta Inc. | 4.000% | 6/23/25 | 14,780 | 14,667 | ||
Baxalta Inc. | 5.250% | 6/23/45 | 5,364 | 5,348 | ||
Baxter International Inc. | 0.868% | 12/1/23 | 13,100 | 12,573 | ||
Baxter International Inc. | 1.322% | 11/29/24 | 20,505 | 19,254 | ||
Baxter International Inc. | 2.600% | 8/15/26 | 7,408 | 6,940 | ||
Baxter International Inc. | 1.915% | 2/1/27 | 22,400 | 20,061 | ||
Baxter International Inc. | 2.272% | 12/1/28 | 18,841 | 16,495 | ||
Baxter International Inc. | 3.950% | 4/1/30 | 8,442 | 8,090 | ||
Baxter International Inc. | 1.730% | 4/1/31 | 11,689 | 9,204 | ||
Baxter International Inc. | 2.539% | 2/1/32 | 32,510 | 27,421 | ||
Baxter International Inc. | 3.500% | 8/15/46 | 4,135 | 3,234 | ||
7 | Baxter International Inc. | 3.132% | 12/1/51 | 100 | 73 | |
Baxter International Inc. | 3.132% | 12/1/51 | 23,029 | 16,757 | ||
3 | BayCare Health System Inc. | 3.831% | 11/15/50 | 3,030 | 2,712 | |
3 | Baylor Scott & White Holdings | 1.777% | 11/15/30 | 5,615 | 4,601 | |
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 8,064 | 7,577 | ||
Baylor Scott & White Holdings | 3.967% | 11/15/46 | 1,238 | 1,132 | ||
3 | Baylor Scott & White Holdings | 2.839% | 11/15/50 | 11,715 | 8,541 | |
Becton Dickinson & Co. | 3.363% | 6/6/24 | 10,635 | 10,525 | ||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 6,103 | 6,073 | ||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 37,278 | 36,085 | ||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 2,214 | 1,946 | ||
Becton Dickinson & Co. | 1.957% | 2/11/31 | 14,020 | 11,340 | ||
Becton Dickinson & Co. | 4.875% | 5/15/44 | 1,428 | 1,295 | ||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 4,056 | 3,757 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 20,657 | 19,293 | ||
Becton Dickinson & Co. | 3.794% | 5/20/50 | 8,000 | 6,610 | ||
3 | Beth Israel Lahey Health Inc. | 3.080% | 7/1/51 | 2,575 | 1,876 | |
3 | BHSH System Obligated Group | 3.487% | 7/15/49 | 4,487 | 3,715 | |
Biogen Inc. | 4.050% | 9/15/25 | 21,572 | 21,357 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Biogen Inc. | 2.250% | 5/1/30 | 23,998 | 19,677 | ||
Biogen Inc. | 3.150% | 5/1/50 | 32,624 | 22,373 | ||
Biogen Inc. | 3.250% | 2/15/51 | 6,266 | 4,373 | ||
Bio-Rad Laboratories Inc. | 3.300% | 3/15/27 | 4,442 | 4,198 | ||
Bio-Rad Laboratories Inc. | 3.700% | 3/15/32 | 10,000 | 8,885 | ||
3 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 4,966 | 4,631 | |
3 | Bon Secours Mercy Health Inc. | 2.095% | 6/1/31 | 4,275 | 3,527 | |
3 | Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | 4,025 | 2,999 | |
Boston Scientific Corp. | 3.450% | 3/1/24 | 4,896 | 4,886 | ||
Boston Scientific Corp. | 1.900% | 6/1/25 | 8,352 | 7,883 | ||
Boston Scientific Corp. | 4.000% | 3/1/29 | 1,000 | 955 | ||
Boston Scientific Corp. | 2.650% | 6/1/30 | 8,651 | 7,554 | ||
Boston Scientific Corp. | 6.750% | 11/15/35 | 6,515 | 7,470 | ||
Boston Scientific Corp. | 4.550% | 3/1/39 | 9,560 | 8,889 | ||
Boston Scientific Corp. | 7.375% | 1/15/40 | 4,295 | 5,308 | ||
Boston Scientific Corp. | 4.700% | 3/1/49 | 11,639 | 11,123 | ||
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 5,800 | 5,806 | ||
Bristol-Myers Squibb Co. | 0.537% | 11/13/23 | 9,000 | 8,701 | ||
Bristol-Myers Squibb Co. | 3.625% | 5/15/24 | 515 | 517 | ||
Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 63,799 | 63,236 | ||
Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | 11,901 | 10,855 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 34,187 | 33,741 | ||
Bristol-Myers Squibb Co. | 3.250% | 2/27/27 | 2,010 | 1,982 | ||
Bristol-Myers Squibb Co. | 1.125% | 11/13/27 | 1,000 | 879 | ||
Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 18,262 | 17,988 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 26,221 | 26,266 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 25,351 | 24,489 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 8,430 | 6,924 | ||
Bristol-Myers Squibb Co. | 2.950% | 3/15/32 | 39,500 | 36,258 | ||
Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 24,285 | 23,230 | ||
Bristol-Myers Squibb Co. | 3.550% | 3/15/42 | 5,789 | 5,078 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 4,926 | 4,038 | ||
Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | 11,480 | 11,339 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 15,344 | 14,622 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 13,738 | 13,478 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 46,676 | 43,857 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 15,695 | 11,098 | ||
Bristol-Myers Squibb Co. | 3.700% | 3/15/52 | 53,430 | 46,150 | ||
Bristol-Myers Squibb Co. | 3.900% | 3/15/62 | 15,050 | 12,947 | ||
Cardinal Health Inc. | 3.079% | 6/15/24 | 8,351 | 8,214 | ||
Cardinal Health Inc. | 3.500% | 11/15/24 | 3,358 | 3,329 | ||
Cardinal Health Inc. | 3.750% | 9/15/25 | 7,757 | 7,669 | ||
Cardinal Health Inc. | 3.410% | 6/15/27 | 8,419 | 8,099 | ||
Cardinal Health Inc. | 4.600% | 3/15/43 | 5,490 | 4,737 | ||
Cardinal Health Inc. | 4.500% | 11/15/44 | 6,134 | 5,239 | ||
Cardinal Health Inc. | 4.900% | 9/15/45 | 7,566 | 6,878 | ||
Cardinal Health Inc. | 4.368% | 6/15/47 | 7,350 | 6,237 | ||
3 | Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | 6,886 | 5,034 | |
Children's Health System of Texas | 2.511% | 8/15/50 | 5,808 | 3,958 | ||
3 | Children's Hospital | 2.928% | 7/15/50 | 5,150 | 3,665 | |
3 | Children's Hospital Corp. | 4.115% | 1/1/47 | 2,975 | 2,776 | |
3 | Children's Hospital Corp. | 2.585% | 2/1/50 | 3,700 | 2,567 | |
Children's Hospital Medical Center | 4.268% | 5/15/44 | 4,050 | 3,850 | ||
3 | Children's Hospital of Philadelphia | 2.704% | 7/1/50 | 3,720 | 2,579 | |
3 | CHRISTUS Health | 4.341% | 7/1/28 | 6,750 | 6,771 | |
3 | Cigna Corp. | 3.000% | 7/15/23 | 25,656 | 25,482 | |
Cigna Corp. | 3.750% | 7/15/23 | 6,378 | 6,385 | ||
3 | Cigna Corp. | 3.500% | 6/15/24 | 9,243 | 9,181 | |
3 | Cigna Corp. | 3.250% | 4/15/25 | 11,713 | 11,491 | |
Cigna Corp. | 4.125% | 11/15/25 | 23,228 | 23,290 | ||
3 | Cigna Corp. | 4.500% | 2/25/26 | 23,408 | 23,716 | |
Cigna Corp. | 1.250% | 3/15/26 | 7,730 | 6,976 | ||
3 | Cigna Corp. | 3.400% | 3/1/27 | 18,668 | 17,951 | |
3 | Cigna Corp. | 7.875% | 5/15/27 | 985 | 1,138 | |
3 | Cigna Corp. | 3.050% | 10/15/27 | 8,651 | 8,142 | |
Cigna Corp. | 4.375% | 10/15/28 | 33,090 | 32,788 | ||
Cigna Corp. | 2.400% | 3/15/30 | 31,630 | 27,158 | ||
Cigna Corp. | 2.375% | 3/15/31 | 18,879 | 15,944 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Cigna Corp. | 4.800% | 8/15/38 | 22,886 | 22,284 | ||
Cigna Corp. | 3.200% | 3/15/40 | 16,966 | 13,527 | ||
3 | Cigna Corp. | 6.125% | 11/15/41 | 5,982 | 6,562 | |
3 | Cigna Corp. | 5.375% | 2/15/42 | 633 | 634 | |
3 | Cigna Corp. | 4.800% | 7/15/46 | 25,226 | 24,028 | |
3 | Cigna Corp. | 3.875% | 10/15/47 | 18,639 | 15,346 | |
Cigna Corp. | 4.900% | 12/15/48 | 26,089 | 25,047 | ||
Cigna Corp. | 3.400% | 3/15/50 | 23,178 | 17,725 | ||
Cigna Corp. | 3.400% | 3/15/51 | 5,980 | 4,599 | ||
3 | City of Hope | 5.623% | 11/15/43 | 2,030 | 2,182 | |
3 | City of Hope | 4.378% | 8/15/48 | 9,600 | 8,888 | |
CommonSpirit Health | 2.760% | 10/1/24 | 8,618 | 8,388 | ||
CommonSpirit Health | 1.547% | 10/1/25 | 6,197 | 5,681 | ||
CommonSpirit Health | 3.347% | 10/1/29 | 14,208 | 13,090 | ||
CommonSpirit Health | 2.782% | 10/1/30 | 5,346 | 4,565 | ||
3 | CommonSpirit Health | 4.350% | 11/1/42 | 6,460 | 5,793 | |
CommonSpirit Health | 3.817% | 10/1/49 | 7,895 | 6,579 | ||
CommonSpirit Health | 4.187% | 10/1/49 | 6,872 | 5,777 | ||
CommonSpirit Health | 3.910% | 10/1/50 | 7,474 | 5,981 | ||
3 | Community Health Network Inc. | 3.099% | 5/1/50 | 11,500 | 8,599 | |
3 | Cottage Health Obligated Group | 3.304% | 11/1/49 | 6,575 | 5,200 | |
CVS Health Corp. | 3.375% | 8/12/24 | 18,138 | 18,055 | ||
CVS Health Corp. | 2.625% | 8/15/24 | 2,703 | 2,645 | ||
CVS Health Corp. | 3.875% | 7/20/25 | 43,151 | 42,980 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 36,448 | 34,746 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 5,993 | 5,742 | ||
CVS Health Corp. | 3.625% | 4/1/27 | 5,457 | 5,315 | ||
CVS Health Corp. | 6.250% | 6/1/27 | 3,528 | 3,781 | ||
CVS Health Corp. | 1.300% | 8/21/27 | 27,499 | 23,700 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 41,559 | 41,147 | ||
CVS Health Corp. | 3.250% | 8/15/29 | 35,102 | 32,059 | ||
CVS Health Corp. | 3.750% | 4/1/30 | 24,076 | 22,522 | ||
CVS Health Corp. | 1.750% | 8/21/30 | 25,640 | 20,578 | ||
CVS Health Corp. | 1.875% | 2/28/31 | 21,151 | 16,959 | ||
CVS Health Corp. | 2.125% | 9/15/31 | 4,395 | 3,560 | ||
CVS Health Corp. | 4.875% | 7/20/35 | 11,163 | 11,027 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 59,370 | 56,195 | ||
CVS Health Corp. | 6.125% | 9/15/39 | 5,357 | 5,764 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 20,526 | 17,914 | ||
CVS Health Corp. | 2.700% | 8/21/40 | 16,873 | 12,149 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 21,359 | 21,202 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 32,296 | 31,178 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 88,755 | 84,917 | ||
CVS Health Corp. | 4.250% | 4/1/50 | 7,698 | 6,619 | ||
Danaher Corp. | 3.350% | 9/15/25 | 6,569 | 6,470 | ||
Danaher Corp. | 4.375% | 9/15/45 | 7,148 | 6,616 | ||
Danaher Corp. | 2.600% | 10/1/50 | 5,932 | 4,134 | ||
Danaher Corp. | 2.800% | 12/10/51 | 9,225 | 6,645 | ||
3 | Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 4,600 | 4,125 | |
DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 9,868 | 8,334 | ||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 8,830 | 8,475 | ||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 12,010 | 10,756 | ||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 7,671 | 6,364 | ||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 5,878 | 4,751 | ||
Dignity Health | 3.812% | 11/1/24 | 4,675 | 4,626 | ||
Dignity Health | 4.500% | 11/1/42 | 9,050 | 8,271 | ||
Dignity Health | 5.267% | 11/1/64 | 2,375 | 2,301 | ||
3 | Duke University Health System Inc. | 3.920% | 6/1/47 | 6,930 | 6,277 | |
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 6,428 | 6,273 | ||
Elevance Health Inc. | 3.500% | 8/15/24 | 13,725 | 13,670 | ||
Elevance Health Inc. | 3.350% | 12/1/24 | 22,203 | 21,926 | ||
Elevance Health Inc. | 2.375% | 1/15/25 | 11,341 | 10,933 | ||
Elevance Health Inc. | 3.650% | 12/1/27 | 33,412 | 32,503 | ||
Elevance Health Inc. | 4.101% | 3/1/28 | 20,384 | 20,168 | ||
Elevance Health Inc. | 2.875% | 9/15/29 | 5,075 | 4,574 | ||
Elevance Health Inc. | 2.250% | 5/15/30 | 30,680 | 26,205 | ||
Elevance Health Inc. | 2.550% | 3/15/31 | 22,757 | 19,667 | ||
Elevance Health Inc. | 4.100% | 5/15/32 | 1,985 | 1,933 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Elevance Health Inc. | 5.950% | 12/15/34 | 1,701 | 1,880 | ||
Elevance Health Inc. | 5.850% | 1/15/36 | 4,708 | 5,124 | ||
Elevance Health Inc. | 6.375% | 6/15/37 | 4,650 | 5,388 | ||
Elevance Health Inc. | 4.625% | 5/15/42 | 18,240 | 17,314 | ||
Elevance Health Inc. | 4.650% | 1/15/43 | 13,701 | 13,037 | ||
Elevance Health Inc. | 5.100% | 1/15/44 | 9,607 | 9,625 | ||
Elevance Health Inc. | 4.650% | 8/15/44 | 12,507 | 11,852 | ||
Elevance Health Inc. | 4.375% | 12/1/47 | 23,336 | 21,602 | ||
Elevance Health Inc. | 4.550% | 3/1/48 | 7,428 | 7,046 | ||
Elevance Health Inc. | 3.700% | 9/15/49 | 10,595 | 8,772 | ||
Elevance Health Inc. | 3.125% | 5/15/50 | 7,445 | 5,616 | ||
Elevance Health Inc. | 3.600% | 3/15/51 | 7,588 | 6,150 | ||
Elevance Health Inc. | 4.550% | 5/15/52 | 7,085 | 6,739 | ||
Elevance Health Inc. | 4.850% | 8/15/54 | 4,325 | 4,100 | ||
Eli Lilly & Co. | 2.750% | 6/1/25 | 6,801 | 6,692 | ||
Eli Lilly & Co. | 3.375% | 3/15/29 | 5,829 | 5,681 | ||
Eli Lilly & Co. | 3.950% | 3/15/49 | 10,340 | 9,980 | ||
Eli Lilly & Co. | 2.250% | 5/15/50 | 7,110 | 5,022 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 9,162 | 6,290 | ||
3 | Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | 2,350 | 2,026 | |
Gilead Sciences Inc. | 2.500% | 9/1/23 | 16,095 | 15,937 | ||
Gilead Sciences Inc. | 0.750% | 9/29/23 | 6,140 | 5,945 | ||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 34,281 | 34,327 | ||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 27,537 | 27,232 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 26,689 | 26,291 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 10,681 | 10,112 | ||
Gilead Sciences Inc. | 1.200% | 10/1/27 | 5,540 | 4,771 | ||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 14,729 | 14,593 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 10,657 | 9,933 | ||
Gilead Sciences Inc. | 2.600% | 10/1/40 | 9,643 | 7,074 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 12,187 | 13,037 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 28,694 | 27,797 | ||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 32,449 | 30,012 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 15,556 | 14,895 | ||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 6,320 | 5,577 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 20,726 | 14,504 | ||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 20,475 | 20,531 | ||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 29,825 | 29,682 | ||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 7,099 | 7,756 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 30,085 | 35,954 | ||
GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 5,450 | 5,135 | ||
GlaxoSmithKline Capital plc | 0.534% | 10/1/23 | 12,611 | 12,188 | ||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 14,899 | 14,781 | ||
GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | 11,660 | 11,244 | ||
3 | Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | 5,403 | 4,081 | |
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 6,375 | 5,888 | ||
3 | Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | 6,400 | 4,623 | |
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 3,050 | 2,924 | ||
3 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 4,978 | 4,036 | |
HCA Inc. | 5.000% | 3/15/24 | 28,743 | 28,842 | ||
HCA Inc. | 5.375% | 2/1/25 | 24,620 | 24,573 | ||
HCA Inc. | 5.250% | 4/15/25 | 26,242 | 26,309 | ||
HCA Inc. | 5.875% | 2/15/26 | 10,395 | 10,464 | ||
HCA Inc. | 5.250% | 6/15/26 | 27,407 | 27,215 | ||
HCA Inc. | 5.375% | 9/1/26 | 14,825 | 14,701 | ||
HCA Inc. | 4.500% | 2/15/27 | 8,234 | 7,923 | ||
7 | HCA Inc. | 3.125% | 3/15/27 | 14,055 | 12,846 | |
HCA Inc. | 5.625% | 9/1/28 | 15,980 | 15,730 | ||
HCA Inc. | 5.875% | 2/1/29 | 6,450 | 6,457 | ||
7 | HCA Inc. | 3.375% | 3/15/29 | 4,505 | 3,960 | |
HCA Inc. | 4.125% | 6/15/29 | 24,133 | 22,037 | ||
HCA Inc. | 3.500% | 9/1/30 | 38,825 | 33,108 | ||
HCA Inc. | 2.375% | 7/15/31 | 10,055 | 7,760 | ||
7 | HCA Inc. | 3.625% | 3/15/32 | 20,250 | 17,091 | |
HCA Inc. | 5.125% | 6/15/39 | 23,899 | 20,947 | ||
7 | HCA Inc. | 4.375% | 3/15/42 | 8,015 | 6,361 | |
HCA Inc. | 5.500% | 6/15/47 | 15,799 | 14,137 | ||
HCA Inc. | 5.250% | 6/15/49 | 20,112 | 17,363 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
HCA Inc. | 3.500% | 7/15/51 | 8,500 | 5,861 | ||
7 | HCA Inc. | 4.625% | 3/15/52 | 33,985 | 27,189 | |
Humana Inc. | 0.650% | 8/3/23 | 10,768 | 10,435 | ||
Humana Inc. | 3.850% | 10/1/24 | 10,139 | 10,154 | ||
Humana Inc. | 4.500% | 4/1/25 | 2,776 | 2,808 | ||
Humana Inc. | 1.350% | 2/3/27 | 7,300 | 6,392 | ||
Humana Inc. | 3.950% | 3/15/27 | 4,540 | 4,460 | ||
Humana Inc. | 3.125% | 8/15/29 | 6,905 | 6,241 | ||
Humana Inc. | 4.875% | 4/1/30 | 5,838 | 5,894 | ||
Humana Inc. | 2.150% | 2/3/32 | 11,910 | 9,643 | ||
Humana Inc. | 4.625% | 12/1/42 | 14,192 | 13,170 | ||
Humana Inc. | 4.950% | 10/1/44 | 4,317 | 4,200 | ||
Humana Inc. | 4.800% | 3/15/47 | 6,365 | 6,110 | ||
Humana Inc. | 3.950% | 8/15/49 | 1,690 | 1,437 | ||
IHC Health Services Inc. | 4.131% | 5/15/48 | 5,185 | 4,854 | ||
Illumina Inc. | 2.550% | 3/23/31 | 6,276 | 5,101 | ||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 6,775 | 6,113 | ||
3 | Indiana University Health Inc. Obligated Group | 2.852% | 11/1/51 | 4,000 | 2,911 | |
Inova Health System Foundation | 4.068% | 5/15/52 | 2,800 | 2,565 | ||
3 | Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | 7,750 | 6,590 | |
3 | Iowa Health System | 3.665% | 2/15/50 | 7,625 | 6,234 | |
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 8,200 | 7,399 | ||
Johnson & Johnson | 3.375% | 12/5/23 | 8,523 | 8,565 | ||
Johnson & Johnson | 2.625% | 1/15/25 | 13,870 | 13,705 | ||
Johnson & Johnson | 0.550% | 9/1/25 | 14,813 | 13,674 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 27,242 | 26,475 | ||
Johnson & Johnson | 2.950% | 3/3/27 | 19,363 | 18,920 | ||
Johnson & Johnson | 0.950% | 9/1/27 | 7,799 | 6,877 | ||
Johnson & Johnson | 2.900% | 1/15/28 | 17,110 | 16,537 | ||
Johnson & Johnson | 6.950% | 9/1/29 | 3,395 | 4,183 | ||
Johnson & Johnson | 1.300% | 9/1/30 | 19,495 | 16,440 | ||
Johnson & Johnson | 4.950% | 5/15/33 | 9,008 | 9,790 | ||
Johnson & Johnson | 4.375% | 12/5/33 | 19,885 | 20,567 | ||
Johnson & Johnson | 3.550% | 3/1/36 | 14,656 | 13,896 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 5,016 | 4,765 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 12,819 | 15,269 | ||
Johnson & Johnson | 3.400% | 1/15/38 | 9,339 | 8,411 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 28,067 | 20,544 | ||
Johnson & Johnson | 4.500% | 9/1/40 | 5,947 | 6,011 | ||
Johnson & Johnson | 4.850% | 5/15/41 | 1,811 | 1,903 | ||
Johnson & Johnson | 4.500% | 12/5/43 | 16,393 | 16,506 | ||
Johnson & Johnson | 3.700% | 3/1/46 | 20,396 | 18,830 | ||
Johnson & Johnson | 3.750% | 3/3/47 | 10,941 | 10,148 | ||
Johnson & Johnson | 3.500% | 1/15/48 | 7,397 | 6,611 | ||
Johnson & Johnson | 2.250% | 9/1/50 | 3,387 | 2,371 | ||
Johnson & Johnson | 2.450% | 9/1/60 | 7,910 | 5,368 | ||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 8,177 | 7,945 | ||
3 | Kaiser Foundation Hospitals | 2.810% | 6/1/41 | 10,820 | 8,280 | |
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 10,622 | 10,843 | ||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 16,893 | 15,721 | ||
3 | Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 17,411 | 13,697 | |
3 | Kaiser Foundation Hospitals | 3.002% | 6/1/51 | 6,815 | 5,096 | |
Koninklijke Philips NV | 6.875% | 3/11/38 | 5,655 | 6,470 | ||
Koninklijke Philips NV | 5.000% | 3/15/42 | 11,299 | 10,906 | ||
Laboratory Corp. of America Holdings | 4.000% | 11/1/23 | 2,850 | 2,859 | ||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 10,295 | 10,142 | ||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 7,310 | 6,995 | ||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 7,873 | 7,761 | ||
Laboratory Corp. of America Holdings | 1.550% | 6/1/26 | 3,224 | 2,884 | ||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 2,325 | 2,243 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 7,743 | 6,802 | ||
Laboratory Corp. of America Holdings | 2.700% | 6/1/31 | 3,125 | 2,625 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 13,336 | 11,873 | ||
3 | Mass General Brigham Inc. | 3.765% | 7/1/48 | 875 | 765 | |
3 | Mass General Brigham Inc. | 3.192% | 7/1/49 | 8,400 | 6,564 | |
3 | Mass General Brigham Inc. | 4.117% | 7/1/55 | 3,125 | 2,813 | |
3 | Mass General Brigham Inc. | 3.342% | 7/1/60 | 9,965 | 7,422 | |
3 | Mayo Clinic | 3.774% | 11/15/43 | 6,741 | 6,029 | |
3 | Mayo Clinic | 4.000% | 11/15/47 | 3,425 | 3,185 | |
3 | Mayo Clinic | 4.128% | 11/15/52 | 2,635 | 2,501 | |
3 | Mayo Clinic | 3.196% | 11/15/61 | 5,583 | 4,201 | |
McKesson Corp. | 3.796% | 3/15/24 | 13,922 | 13,956 | ||
McKesson Corp. | 0.900% | 12/3/25 | 6,213 | 5,594 | ||
3 | MedStar Health Inc. | 3.626% | 8/15/49 | 4,108 | 3,359 | |
Medtronic Inc. | 4.375% | 3/15/35 | 48,981 | 48,906 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 12,885 | 12,925 | ||
Memorial Health Services | 3.447% | 11/1/49 | 7,300 | 5,979 | ||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 4,560 | 4,725 | ||
3 | Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 2,962 | 2,237 | |
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 12,765 | 11,853 | ||
3 | Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 3,090 | 2,822 | |
Merck & Co. Inc. | 2.900% | 3/7/24 | 6,978 | 6,941 | ||
Merck & Co. Inc. | 2.750% | 2/10/25 | 31,953 | 31,539 | ||
Merck & Co. Inc. | 0.750% | 2/24/26 | 8,597 | 7,799 | ||
Merck & Co. Inc. | 1.700% | 6/10/27 | 23,005 | 20,912 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 22,681 | 21,960 | ||
Merck & Co. Inc. | 1.450% | 6/24/30 | 7,045 | 5,852 | ||
Merck & Co. Inc. | 2.150% | 12/10/31 | 23,120 | 19,902 | ||
Merck & Co. Inc. | 6.500% | 12/1/33 | 10,282 | 12,406 | ||
Merck & Co. Inc. | 3.900% | 3/7/39 | 10,835 | 10,242 | ||
Merck & Co. Inc. | 2.350% | 6/24/40 | 16,522 | 12,440 | ||
Merck & Co. Inc. | 3.600% | 9/15/42 | 11,979 | 10,501 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 15,737 | 14,929 | ||
Merck & Co. Inc. | 3.700% | 2/10/45 | 24,417 | 21,459 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 13,073 | 12,078 | ||
Merck & Co. Inc. | 2.450% | 6/24/50 | 4,660 | 3,284 | ||
Merck & Co. Inc. | 2.750% | 12/10/51 | 55,930 | 41,448 | ||
Merck & Co. Inc. | 2.900% | 12/10/61 | 28,450 | 20,254 | ||
3 | Mercy Health | 4.302% | 7/1/28 | 3,125 | 3,142 | |
3 | Methodist Hospital | 2.705% | 12/1/50 | 6,975 | 4,888 | |
3 | MidMichigan Health | 3.409% | 6/1/50 | 4,175 | 3,342 | |
3 | Montefiore Obligated Group | 5.246% | 11/1/48 | 9,900 | 8,398 | |
3 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 4,125 | 3,607 | |
3 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 6,937 | 5,863 | |
3 | Mount Sinai Hospitals Group Inc. | 3.391% | 7/1/50 | 8,100 | 6,087 | |
MultiCare Health System | 2.803% | 8/15/50 | 3,895 | 2,786 | ||
Mylan Inc. | 4.200% | 11/29/23 | 14,550 | 14,511 | ||
Mylan Inc. | 4.550% | 4/15/28 | 9,020 | 8,593 | ||
Mylan Inc. | 5.400% | 11/29/43 | 7,035 | 5,892 | ||
Mylan Inc. | 5.200% | 4/15/48 | 5,665 | 4,500 | ||
New York & Presbyterian Hospital | 2.256% | 8/1/40 | 4,600 | 3,287 | ||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 3,396 | 3,099 | ||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 5,540 | 5,055 | ||
New York & Presbyterian Hospital | 2.606% | 8/1/60 | 5,787 | 3,673 | ||
3 | New York & Presbyterian Hospital | 3.954% | 8/1/19 | 5,572 | 4,307 | |
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 9,775 | 8,425 | ||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 11,500 | 10,394 | ||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 5,784 | 4,775 | ||
Novant Health Inc. | 2.637% | 11/1/36 | 7,000 | 5,631 | ||
Novant Health Inc. | 3.168% | 11/1/51 | 11,000 | 8,462 | ||
Novant Health Inc. | 3.318% | 11/1/61 | 8,500 | 6,473 | ||
Novartis Capital Corp. | 3.400% | 5/6/24 | 19,533 | 19,627 | ||
Novartis Capital Corp. | 1.750% | 2/14/25 | 17,663 | 17,049 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Novartis Capital Corp. | 3.000% | 11/20/25 | 15,103 | 14,904 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 22,131 | 20,600 | ||
Novartis Capital Corp. | 3.100% | 5/17/27 | 18,501 | 18,051 | ||
Novartis Capital Corp. | 2.200% | 8/14/30 | 30,527 | 26,921 | ||
Novartis Capital Corp. | 3.700% | 9/21/42 | 9,216 | 8,346 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 18,582 | 18,553 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 18,438 | 17,144 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 7,288 | 5,668 | ||
3 | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | 2.667% | 10/1/50 | 4,730 | 3,333 | |
3 | NYU Langone Hospitals | 5.750% | 7/1/43 | 4,840 | 5,399 | |
NYU Langone Hospitals | 4.784% | 7/1/44 | 4,116 | 4,019 | ||
3 | NYU Langone Hospitals | 4.368% | 7/1/47 | 5,790 | 5,272 | |
3 | NYU Langone Hospitals | 3.380% | 7/1/55 | 8,350 | 6,287 | |
3 | Ochsner LSU Health System of North Louisiana | 2.510% | 5/15/31 | 3,588 | 2,892 | |
OhioHealth Corp. | 2.297% | 11/15/31 | 5,500 | 4,711 | ||
OhioHealth Corp. | 2.834% | 11/15/41 | 5,000 | 3,854 | ||
3 | OhioHealth Corp. | 3.042% | 11/15/50 | 5,135 | 3,916 | |
Orlando Health Obligated Group | 4.089% | 10/1/48 | 4,010 | 3,589 | ||
Orlando Health Obligated Group | 3.327% | 10/1/50 | 3,895 | 3,095 | ||
3 | PeaceHealth Obligated Group | 1.375% | 11/15/25 | 2,825 | 2,599 | |
3 | PeaceHealth Obligated Group | 4.787% | 11/15/48 | 4,625 | 4,572 | |
3 | PeaceHealth Obligated Group | 3.218% | 11/15/50 | 7,025 | 5,299 | |
PerkinElmer Inc. | 0.550% | 9/15/23 | 3,092 | 2,977 | ||
PerkinElmer Inc. | 0.850% | 9/15/24 | 7,500 | 6,958 | ||
PerkinElmer Inc. | 1.900% | 9/15/28 | 6,538 | 5,447 | ||
PerkinElmer Inc. | 3.300% | 9/15/29 | 14,350 | 12,615 | ||
PerkinElmer Inc. | 2.550% | 3/15/31 | 6,395 | 5,208 | ||
PerkinElmer Inc. | 2.250% | 9/15/31 | 9,100 | 7,196 | ||
PerkinElmer Inc. | 3.625% | 3/15/51 | 5,000 | 3,744 | ||
Pfizer Inc. | 3.200% | 9/15/23 | 8,289 | 8,312 | ||
Pfizer Inc. | 2.950% | 3/15/24 | 3,645 | 3,629 | ||
Pfizer Inc. | 3.400% | 5/15/24 | 7,765 | 7,807 | ||
Pfizer Inc. | 0.800% | 5/28/25 | 8,196 | 7,642 | ||
Pfizer Inc. | 2.750% | 6/3/26 | 32,718 | 31,876 | ||
Pfizer Inc. | 3.000% | 12/15/26 | 14,398 | 14,078 | ||
Pfizer Inc. | 3.600% | 9/15/28 | 7,642 | 7,601 | ||
Pfizer Inc. | 3.450% | 3/15/29 | 35,054 | 34,095 | ||
Pfizer Inc. | 2.625% | 4/1/30 | 19,074 | 17,413 | ||
Pfizer Inc. | 1.700% | 5/28/30 | 14,997 | 12,786 | ||
Pfizer Inc. | 1.750% | 8/18/31 | 14,715 | 12,309 | ||
Pfizer Inc. | 4.000% | 12/15/36 | 15,907 | 15,483 | ||
Pfizer Inc. | 4.100% | 9/15/38 | 13,297 | 12,826 | ||
Pfizer Inc. | 3.900% | 3/15/39 | 18,304 | 17,266 | ||
Pfizer Inc. | 7.200% | 3/15/39 | 16,319 | 21,376 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 14,572 | 11,482 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 9,566 | 9,252 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 10,474 | 10,264 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 17,959 | 17,249 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 18,052 | 17,588 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 15,242 | 14,345 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 15,415 | 11,793 | ||
Pharmacia LLC | 6.600% | 12/1/28 | 9,919 | 11,204 | ||
3 | Piedmont Healthcare Inc. | 2.044% | 1/1/32 | 6,024 | 4,939 | |
3 | Piedmont Healthcare Inc. | 2.719% | 1/1/42 | 2,100 | 1,572 | |
Piedmont Healthcare Inc. | 2.864% | 1/1/52 | 4,500 | 3,200 | ||
Presbyterian Healthcare Services | 4.875% | 8/1/52 | 3,690 | 3,840 | ||
3 | Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 5,579 | 5,326 | |
3 | Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 8,209 | 7,265 | |
3 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 5,667 | 4,827 | |
3 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 4,975 | 4,356 | |
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 3,819 | 3,838 | ||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 6,131 | 6,029 | ||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 8,774 | 8,549 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 5,890 | 5,718 | ||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 15,040 | 13,250 | ||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 6,002 | 5,152 | ||
Quest Diagnostics Inc. | 5.750% | 1/30/40 | 1,368 | 1,445 | ||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 3,299 | 2,968 | ||
3 | Rady Children's Hospital-San Diego | 3.154% | 8/15/51 | 4,000 | 3,015 | |
Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 16,327 | 13,096 | ||
Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | 6,216 | 4,211 | ||
Royalty Pharma plc | 0.750% | 9/2/23 | 12,850 | 12,371 | ||
Royalty Pharma plc | 1.200% | 9/2/25 | 17,432 | 15,618 | ||
Royalty Pharma plc | 1.750% | 9/2/27 | 14,100 | 12,027 | ||
Royalty Pharma plc | 2.200% | 9/2/30 | 15,551 | 12,550 | ||
Royalty Pharma plc | 2.150% | 9/2/31 | 4,895 | 3,822 | ||
Royalty Pharma plc | 3.300% | 9/2/40 | 10,140 | 7,493 | ||
Royalty Pharma plc | 3.550% | 9/2/50 | 16,778 | 11,715 | ||
Royalty Pharma plc | 3.350% | 9/2/51 | 3,813 | 2,581 | ||
3 | Rush Obligated Group | 3.922% | 11/15/29 | 4,350 | 4,181 | |
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 6,706 | 5,909 | ||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 2,260 | 1,856 | ||
Sanofi | 3.625% | 6/19/28 | 16,345 | 16,121 | ||
3 | Seattle Children's Hospital | 2.719% | 10/1/50 | 8,000 | 5,613 | |
3 | Sharp HealthCare | 2.680% | 8/1/50 | 3,905 | 2,746 | |
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 20,512 | 20,286 | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 64,033 | 61,486 | ||
Smith & Nephew plc | 2.032% | 10/14/30 | 8,366 | 6,632 | ||
3 | SSM Health Care Corp. | 3.823% | 6/1/27 | 5,200 | 5,177 | |
3 | Stanford Health Care | 3.310% | 8/15/30 | 371 | 342 | |
3 | Stanford Health Care | 3.795% | 11/15/48 | 9,194 | 8,095 | |
Stanford Health Care | 3.027% | 8/15/51 | 5,185 | 3,912 | ||
STERIS Irish FinCo Unltd. Co. | 2.700% | 3/15/31 | 4,723 | 3,987 | ||
STERIS Irish FinCo Unltd. Co. | 3.750% | 3/15/51 | 12,827 | 9,986 | ||
Stryker Corp. | 3.375% | 5/15/24 | 14,452 | 14,372 | ||
Stryker Corp. | 1.150% | 6/15/25 | 8,050 | 7,435 | ||
Stryker Corp. | 3.375% | 11/1/25 | 13,965 | 13,674 | ||
Stryker Corp. | 3.500% | 3/15/26 | 7,935 | 7,783 | ||
Stryker Corp. | 3.650% | 3/7/28 | 8,112 | 7,855 | ||
Stryker Corp. | 1.950% | 6/15/30 | 7,889 | 6,562 | ||
Stryker Corp. | 4.100% | 4/1/43 | 5,047 | 4,368 | ||
Stryker Corp. | 4.375% | 5/15/44 | 7,735 | 6,971 | ||
Stryker Corp. | 4.625% | 3/15/46 | 6,045 | 5,775 | ||
Stryker Corp. | 2.900% | 6/15/50 | 2,675 | 1,933 | ||
3 | Sutter Health | 1.321% | 8/15/25 | 3,725 | 3,432 | |
3 | Sutter Health | 3.695% | 8/15/28 | 4,610 | 4,492 | |
3 | Sutter Health | 2.294% | 8/15/30 | 9,050 | 7,743 | |
3 | Sutter Health | 3.161% | 8/15/40 | 5,250 | 4,101 | |
3 | Sutter Health | 4.091% | 8/15/48 | 4,950 | 4,349 | |
3 | Sutter Health | 3.361% | 8/15/50 | 8,300 | 6,363 | |
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 23,011 | 23,178 | ||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 23,840 | 24,313 | ||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 25,905 | 21,666 | ||
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 21,693 | 16,688 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 42,467 | 31,604 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 13,154 | 9,603 | ||
Texas Health Resources | 2.328% | 11/15/50 | 5,124 | 3,321 | ||
3 | Texas Health Resources | 4.330% | 11/15/55 | 2,943 | 2,794 | |
Thermo Fisher Scientific Inc. | 0.797% | 10/18/23 | 10,365 | 10,056 | ||
Thermo Fisher Scientific Inc. | 1.215% | 10/18/24 | 10,833 | 10,276 | ||
Thermo Fisher Scientific Inc. | 1.750% | 10/15/28 | 15,268 | 13,359 | ||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 9,526 | 8,642 | ||
Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | 17,600 | 14,768 | ||
Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | 21,330 | 16,729 | ||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 8,743 | 9,353 | ||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 4,350 | 4,048 | ||
3 | Toledo Hospital | 5.325% | 11/15/28 | 5,025 | 4,724 | |
Toledo Hospital | 5.750% | 11/15/38 | 6,204 | 6,341 | ||
Toledo Hospital | 6.015% | 11/15/48 | 5,114 | 4,760 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Trinity Health Corp. | 2.632% | 12/1/40 | 2,900 | 2,132 | |
Trinity Health Corp. | 4.125% | 12/1/45 | 7,815 | 7,221 | ||
3 | Trinity Health Corp. | 3.434% | 12/1/48 | 2,723 | 2,269 | |
UnitedHealth Group Inc. | 3.500% | 2/15/24 | 8,670 | 8,706 | ||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 5,506 | 5,399 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 15,458 | 15,474 | ||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 7,066 | 7,056 | ||
UnitedHealth Group Inc. | 1.250% | 1/15/26 | 9,046 | 8,349 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 9,725 | 9,524 | ||
UnitedHealth Group Inc. | 1.150% | 5/15/26 | 3,128 | 2,846 | ||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 9,211 | 9,084 | ||
UnitedHealth Group Inc. | 3.375% | 4/15/27 | 40,062 | 39,321 | ||
UnitedHealth Group Inc. | 2.950% | 10/15/27 | 9,563 | 9,166 | ||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 5,267 | 5,242 | ||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 5,324 | 5,295 | ||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 22,203 | 20,525 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 15,083 | 12,929 | ||
UnitedHealth Group Inc. | 2.300% | 5/15/31 | 25,937 | 22,458 | ||
UnitedHealth Group Inc. | 4.625% | 7/15/35 | 12,627 | 12,841 | ||
UnitedHealth Group Inc. | 5.800% | 3/15/36 | 8,138 | 9,117 | ||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 7,830 | 9,477 | ||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 12,852 | 15,588 | ||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 23,346 | 28,950 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 22,455 | 19,586 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 14,185 | ��11,046 | ||
UnitedHealth Group Inc. | 5.700% | 10/15/40 | 3,233 | 3,567 | ||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 7,700 | 8,696 | ||
UnitedHealth Group Inc. | 3.050% | 5/15/41 | 15,630 | 12,635 | ||
UnitedHealth Group Inc. | 4.625% | 11/15/41 | 12,300 | 12,203 | ||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 3,290 | 3,159 | ||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 13,663 | 12,302 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 8,211 | 7,721 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 11,730 | 11,826 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 15,945 | 14,910 | ||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 12,905 | 12,143 | ||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 10,144 | 8,802 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 22,685 | 21,218 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 4,768 | 4,567 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 17,414 | 14,879 | ||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 14,660 | 10,894 | ||
UnitedHealth Group Inc. | 3.250% | 5/15/51 | 23,965 | 18,852 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 9,103 | 7,862 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 13,224 | 9,701 | ||
7 | Universal Health Services Inc. | 1.650% | 9/1/26 | 1,490 | 1,290 | |
7 | Universal Health Services Inc. | 2.650% | 10/15/30 | 13,380 | 10,663 | |
3 | UPMC | 3.600% | 4/3/25 | 6,705 | 6,662 | |
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 32,935 | 31,052 | ||
Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 17,935 | 14,449 | ||
Viatris Inc. | 1.650% | 6/22/25 | 8,435 | 7,650 | ||
Viatris Inc. | 2.300% | 6/22/27 | 5,235 | 4,478 | ||
Viatris Inc. | 2.700% | 6/22/30 | 10,760 | 8,647 | ||
Viatris Inc. | 3.850% | 6/22/40 | 10,735 | 7,560 | ||
Viatris Inc. | 4.000% | 6/22/50 | 16,450 | 10,961 | ||
3 | WakeMed | 3.286% | 10/1/52 | 3,225 | 2,453 | |
3 | West Virginia United Health System Obligated Group | 3.129% | 6/1/50 | 1,900 | 1,372 | |
3 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 4,021 | 4,044 | |
3 | Willis-Knighton Medical Center | 3.065% | 3/1/51 | 8,000 | 5,742 | |
Wyeth LLC | 7.250% | 3/1/23 | 2,400 | 2,466 | ||
Wyeth LLC | 6.450% | 2/1/24 | 11,948 | 12,496 | ||
Wyeth LLC | 6.500% | 2/1/34 | 12,347 | 14,750 | ||
Wyeth LLC | 6.000% | 2/15/36 | 5,565 | 6,381 | ||
Wyeth LLC | 5.950% | 4/1/37 | 15,044 | 17,356 | ||
3 | Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | 5,500 | 3,751 | |
Zeneca Wilmington Inc. | 7.000% | 11/15/23 | 4,275 | 4,464 | ||
Zimmer Biomet Holdings Inc. | 1.450% | 11/22/24 | 6,000 | 5,660 | ||
Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | 9,609 | 9,227 | ||
Zimmer Biomet Holdings Inc. | 2.600% | 11/24/31 | 15,360 | 12,531 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 2,190 | 2,241 | ||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 9,000 | 7,729 | ||
Zoetis Inc. | 4.500% | 11/13/25 | 4,628 | 4,691 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 15,074 | 14,221 | ||
Zoetis Inc. | 3.900% | 8/20/28 | 8,400 | 8,142 | ||
Zoetis Inc. | 2.000% | 5/15/30 | 3,730 | 3,120 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 10,423 | 10,027 | ||
Zoetis Inc. | 3.950% | 9/12/47 | 8,373 | 7,258 | ||
Zoetis Inc. | 4.450% | 8/20/48 | 16,666 | 15,678 | ||
Zoetis Inc. | 3.000% | 5/15/50 | 2,712 | 2,019 | ||
7,947,447 | ||||||
Industrials (2.0%) | ||||||
3 | 3M Co. | 3.250% | 2/14/24 | 15,174 | 15,181 | |
3M Co. | 2.000% | 2/14/25 | 9,924 | 9,556 | ||
3M Co. | 2.650% | 4/15/25 | 16,225 | 15,834 | ||
3 | 3M Co. | 3.000% | 8/7/25 | 8,341 | 8,206 | |
3 | 3M Co. | 2.250% | 9/19/26 | 14,797 | 13,983 | |
3M Co. | 2.875% | 10/15/27 | 6,864 | 6,593 | ||
3 | 3M Co. | 3.625% | 9/14/28 | 1,795 | 1,765 | |
3 | 3M Co. | 3.375% | 3/1/29 | 15,200 | 14,608 | |
3M Co. | 2.375% | 8/26/29 | 17,871 | 15,996 | ||
3M Co. | 3.050% | 4/15/30 | 5,225 | 4,848 | ||
3 | 3M Co. | 5.700% | 3/15/37 | 63 | 71 | |
3 | 3M Co. | 3.875% | 6/15/44 | 1,401 | 1,229 | |
3 | 3M Co. | 3.125% | 9/19/46 | 12,930 | 10,164 | |
3 | 3M Co. | 3.625% | 10/15/47 | 10,207 | 8,720 | |
3 | 3M Co. | 4.000% | 9/14/48 | 15,345 | 13,885 | |
3M Co. | 3.250% | 8/26/49 | 6,991 | 5,574 | ||
3M Co. | 3.700% | 4/15/50 | 2,679 | 2,308 | ||
Acuity Brands Lighting Inc. | 2.150% | 12/15/30 | 5,814 | 4,607 | ||
Allegion plc | 3.500% | 10/1/29 | 5,468 | 4,849 | ||
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 1,750 | 1,701 | ||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 5,169 | 4,750 | ||
3 | American Airlines Pass-Through Trust Class A Series 2021-1 | 2.875% | 7/11/34 | 8,800 | 7,467 | |
3 | American Airlines Pass-Through Trust Class AA Series 2015-2 | 3.600% | 9/22/27 | 766 | 701 | |
3 | American Airlines Pass-Through Trust Class AA Series 2016-1 | 3.575% | 1/15/28 | 2,639 | 2,414 | |
3 | American Airlines Pass-Through Trust Class AA Series 2016-2 | 3.200% | 6/15/28 | 7,717 | 6,948 | |
3 | American Airlines Pass-Through Trust Class AA Series 2016-3 | 3.000% | 10/15/28 | 4,481 | 3,977 | |
3 | American Airlines Pass-Through Trust Class AA Series 2017-1 | 3.650% | 2/15/29 | 1,932 | 1,767 | |
3 | American Airlines Pass-Through Trust Class AA Series 2017-2 | 3.350% | 10/15/29 | 2,874 | 2,592 | |
3 | American Airlines Pass-Through Trust Class AA Series 2019-1 | 3.150% | 2/15/32 | 8,061 | 7,064 | |
Amphenol Corp. | 3.200% | 4/1/24 | 4,250 | 4,211 | ||
Amphenol Corp. | 2.050% | 3/1/25 | 3,550 | 3,375 | ||
Amphenol Corp. | 4.350% | 6/1/29 | 5,430 | 5,329 | ||
Amphenol Corp. | 2.800% | 2/15/30 | 16,298 | 14,176 | ||
Amphenol Corp. | 2.200% | 9/15/31 | 4,175 | 3,415 | ||
3 | BNSF Funding Trust I | 6.613% | 12/15/55 | 800 | 786 | |
Boeing Co. | 2.800% | 3/1/23 | 9,441 | 9,388 | ||
Boeing Co. | 4.508% | 5/1/23 | 38,804 | 38,972 | ||
Boeing Co. | 1.875% | 6/15/23 | 13,224 | 12,945 | ||
Boeing Co. | 1.433% | 2/4/24 | 30,977 | 29,634 | ||
Boeing Co. | 2.800% | 3/1/24 | 6,075 | 5,954 | ||
Boeing Co. | 2.850% | 10/30/24 | 7,983 | 7,747 | ||
Boeing Co. | 2.500% | 3/1/25 | 2,831 | 2,671 | ||
Boeing Co. | 4.875% | 5/1/25 | 49,870 | 49,683 | ||
Boeing Co. | 7.250% | 6/15/25 | 675 | 728 | ||
Boeing Co. | 2.600% | 10/30/25 | 4,700 | 4,386 | ||
Boeing Co. | 2.750% | 2/1/26 | 9,426 | 8,752 | ||
Boeing Co. | 2.196% | 2/4/26 | 74,902 | 67,597 | ||
Boeing Co. | 3.100% | 5/1/26 | 10,300 | 9,640 | ||
Boeing Co. | 2.250% | 6/15/26 | 7,101 | 6,405 | ||
Boeing Co. | 2.700% | 2/1/27 | 14,371 | 12,791 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Boeing Co. | 2.800% | 3/1/27 | 6,998 | 6,268 | ||
Boeing Co. | 5.040% | 5/1/27 | 28,250 | 27,907 | ||
Boeing Co. | 3.250% | 2/1/28 | 14,563 | 13,061 | ||
Boeing Co. | 3.250% | 3/1/28 | 5,257 | 4,720 | ||
Boeing Co. | 3.200% | 3/1/29 | 11,117 | 9,639 | ||
Boeing Co. | 2.950% | 2/1/30 | 13,336 | 11,067 | ||
Boeing Co. | 5.150% | 5/1/30 | 56,095 | 53,817 | ||
Boeing Co. | 3.625% | 2/1/31 | 17,001 | 14,714 | ||
Boeing Co. | 6.125% | 2/15/33 | 8,606 | 8,785 | ||
Boeing Co. | 3.600% | 5/1/34 | 28,283 | 22,510 | ||
Boeing Co. | 3.250% | 2/1/35 | 14,391 | 10,954 | ||
Boeing Co. | 6.625% | 2/15/38 | 8,625 | 8,867 | ||
Boeing Co. | 3.550% | 3/1/38 | 4,603 | 3,357 | ||
Boeing Co. | 3.500% | 3/1/39 | 6,584 | 4,745 | ||
Boeing Co. | 6.875% | 3/15/39 | 12,118 | 12,585 | ||
Boeing Co. | 5.875% | 2/15/40 | 7,790 | 7,301 | ||
Boeing Co. | 5.705% | 5/1/40 | 43,832 | 40,950 | ||
Boeing Co. | 3.375% | 6/15/46 | 10,380 | 6,868 | ||
Boeing Co. | 3.650% | 3/1/47 | 10,417 | 7,065 | ||
Boeing Co. | 3.625% | 3/1/48 | 4,625 | 3,097 | ||
Boeing Co. | 3.850% | 11/1/48 | 4,594 | 3,265 | ||
Boeing Co. | 3.900% | 5/1/49 | 13,165 | ��� 9,358 | ||
Boeing Co. | 3.750% | 2/1/50 | 11,478 | 8,094 | ||
Boeing Co. | 5.805% | 5/1/50 | 70,835 | 65,227 | ||
Boeing Co. | 3.825% | 3/1/59 | 7,950 | 5,116 | ||
Boeing Co. | 3.950% | 8/1/59 | 6,995 | 4,723 | ||
Boeing Co. | 5.930% | 5/1/60 | 43,811 | 40,080 | ||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 11,875 | 11,944 | ||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 9,936 | 10,000 | ||
Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 14,404 | 14,425 | ||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 12,150 | 12,016 | ||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 11,782 | 11,836 | ||
Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | 2,116 | 2,341 | ||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 7,067 | 6,917 | ||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 3,700 | 4,312 | ||
Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | 4,411 | 5,156 | ||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 8,804 | 9,684 | ||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 8,850 | 9,053 | ||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 14,861 | 15,750 | ||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 5,100 | 5,130 | ||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 10,571 | 9,967 | ||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 12,897 | 12,211 | ||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 15,982 | 15,201 | ||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 5,508 | 5,715 | ||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 17,049 | 17,142 | ||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 13,479 | 12,962 | ||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 17,218 | 15,680 | ||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 9,678 | 9,471 | ||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 15,368 | 13,641 | ||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 14,508 | 13,343 | ||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 5,571 | 5,086 | ||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 7,101 | 6,538 | ||
Burlington Northern Santa Fe LLC | 3.550% | 2/15/50 | 15,770 | 13,186 | ||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 6,050 | 4,643 | ||
Burlington Northern Santa Fe LLC | 3.300% | 9/15/51 | 4,312 | 3,466 | ||
Burlington Northern Santa Fe LLC | 2.875% | 6/15/52 | 8,250 | 6,129 | ||
Canadian National Railway Co. | 2.950% | 11/21/24 | 4,324 | 4,255 | ||
Canadian National Railway Co. | 2.750% | 3/1/26 | 7,947 | 7,634 | ||
Canadian National Railway Co. | 6.900% | 7/15/28 | 2,350 | 2,669 | ||
Canadian National Railway Co. | 6.250% | 8/1/34 | 1,710 | 1,951 | ||
Canadian National Railway Co. | 6.200% | 6/1/36 | 6,163 | 6,925 | ||
Canadian National Railway Co. | 6.375% | 11/15/37 | 4,603 | 5,264 | ||
Canadian National Railway Co. | 3.200% | 8/2/46 | 4,142 | 3,237 | ||
Canadian National Railway Co. | 3.650% | 2/3/48 | 6,991 | 5,884 | ||
Canadian National Railway Co. | 4.450% | 1/20/49 | 1,955 | 1,862 | ||
Canadian National Railway Co. | 2.450% | 5/1/50 | 15,950 | 10,708 | ||
Canadian Pacific Railway Co. | 1.350% | 12/2/24 | 6,070 | 5,723 | ||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 7,576 | 7,347 | ||
Canadian Pacific Railway Co. | 1.750% | 12/2/26 | 4,850 | 4,391 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Canadian Pacific Railway Co. | 4.000% | 6/1/28 | 1,926 | 1,907 | ||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 4,311 | 3,649 | ||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 1,660 | 1,930 | ||
Canadian Pacific Railway Co. | 2.450% | 12/2/31 | 19,368 | 16,616 | ||
Canadian Pacific Railway Co. | 4.800% | 9/15/35 | 3,218 | 3,194 | ||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 15,804 | 17,454 | ||
Canadian Pacific Railway Co. | 3.000% | 12/2/41 | 12,720 | 9,997 | ||
Canadian Pacific Railway Co. | 5.750% | 1/15/42 | 12,745 | 13,270 | ||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 5,621 | 5,517 | ||
Canadian Pacific Railway Co. | 3.100% | 12/2/51 | 26,555 | 19,565 | ||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 6,474 | 6,734 | ||
Carrier Global Corp. | 2.242% | 2/15/25 | 27,008 | 25,660 | ||
Carrier Global Corp. | 2.493% | 2/15/27 | 17,752 | 16,200 | ||
Carrier Global Corp. | 2.722% | 2/15/30 | 41,237 | 35,640 | ||
Carrier Global Corp. | 2.700% | 2/15/31 | 5,788 | 4,902 | ||
Carrier Global Corp. | 3.377% | 4/5/40 | 25,431 | 19,973 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 34,507 | 26,186 | ||
Caterpillar Financial Services Corp. | 0.650% | 7/7/23 | 9,693 | 9,451 | ||
3 | Caterpillar Financial Services Corp. | 0.450% | 9/14/23 | 9,050 | 8,783 | |
3 | Caterpillar Financial Services Corp. | 3.750% | 11/24/23 | 10,713 | 10,800 | |
3 | Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 5,491 | 5,530 | |
3 | Caterpillar Financial Services Corp. | 0.950% | 1/10/24 | 13,755 | 13,304 | |
3 | Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 7,927 | 7,857 | |
3 | Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 7,938 | 7,933 | |
3 | Caterpillar Financial Services Corp. | 0.600% | 9/13/24 | 8,605 | 8,099 | |
3 | Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | 11,248 | 10,918 | |
3 | Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 16,400 | 16,380 | |
3 | Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 6,757 | 6,378 | |
3 | Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | 9,651 | 8,771 | |
Caterpillar Financial Services Corp. | 0.900% | 3/2/26 | 9,963 | 9,055 | ||
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 6,462 | 6,153 | ||
3 | Caterpillar Financial Services Corp. | 1.150% | 9/14/26 | 5,100 | 4,596 | |
3 | Caterpillar Financial Services Corp. | 1.700% | 1/8/27 | 6,525 | 5,982 | |
3 | Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | 7,842 | 6,888 | |
Caterpillar Inc. | 3.400% | 5/15/24 | 17,901 | 17,961 | ||
Caterpillar Inc. | 2.600% | 9/19/29 | 11,644 | 10,639 | ||
Caterpillar Inc. | 2.600% | 4/9/30 | 20,319 | 18,437 | ||
Caterpillar Inc. | 5.300% | 9/15/35 | 3,533 | 3,837 | ||
Caterpillar Inc. | 6.050% | 8/15/36 | 10,106 | 11,683 | ||
Caterpillar Inc. | 3.803% | 8/15/42 | 24,299 | 22,172 | ||
Caterpillar Inc. | 4.300% | 5/15/44 | 5,661 | 5,496 | ||
Caterpillar Inc. | 3.250% | 9/19/49 | 12,650 | 10,398 | ||
Caterpillar Inc. | 3.250% | 4/9/50 | 6,523 | 5,399 | ||
Caterpillar Inc. | 4.750% | 5/15/64 | 5,260 | 5,333 | ||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 7,758 | 7,488 | ||
CNH Industrial Capital LLC | 1.950% | 7/2/23 | 3,467 | 3,388 | ||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 27,900 | 27,903 | ||
CNH Industrial Capital LLC | 1.875% | 1/15/26 | 6,571 | 5,963 | ||
CNH Industrial Capital LLC | 1.450% | 7/15/26 | 3,163 | 2,796 | ||
CNH Industrial NV | 4.500% | 8/15/23 | 4,551 | 4,592 | ||
3 | CNH Industrial NV | 3.850% | 11/15/27 | 7,017 | 6,613 | |
3 | Continental Airlines Pass-Through Trust Class A Series 2012-2 | 4.000% | 10/29/24 | 777 | 740 | |
Crane Holdings Co. | 4.450% | 12/15/23 | 6,450 | 6,497 | ||
Crane Holdings Co. | 4.200% | 3/15/48 | 5,000 | 4,062 | ||
CSX Corp. | 3.400% | 8/1/24 | 5,250 | 5,215 | ||
CSX Corp. | 3.350% | 11/1/25 | 15,086 | 14,824 | ||
CSX Corp. | 2.600% | 11/1/26 | 9,258 | 8,716 | ||
CSX Corp. | 3.250% | 6/1/27 | 14,034 | 13,465 | ||
CSX Corp. | 3.800% | 3/1/28 | 7,247 | 7,084 | ||
CSX Corp. | 4.250% | 3/15/29 | 18,683 | 18,592 | ||
CSX Corp. | 2.400% | 2/15/30 | 8,450 | 7,402 | ||
CSX Corp. | 6.000% | 10/1/36 | 6,969 | 7,689 | ||
CSX Corp. | 6.150% | 5/1/37 | 9,942 | 11,140 | ||
CSX Corp. | 6.220% | 4/30/40 | 9,791 | 11,071 | ||
CSX Corp. | 5.500% | 4/15/41 | 10,057 | 10,572 | ||
CSX Corp. | 4.750% | 5/30/42 | 4,185 | 3,978 | ||
CSX Corp. | 4.400% | 3/1/43 | 913 | 834 | ||
CSX Corp. | 4.100% | 3/15/44 | 10,705 | 9,393 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CSX Corp. | 3.800% | 11/1/46 | 5,437 | 4,597 | ||
CSX Corp. | 4.300% | 3/1/48 | 1,990 | 1,823 | ||
CSX Corp. | 4.750% | 11/15/48 | 8,026 | 7,844 | ||
CSX Corp. | 4.500% | 3/15/49 | 13,671 | 12,771 | ||
CSX Corp. | 3.350% | 9/15/49 | 9,917 | 7,744 | ||
CSX Corp. | 3.800% | 4/15/50 | 2,390 | 2,016 | ||
CSX Corp. | 2.500% | 5/15/51 | 4,769 | 3,222 | ||
CSX Corp. | 4.500% | 8/1/54 | 1,400 | 1,295 | ||
CSX Corp. | 4.250% | 11/1/66 | 9,430 | 8,009 | ||
CSX Corp. | 4.650% | 3/1/68 | 12,349 | 11,267 | ||
Cummins Inc. | 3.650% | 10/1/23 | 2,392 | 2,402 | ||
Cummins Inc. | 0.750% | 9/1/25 | 4,028 | 3,679 | ||
Cummins Inc. | 1.500% | 9/1/30 | 9,985 | 8,093 | ||
Cummins Inc. | 4.875% | 10/1/43 | 9,321 | 9,452 | ||
Cummins Inc. | 2.600% | 9/1/50 | 8,370 | 5,729 | ||
Deere & Co. | 2.750% | 4/15/25 | 11,915 | 11,661 | ||
Deere & Co. | 5.375% | 10/16/29 | 10,319 | 11,166 | ||
Deere & Co. | 3.100% | 4/15/30 | 11,175 | 10,434 | ||
Deere & Co. | 7.125% | 3/3/31 | 1,433 | 1,724 | ||
Deere & Co. | 3.900% | 6/9/42 | 8,414 | 7,889 | ||
Deere & Co. | 2.875% | 9/7/49 | 2,160 | 1,698 | ||
Deere & Co. | 3.750% | 4/15/50 | 16,470 | 15,056 | ||
7 | Delta Air Lines Inc. | 7.000% | 5/1/25 | 6,427 | 6,505 | |
7 | Delta Air Lines Inc. | 4.500% | 10/20/25 | 6,400 | 6,216 | |
7 | Delta Air Lines Inc. | 4.750% | 10/20/28 | 1,200 | 1,133 | |
3 | Delta Air Lines Pass-Through Trust Class AA Series 2019-1 | 3.204% | 4/25/24 | 6,000 | 5,793 | |
3 | Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | 2.000% | 6/10/28 | 8,307 | 7,288 | |
Dover Corp. | 3.150% | 11/15/25 | 9,140 | 8,980 | ||
Dover Corp. | 2.950% | 11/4/29 | 4,247 | 3,861 | ||
Dover Corp. | 5.375% | 10/15/35 | 2,460 | 2,518 | ||
Dover Corp. | 5.375% | 3/1/41 | 4,109 | 4,140 | ||
Eaton Corp. | 3.103% | 9/15/27 | 14,855 | 14,188 | ||
Eaton Corp. | 4.000% | 11/2/32 | 10,992 | 10,673 | ||
Eaton Corp. | 4.150% | 11/2/42 | 5,937 | 5,329 | ||
Eaton Corp. | 3.915% | 9/15/47 | 3,988 | 3,393 | ||
Emerson Electric Co. | 3.150% | 6/1/25 | 7,044 | 6,968 | ||
Emerson Electric Co. | 0.875% | 10/15/26 | 7,080 | 6,260 | ||
Emerson Electric Co. | 1.800% | 10/15/27 | 16,603 | 14,874 | ||
Emerson Electric Co. | 2.000% | 12/21/28 | 8,555 | 7,553 | ||
Emerson Electric Co. | 1.950% | 10/15/30 | 7,065 | 5,947 | ||
Emerson Electric Co. | 2.200% | 12/21/31 | 12,975 | 10,979 | ||
Emerson Electric Co. | 2.750% | 10/15/50 | 9,828 | 7,085 | ||
Emerson Electric Co. | 2.800% | 12/21/51 | 10,500 | 7,674 | ||
FedEx Corp. | 3.250% | 4/1/26 | 9,805 | 9,621 | ||
FedEx Corp. | 3.400% | 2/15/28 | 5,891 | 5,624 | ||
FedEx Corp. | 4.200% | 10/17/28 | 144 | 143 | ||
FedEx Corp. | 3.100% | 8/5/29 | 13,220 | 12,063 | ||
FedEx Corp. | 4.250% | 5/15/30 | 9,643 | 9,396 | ||
FedEx Corp. | 2.400% | 5/15/31 | 6,782 | 5,715 | ||
FedEx Corp. | 4.900% | 1/15/34 | 5,172 | 5,166 | ||
FedEx Corp. | 3.900% | 2/1/35 | 13,079 | 11,677 | ||
FedEx Corp. | 3.250% | 5/15/41 | 7,870 | 6,157 | ||
FedEx Corp. | 3.875% | 8/1/42 | 379 | 316 | ||
FedEx Corp. | 4.100% | 4/15/43 | 6,795 | 5,730 | ||
FedEx Corp. | 5.100% | 1/15/44 | 5,072 | 4,882 | ||
FedEx Corp. | 4.100% | 2/1/45 | 5,772 | 4,847 | ||
FedEx Corp. | 4.750% | 11/15/45 | 19,738 | 18,124 | ||
FedEx Corp. | 4.550% | 4/1/46 | 16,200 | 14,519 | ||
FedEx Corp. | 4.400% | 1/15/47 | 9,780 | 8,570 | ||
FedEx Corp. | 4.050% | 2/15/48 | 13,396 | 11,237 | ||
FedEx Corp. | 4.950% | 10/17/48 | 11,267 | 10,734 | ||
FedEx Corp. | 5.250% | 5/15/50 | 11,642 | 11,619 | ||
FedEx Corp. | 4.500% | 2/1/65 | 1,124 | 951 | ||
3 | FedEx Corp. Pass-Through Trust Class AA Series 2020-1 | 1.875% | 2/20/34 | 19,224 | 16,526 | |
Fortive Corp. | 3.150% | 6/15/26 | 11,729 | 11,091 | ||
Fortive Corp. | 4.300% | 6/15/46 | 7,500 | 6,531 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
General Dynamics Corp. | 1.875% | 8/15/23 | 21,375 | 21,093 | ||
General Dynamics Corp. | 2.375% | 11/15/24 | 9,739 | 9,482 | ||
General Dynamics Corp. | 3.250% | 4/1/25 | 1,711 | 1,697 | ||
General Dynamics Corp. | 3.500% | 5/15/25 | 14,934 | 14,894 | ||
General Dynamics Corp. | 2.125% | 8/15/26 | 7,134 | 6,691 | ||
General Dynamics Corp. | 2.625% | 11/15/27 | 14,229 | 13,302 | ||
General Dynamics Corp. | 3.750% | 5/15/28 | 11,599 | 11,414 | ||
General Dynamics Corp. | 3.625% | 4/1/30 | 14,166 | 13,724 | ||
General Dynamics Corp. | 4.250% | 4/1/40 | 10,693 | 10,231 | ||
General Dynamics Corp. | 3.600% | 11/15/42 | 4,568 | 3,927 | ||
3 | General Electric Co. | 6.750% | 3/15/32 | 14,100 | 15,773 | |
3 | General Electric Co. | 5.875% | 1/14/38 | 22,600 | 23,532 | |
Honeywell International Inc. | 3.350% | 12/1/23 | 5,860 | 5,879 | ||
Honeywell International Inc. | 2.300% | 8/15/24 | 17,181 | 16,875 | ||
Honeywell International Inc. | 1.350% | 6/1/25 | 16,025 | 15,110 | ||
Honeywell International Inc. | 2.500% | 11/1/26 | 23,211 | 22,177 | ||
Honeywell International Inc. | 1.100% | 3/1/27 | 15,713 | 13,978 | ||
Honeywell International Inc. | 2.700% | 8/15/29 | 8,213 | 7,547 | ||
Honeywell International Inc. | 1.950% | 6/1/30 | 12,780 | 10,977 | ||
Honeywell International Inc. | 1.750% | 9/1/31 | 21,306 | 17,629 | ||
Honeywell International Inc. | 5.700% | 3/15/36 | 5,569 | 6,259 | ||
Honeywell International Inc. | 5.700% | 3/15/37 | 8,865 | 10,055 | ||
Honeywell International Inc. | 5.375% | 3/1/41 | 5,500 | 5,953 | ||
Honeywell International Inc. | 3.812% | 11/21/47 | 4,916 | 4,475 | ||
Huntington Ingalls Industries Inc. | 0.670% | 8/16/23 | 2,468 | 2,378 | ||
Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 8,728 | 8,523 | ||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 9,221 | 8,639 | ||
Huntington Ingalls Industries Inc. | 2.043% | 8/16/28 | 6,940 | 5,908 | ||
Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 8,166 | 7,696 | ||
IDEX Corp. | 3.000% | 5/1/30 | 5,240 | 4,558 | ||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 6,350 | 6,370 | ||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 19,821 | 18,954 | ||
Illinois Tool Works Inc. | 4.875% | 9/15/41 | 4,695 | 4,791 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 17,930 | 15,853 | ||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 8,423 | 8,320 | ||
3 | JetBlue Pass-Through Trust Class A Series 2020-1 | 4.000% | 11/15/32 | 6,538 | 6,006 | |
3 | JetBlue Pass-Through Trust Class AA Series 2019-1 | 2.750% | 5/15/32 | 8,867 | 7,516 | |
3 | John Deere Capital Corp. | 0.700% | 7/5/23 | 3,847 | 3,756 | |
3 | John Deere Capital Corp. | 0.400% | 10/10/23 | 3,375 | 3,266 | |
John Deere Capital Corp. | 3.650% | 10/12/23 | 4,687 | 4,721 | ||
3 | John Deere Capital Corp. | 0.900% | 1/10/24 | 5,000 | 4,836 | |
3 | John Deere Capital Corp. | 2.600% | 3/7/24 | 6,020 | 5,956 | |
3 | John Deere Capital Corp. | 3.350% | 6/12/24 | 21,607 | 21,633 | |
3 | John Deere Capital Corp. | 2.650% | 6/24/24 | 6,508 | 6,438 | |
3 | John Deere Capital Corp. | 0.625% | 9/10/24 | 6,250 | 5,903 | |
3 | John Deere Capital Corp. | 2.050% | 1/9/25 | 11,319 | 10,961 | |
3 | John Deere Capital Corp. | 1.250% | 1/10/25 | 13,200 | 12,531 | |
3 | John Deere Capital Corp. | 3.450% | 3/13/25 | 17,998 | 18,033 | |
John Deere Capital Corp. | 3.400% | 6/6/25 | 7,500 | 7,476 | ||
3 | John Deere Capital Corp. | 3.400% | 9/11/25 | 5,310 | 5,289 | |
3 | John Deere Capital Corp. | 0.700% | 1/15/26 | 3,193 | 2,886 | |
3 | John Deere Capital Corp. | 2.650% | 6/10/26 | 7,325 | 7,044 | |
3 | John Deere Capital Corp. | 1.050% | 6/17/26 | 7,750 | 7,016 | |
3 | John Deere Capital Corp. | 2.250% | 9/14/26 | 24,987 | 23,503 | |
3 | John Deere Capital Corp. | 1.700% | 1/11/27 | 11,375 | 10,389 | |
3 | John Deere Capital Corp. | 1.750% | 3/9/27 | 7,006 | 6,395 | |
3 | John Deere Capital Corp. | 2.800% | 9/8/27 | 13,224 | 12,614 | |
3 | John Deere Capital Corp. | 3.050% | 1/6/28 | 14,276 | 13,702 | |
3 | John Deere Capital Corp. | 3.450% | 3/7/29 | 7,205 | 6,960 | |
3 | John Deere Capital Corp. | 2.800% | 7/18/29 | 10,606 | 9,764 | |
3 | John Deere Capital Corp. | 2.450% | 1/9/30 | 11,367 | 10,188 | |
John Deere Capital Corp. | 1.450% | 1/15/31 | 5,658 | 4,602 | ||
3 | Johnson Controls International plc | 3.625% | 7/2/24 | 2,400 | 2,373 | |
3 | Johnson Controls International plc | 3.900% | 2/14/26 | 5,764 | 5,731 | |
Johnson Controls International plc | 1.750% | 9/15/30 | 8,647 | 7,046 | ||
Johnson Controls International plc | 2.000% | 9/16/31 | 4,461 | 3,545 | ||
3 | Johnson Controls International plc | 6.000% | 1/15/36 | 2,798 | 3,039 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Johnson Controls International plc | 4.625% | 7/2/44 | 10,502 | 9,439 | |
3 | Johnson Controls International plc | 5.125% | 9/14/45 | 3,763 | 3,627 | |
Johnson Controls International plc | 4.500% | 2/15/47 | 9,191 | 8,035 | ||
3 | Johnson Controls International plc | 4.950% | 7/2/64 | 5,272 | 4,638 | |
Kansas City Southern | 2.875% | 11/15/29 | 6,985 | 6,245 | ||
3 | Kansas City Southern | 4.300% | 5/15/43 | 5,740 | 4,989 | |
3 | Kansas City Southern | 4.950% | 8/15/45 | 9,025 | 8,713 | |
Kansas City Southern | 4.700% | 5/1/48 | 10,942 | 10,253 | ||
Kansas City Southern | 3.500% | 5/1/50 | 10,475 | 8,176 | ||
Kennametal Inc. | 4.625% | 6/15/28 | 8,800 | 8,572 | ||
Keysight Technologies Inc. | 4.550% | 10/30/24 | 13,592 | 13,773 | ||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 10,021 | 10,057 | ||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 2,400 | 2,137 | ||
Kirby Corp. | 4.200% | 3/1/28 | 13,926 | 12,962 | ||
L3Harris Technologies Inc. | 3.950% | 5/28/24 | 5,069 | 5,082 | ||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 18,488 | 18,257 | ||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 6,736 | 6,606 | ||
L3Harris Technologies Inc. | 4.400% | 6/15/28 | 2,202 | 2,165 | ||
3 | L3Harris Technologies Inc. | 4.400% | 6/15/28 | 16,697 | 16,400 | |
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 7,349 | 6,524 | ||
L3Harris Technologies Inc. | 1.800% | 1/15/31 | 6,395 | 5,102 | ||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 6,316 | 6,196 | ||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 6,951 | 6,761 | ||
Lennox International Inc. | 3.000% | 11/15/23 | 1,075 | 1,064 | ||
Lennox International Inc. | 1.350% | 8/1/25 | 5,850 | 5,363 | ||
Lennox International Inc. | 1.700% | 8/1/27 | 5,850 | 5,114 | ||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 13,246 | 13,269 | ||
Lockheed Martin Corp. | 3.900% | 6/15/32 | 7,000 | 6,906 | ||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 12,134 | 11,164 | ||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 9,910 | 9,902 | ||
3 | Lockheed Martin Corp. | 6.150% | 9/1/36 | 8,665 | 10,024 | |
Lockheed Martin Corp. | 5.720% | 6/1/40 | 6,110 | 6,738 | ||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 22,835 | 21,194 | ||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 8,739 | 7,714 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 20,046 | 20,236 | ||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 3,355 | 2,506 | ||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 20,791 | 19,372 | ||
Lockheed Martin Corp. | 4.300% | 6/15/62 | 7,205 | 6,778 | ||
7 | Mileage Plus Holdings LLC | 6.500% | 6/20/27 | 17,000 | 16,696 | |
Norfolk Southern Corp. | 3.850% | 1/15/24 | 3,285 | 3,292 | ||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 2,323 | 2,305 | ||
Norfolk Southern Corp. | 2.900% | 6/15/26 | 4,821 | 4,614 | ||
Norfolk Southern Corp. | 7.800% | 5/15/27 | 2,900 | 3,339 | ||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 10,432 | 9,939 | ||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 11,270 | 11,068 | ||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 11,336 | 10,152 | ||
Norfolk Southern Corp. | 2.300% | 5/15/31 | 6,020 | 5,138 | ||
Norfolk Southern Corp. | 3.000% | 3/15/32 | 8,589 | 7,752 | ||
Norfolk Southern Corp. | 7.050% | 5/1/37 | 1,347 | 1,566 | ||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 22,351 | 21,843 | ||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 1,768 | 1,546 | ||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 7,673 | 7,152 | ||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 7,172 | 6,897 | ||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 3,876 | 3,365 | ||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 3,794 | 3,395 | ||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 5,780 | 5,108 | ||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 5,640 | 4,454 | ||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 11,343 | 8,338 | ||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 7,514 | 6,544 | ||
Norfolk Southern Corp. | 4.550% | 6/1/53 | 6,630 | 6,261 | ||
Norfolk Southern Corp. | 3.155% | 5/15/55 | 24,722 | 17,993 | ||
Norfolk Southern Corp. | 4.100% | 5/15/21 | 9,317 | 7,059 | ||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 5,459 | 5,458 | ||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 11,120 | 10,887 | ||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 3,604 | 3,462 | ||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 35,719 | 33,934 | ||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 16,818 | 16,807 | ||
3 | Northrop Grumman Corp. | 7.750% | 2/15/31 | 5,416 | 6,522 | |
Northrop Grumman Corp. | 5.150% | 5/1/40 | 23,489 | 23,800 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 7,121 | 7,120 | ||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 15,265 | 14,633 | ||
Northrop Grumman Corp. | 3.850% | 4/15/45 | 5,885 | 4,971 | ||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 28,781 | 25,549 | ||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 692 | 731 | ||
nVent Finance Sarl | 4.550% | 4/15/28 | 7,211 | 6,963 | ||
Oshkosh Corp. | 4.600% | 5/15/28 | 9,000 | 8,872 | ||
Oshkosh Corp. | 3.100% | 3/1/30 | 1,300 | 1,112 | ||
Otis Worldwide Corp. | 2.056% | 4/5/25 | 12,138 | 11,493 | ||
Otis Worldwide Corp. | 2.293% | 4/5/27 | 7,635 | 6,926 | ||
Otis Worldwide Corp. | 2.565% | 2/15/30 | 20,944 | 18,107 | ||
Otis Worldwide Corp. | 3.112% | 2/15/40 | 14,708 | 11,404 | ||
Otis Worldwide Corp. | 3.362% | 2/15/50 | 5,823 | 4,383 | ||
PACCAR Financial Corp. | 3.400% | 8/9/23 | 6,446 | 6,453 | ||
3 | PACCAR Financial Corp. | 0.350% | 8/11/23 | 4,875 | 4,724 | |
3 | PACCAR Financial Corp. | 0.350% | 2/2/24 | 4,265 | 4,069 | |
3 | PACCAR Financial Corp. | 3.150% | 6/13/24 | 2,000 | 1,991 | |
3 | PACCAR Financial Corp. | 2.150% | 8/15/24 | 6,239 | 6,074 | |
3 | PACCAR Financial Corp. | 1.800% | 2/6/25 | 7,626 | 7,293 | |
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 10,259 | 10,027 | ||
3 | Parker-Hannifin Corp. | 3.300% | 11/21/24 | 15,556 | 15,339 | |
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 21,844 | 20,847 | ||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 9,585 | 8,765 | ||
3 | Parker-Hannifin Corp. | 4.200% | 11/21/34 | 5,869 | 5,467 | |
3 | Parker-Hannifin Corp. | 6.250% | 5/15/38 | 4,998 | 5,467 | |
3 | Parker-Hannifin Corp. | 4.450% | 11/21/44 | 6,348 | 5,674 | |
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 8,522 | 7,247 | ||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 12,593 | 10,655 | ||
Pentair Finance Sarl | 4.500% | 7/1/29 | 4,406 | 4,205 | ||
Precision Castparts Corp. | 3.250% | 6/15/25 | 15,380 | 15,325 | ||
Precision Castparts Corp. | 3.900% | 1/15/43 | 6,090 | 5,393 | ||
Precision Castparts Corp. | 4.375% | 6/15/45 | 4,187 | 3,996 | ||
Raytheon Technologies Corp. | 3.200% | 3/15/24 | 13,973 | 13,936 | ||
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 25,738 | 25,846 | ||
Raytheon Technologies Corp. | 2.650% | 11/1/26 | 3,263 | 3,116 | ||
Raytheon Technologies Corp. | 3.500% | 3/15/27 | 12,629 | 12,342 | ||
Raytheon Technologies Corp. | 3.125% | 5/4/27 | 10,069 | 9,634 | ||
Raytheon Technologies Corp. | 7.200% | 8/15/27 | 3,260 | 3,715 | ||
Raytheon Technologies Corp. | 4.125% | 11/16/28 | 42,597 | 42,083 | ||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 6,903 | 5,951 | ||
Raytheon Technologies Corp. | 1.900% | 9/1/31 | 14,992 | 12,280 | ||
Raytheon Technologies Corp. | 2.375% | 3/15/32 | 13,640 | 11,555 | ||
Raytheon Technologies Corp. | 5.400% | 5/1/35 | 10,810 | 11,461 | ||
Raytheon Technologies Corp. | 6.050% | 6/1/36 | 13,673 | 15,432 | ||
Raytheon Technologies Corp. | 6.125% | 7/15/38 | 6,313 | 7,105 | ||
Raytheon Technologies Corp. | 4.450% | 11/16/38 | 12,889 | 12,400 | ||
Raytheon Technologies Corp. | 4.700% | 12/15/41 | 8,705 | 8,347 | ||
Raytheon Technologies Corp. | 4.500% | 6/1/42 | 41,965 | 39,983 | ||
Raytheon Technologies Corp. | 4.800% | 12/15/43 | 13,756 | 13,506 | ||
Raytheon Technologies Corp. | 4.150% | 5/15/45 | 16,954 | 15,065 | ||
Raytheon Technologies Corp. | 3.750% | 11/1/46 | 15,416 | 13,110 | ||
Raytheon Technologies Corp. | 4.350% | 4/15/47 | 16,422 | 15,178 | ||
Raytheon Technologies Corp. | 4.050% | 5/4/47 | 18,079 | 16,048 | ||
Raytheon Technologies Corp. | 4.625% | 11/16/48 | 3,327 | 3,242 | ||
Raytheon Technologies Corp. | 3.125% | 7/1/50 | 8,249 | 6,323 | ||
Raytheon Technologies Corp. | 2.820% | 9/1/51 | 18,345 | 13,101 | ||
Raytheon Technologies Corp. | 3.030% | 3/15/52 | 24,545 | 18,368 | ||
Republic Services Inc. | 2.500% | 8/15/24 | 8,503 | 8,237 | ||
Republic Services Inc. | 3.200% | 3/15/25 | 8,513 | 8,366 | ||
Republic Services Inc. | 0.875% | 11/15/25 | 1,693 | 1,527 | ||
Republic Services Inc. | 2.900% | 7/1/26 | 7,432 | 7,096 | ||
Republic Services Inc. | 3.375% | 11/15/27 | 2,495 | 2,383 | ||
Republic Services Inc. | 3.950% | 5/15/28 | 4,320 | 4,245 | ||
Republic Services Inc. | 2.300% | 3/1/30 | 8,642 | 7,403 | ||
Republic Services Inc. | 1.750% | 2/15/32 | 12,025 | 9,464 | ||
Republic Services Inc. | 6.200% | 3/1/40 | 6,498 | 7,195 | ||
Republic Services Inc. | 5.700% | 5/15/41 | 8,787 | 9,371 | ||
Republic Services Inc. | 3.050% | 3/1/50 | 4,003 | 2,976 | ||
Rockwell Automation Inc. | 0.350% | 8/15/23 | 2,000 | 1,940 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 9,420 | 9,067 | ||
Rockwell Automation Inc. | 1.750% | 8/15/31 | 1,545 | 1,264 | ||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 7,775 | 7,195 | ||
Rockwell Automation Inc. | 2.800% | 8/15/61 | 2,955 | 1,936 | ||
3 | Ryder System Inc. | 3.750% | 6/9/23 | 14,433 | 14,388 | |
3 | Ryder System Inc. | 3.650% | 3/18/24 | 14,648 | 14,525 | |
3 | Ryder System Inc. | 2.500% | 9/1/24 | 11,852 | 11,397 | |
3 | Ryder System Inc. | 4.625% | 6/1/25 | 11,170 | 11,239 | |
3 | Ryder System Inc. | 1.750% | 9/1/26 | 2,712 | 2,455 | |
3 | Ryder System Inc. | 2.900% | 12/1/26 | 5,429 | 5,058 | |
3 | Ryder System Inc. | 2.850% | 3/1/27 | 1,314 | 1,219 | |
Southwest Airlines Co. | 5.250% | 5/4/25 | 28,944 | 29,525 | ||
Southwest Airlines Co. | 3.000% | 11/15/26 | 7,026 | 6,566 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 26,840 | 27,078 | ||
Southwest Airlines Co. | 3.450% | 11/16/27 | 3,460 | 3,250 | ||
Southwest Airlines Co. | 2.625% | 2/10/30 | 3,185 | 2,687 | ||
3 | Southwest Airlines Co. Pass-Through Trust Series 2007-1 | 6.150% | 8/1/22 | 136 | 136 | |
3 | Spirit Airlines Pass-Through Trust Class A Series 2015-1 | 4.100% | 4/1/28 | 1,271 | 1,188 | |
Teledyne Technologies Inc. | 0.650% | 4/1/23 | 4,600 | 4,477 | ||
Teledyne Technologies Inc. | 0.950% | 4/1/24 | 5,250 | 4,966 | ||
Teledyne Technologies Inc. | 1.600% | 4/1/26 | 55 | 49 | ||
Teledyne Technologies Inc. | 2.250% | 4/1/28 | 7,067 | 6,124 | ||
Teledyne Technologies Inc. | 2.750% | 4/1/31 | 14,953 | 12,505 | ||
Textron Inc. | 4.300% | 3/1/24 | 3,825 | 3,843 | ||
Textron Inc. | 3.875% | 3/1/25 | 12,626 | 12,544 | ||
Textron Inc. | 4.000% | 3/15/26 | 7,033 | 6,948 | ||
Textron Inc. | 3.650% | 3/15/27 | 12,521 | 12,102 | ||
Textron Inc. | 3.375% | 3/1/28 | 9,679 | 9,156 | ||
Textron Inc. | 3.900% | 9/17/29 | 4,700 | 4,420 | ||
Textron Inc. | 2.450% | 3/15/31 | 3,400 | 2,794 | ||
Timken Co. | 3.875% | 9/1/24 | 1,180 | 1,168 | ||
Timken Co. | 4.500% | 12/15/28 | 10,000 | 9,790 | ||
Trane Technologies Global Holding Co. Ltd. | 3.750% | 8/21/28 | 9,573 | 9,046 | ||
Trane Technologies Global Holding Co. Ltd. | 5.750% | 6/15/43 | 6,900 | 7,093 | ||
Trane Technologies Luxembourg Finance SA | 3.550% | 11/1/24 | 10,377 | 10,236 | ||
Trane Technologies Luxembourg Finance SA | 3.500% | 3/21/26 | 4,425 | 4,309 | ||
Trane Technologies Luxembourg Finance SA | 3.800% | 3/21/29 | 12,169 | 11,421 | ||
Trane Technologies Luxembourg Finance SA | 4.650% | 11/1/44 | 3,545 | 3,210 | ||
Trane Technologies Luxembourg Finance SA | 4.500% | 3/21/49 | 4,775 | 4,259 | ||
Trimble Inc. | 4.750% | 12/1/24 | 7,956 | 7,989 | ||
Trimble Inc. | 4.900% | 6/15/28 | 7,077 | 6,860 | ||
Triton Container International Ltd. | 3.250% | 3/15/32 | 7,725 | 6,299 | ||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 5,850 | 5,830 | ||
Tyco Electronics Group SA | 3.700% | 2/15/26 | 1,184 | 1,180 | ||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 14,946 | 14,346 | ||
Tyco Electronics Group SA | 2.500% | 2/4/32 | 7,000 | 6,142 | ||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 8,248 | 10,275 | ||
Union Pacific Corp. | 3.500% | 6/8/23 | 8,035 | 8,034 | ||
Union Pacific Corp. | 3.646% | 2/15/24 | 9,205 | 9,217 | ||
Union Pacific Corp. | 3.150% | 3/1/24 | 7,756 | 7,701 | ||
Union Pacific Corp. | 3.750% | 3/15/24 | 4,136 | 4,145 | ||
Union Pacific Corp. | 3.250% | 1/15/25 | 3,752 | 3,730 | ||
Union Pacific Corp. | 3.750% | 7/15/25 | 19,563 | 19,575 | ||
Union Pacific Corp. | 3.250% | 8/15/25 | 17,813 | 17,536 | ||
Union Pacific Corp. | 2.750% | 3/1/26 | 17,354 | 16,653 | ||
Union Pacific Corp. | 2.150% | 2/5/27 | 10,320 | 9,571 | ||
Union Pacific Corp. | 3.000% | 4/15/27 | 2,001 | 1,922 | ||
Union Pacific Corp. | 3.950% | 9/10/28 | 5,167 | 5,106 | ||
Union Pacific Corp. | 3.700% | 3/1/29 | 3,482 | 3,386 | ||
Union Pacific Corp. | 2.400% | 2/5/30 | 7,306 | 6,452 | ||
Union Pacific Corp. | 2.375% | 5/20/31 | 6,238 | 5,399 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Union Pacific Corp. | 2.800% | 2/14/32 | 4,628 | 4,116 | ||
Union Pacific Corp. | 3.375% | 2/1/35 | 10,138 | 9,070 | ||
Union Pacific Corp. | 2.891% | 4/6/36 | 9,594 | 7,942 | ||
Union Pacific Corp. | 3.600% | 9/15/37 | 15,620 | 13,967 | ||
Union Pacific Corp. | 3.200% | 5/20/41 | 20,526 | 16,790 | ||
Union Pacific Corp. | 4.050% | 11/15/45 | 4,044 | 3,558 | ||
Union Pacific Corp. | 4.050% | 3/1/46 | 3,953 | 3,589 | ||
Union Pacific Corp. | 3.350% | 8/15/46 | 7,414 | 5,927 | ||
Union Pacific Corp. | 4.000% | 4/15/47 | 1,365 | 1,221 | ||
Union Pacific Corp. | 3.250% | 2/5/50 | 15,263 | 11,997 | ||
Union Pacific Corp. | 3.799% | 10/1/51 | 63 | 54 | ||
Union Pacific Corp. | 2.950% | 3/10/52 | 14,043 | 10,381 | ||
Union Pacific Corp. | 3.500% | 2/14/53 | 6,575 | 5,373 | ||
Union Pacific Corp. | 3.875% | 2/1/55 | 6,055 | 5,193 | ||
Union Pacific Corp. | 3.950% | 8/15/59 | 6,387 | 5,448 | ||
Union Pacific Corp. | 3.839% | 3/20/60 | 22,524 | 18,826 | ||
Union Pacific Corp. | 3.550% | 5/20/61 | 5,464 | 4,311 | ||
Union Pacific Corp. | 2.973% | 9/16/62 | 24,955 | 17,247 | ||
Union Pacific Corp. | 4.100% | 9/15/67 | 2,541 | 2,164 | ||
Union Pacific Corp. | 3.750% | 2/5/70 | 6,245 | 4,970 | ||
Union Pacific Corp. | 3.799% | 4/6/71 | 24,369 | 19,558 | ||
Union Pacific Corp. | 3.850% | 2/14/72 | 4,369 | 3,591 | ||
3 | Union Pacific Railroad Co. Pass-Through Trust Series 2007-3 | 6.176% | 1/2/31 | 425 | 451 | |
3 | United Airlines Pass-Through Trust Class A Series 2012-1 | 4.150% | 4/11/24 | 4,396 | 4,258 | |
3 | United Airlines Pass-Through Trust Class A Series 2013-1 | 4.300% | 8/15/25 | 1,727 | 1,641 | |
3 | United Airlines Pass-Through Trust Class A Series 2014-1 | 4.000% | 4/11/26 | 2,824 | 2,638 | |
3 | United Airlines Pass-Through Trust Class A Series 2014-2 | 3.750% | 9/3/26 | 937 | 880 | |
3 | United Airlines Pass-Through Trust Class A Series 2015-1 | 3.700% | 12/1/22 | 2,940 | 2,914 | |
3 | United Airlines Pass-Through Trust Class A Series 2016-1 | 3.450% | 7/7/28 | 2,638 | 2,259 | |
3 | United Airlines Pass-Through Trust Class A Series 2016-2 | 3.100% | 10/7/28 | 2,153 | 1,787 | |
3 | United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | 33,357 | 32,783 | |
3 | United Airlines Pass-Through Trust Class AA Series 2015-1 | 3.450% | 12/1/27 | 3,283 | 3,021 | |
3 | United Airlines Pass-Through Trust Class AA Series 2016-1 | 3.100% | 7/7/28 | 23,231 | 20,896 | |
3 | United Airlines Pass-Through Trust Class AA Series 2016-2 | 2.875% | 10/7/28 | 3,906 | 3,533 | |
3 | United Airlines Pass-Through Trust Class AA Series 2019-1 | 4.150% | 8/25/31 | 6,012 | 5,600 | |
3 | United Airlines Pass-Through Trust Class AA Series 2019-2 | 2.700% | 5/1/32 | 5,642 | 4,746 | |
3 | United Airlines Pass-Through Trust Class B Series 2020-1 | 4.875% | 1/15/26 | 8,956 | 8,475 | |
United Parcel Service Inc. | 2.200% | 9/1/24 | 3,238 | 3,160 | ||
United Parcel Service Inc. | 2.800% | 11/15/24 | 20,820 | 20,568 | ||
United Parcel Service Inc. | 3.900% | 4/1/25 | 9,130 | 9,205 | ||
United Parcel Service Inc. | 2.400% | 11/15/26 | 8,739 | 8,303 | ||
United Parcel Service Inc. | 3.050% | 11/15/27 | 8,915 | 8,677 | ||
United Parcel Service Inc. | 3.400% | 3/15/29 | 10,656 | 10,276 | ||
United Parcel Service Inc. | 2.500% | 9/1/29 | 7,175 | 6,516 | ||
United Parcel Service Inc. | 4.450% | 4/1/30 | 2,757 | 2,820 | ||
United Parcel Service Inc. | 6.200% | 1/15/38 | 9,250 | 10,776 | ||
United Parcel Service Inc. | 5.200% | 4/1/40 | 16,344 | 17,288 | ||
United Parcel Service Inc. | 4.875% | 11/15/40 | 7,441 | 7,577 | ||
United Parcel Service Inc. | 3.625% | 10/1/42 | 11,230 | 9,750 | ||
United Parcel Service Inc. | 3.400% | 11/15/46 | 5,050 | 4,191 | ||
United Parcel Service Inc. | 3.750% | 11/15/47 | 12,703 | 11,329 | ||
United Parcel Service Inc. | 4.250% | 3/15/49 | 12,838 | 12,292 | ||
United Parcel Service Inc. | 3.400% | 9/1/49 | 5,195 | 4,377 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 14,690 | 16,142 | ||
United Parcel Service of America Inc. | 7.620% | 4/1/30 | 1,888 | 2,260 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | US Airways Pass-Through Trust Class A Series 2012-1 | 5.900% | 10/1/24 | 638 | 629 | |
Valmont Industries Inc. | 5.000% | 10/1/44 | 6,000 | 5,539 | ||
Valmont Industries Inc. | 5.250% | 10/1/54 | 4,975 | 4,780 | ||
Vontier Corp. | 1.800% | 4/1/26 | 5,996 | 5,249 | ||
Vontier Corp. | 2.400% | 4/1/28 | 6,540 | 5,392 | ||
Vontier Corp. | 2.950% | 4/1/31 | 8,608 | 6,708 | ||
Waste Connections Inc. | 4.250% | 12/1/28 | 2,676 | 2,640 | ||
Waste Connections Inc. | 3.500% | 5/1/29 | 11,371 | 10,697 | ||
Waste Connections Inc. | 2.600% | 2/1/30 | 8,098 | 7,083 | ||
Waste Connections Inc. | 2.200% | 1/15/32 | 9,380 | 7,691 | ||
Waste Connections Inc. | 3.050% | 4/1/50 | 4,740 | 3,492 | ||
Waste Connections Inc. | 2.950% | 1/15/52 | 8,870 | 6,355 | ||
Waste Management Inc. | 0.750% | 11/15/25 | 3,281 | 2,984 | ||
Waste Management Inc. | 3.150% | 11/15/27 | 16,382 | 15,727 | ||
Waste Management Inc. | 2.000% | 6/1/29 | 2,498 | 2,164 | ||
Waste Management Inc. | 1.500% | 3/15/31 | 18,075 | 14,394 | ||
Waste Management Inc. | 2.950% | 6/1/41 | 9,602 | 7,492 | ||
Waste Management Inc. | 2.500% | 11/15/50 | 9,573 | 6,506 | ||
Westinghouse Air Brake Technologies Corp. | 4.400% | 3/15/24 | 12,727 | 12,700 | ||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 5,998 | 5,727 | ||
Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | 11,999 | 11,022 | ||
Westinghouse Air Brake Technologies Corp. | 4.950% | 9/15/28 | 13,100 | 12,598 | ||
WW Grainger Inc. | 1.850% | 2/15/25 | 7,475 | 7,115 | ||
WW Grainger Inc. | 3.750% | 5/15/46 | 5,728 | 4,856 | ||
WW Grainger Inc. | 4.200% | 5/15/47 | 4,330 | 3,959 | ||
Xylem Inc. | 3.250% | 11/1/26 | 4,492 | 4,335 | ||
Xylem Inc. | 1.950% | 1/30/28 | 8,900 | 7,860 | ||
Xylem Inc. | 2.250% | 1/30/31 | 6,625 | 5,516 | ||
Xylem Inc. | 4.375% | 11/1/46 | 5,300 | 4,808 | ||
5,471,496 | ||||||
Materials (0.8%) | ||||||
Air Products and Chemicals Inc. | 3.350% | 7/31/24 | 7,775 | 7,756 | ||
Air Products and Chemicals Inc. | 1.500% | 10/15/25 | 786 | 740 | ||
Air Products and Chemicals Inc. | 1.850% | 5/15/27 | 6,978 | 6,355 | ||
Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 9,690 | 8,385 | ||
Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 10,998 | 8,746 | ||
Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 11,240 | 8,483 | ||
Albemarle Corp. | 4.650% | 6/1/27 | 5,500 | 5,414 | ||
Albemarle Corp. | 5.050% | 6/1/32 | 6,500 | 6,347 | ||
Albemarle Corp. | 5.450% | 12/1/44 | 7,410 | 7,147 | ||
Albemarle Corp. | 5.650% | 6/1/52 | 6,500 | 6,495 | ||
Amcor Flexibles North America Inc. | 4.000% | 5/17/25 | 4,970 | 4,912 | ||
3 | Amcor Flexibles North America Inc. | 3.100% | 9/15/26 | 3,803 | 3,641 | |
Amcor Flexibles North America Inc. | 2.630% | 6/19/30 | 8,678 | 7,121 | ||
Amcor Flexibles North America Inc. | 2.690% | 5/25/31 | 8,787 | 7,171 | ||
AngloGold Ashanti Holdings plc | 3.375% | 11/1/28 | 9,985 | 8,486 | ||
AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | 8,400 | 6,973 | ||
ArcelorMittal SA | 4.550% | 3/11/26 | 5,140 | 5,067 | ||
ArcelorMittal SA | 4.250% | 7/16/29 | 6,063 | 5,750 | ||
ArcelorMittal SA | 7.000% | 10/15/39 | 10,145 | 10,334 | ||
ArcelorMittal SA | 6.750% | 3/1/41 | 7,451 | 7,359 | ||
Barrick Gold Corp. | 6.450% | 10/15/35 | 2,975 | 3,299 | ||
Barrick Gold Corp. | 5.250% | 4/1/42 | 9,583 | 9,443 | ||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 11,706 | 12,115 | ||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 12,064 | 12,579 | ||
Barrick PD Australia Finance Pty. Ltd. | 5.950% | 10/15/39 | 13,675 | 14,508 | ||
Berry Global Inc. | 0.950% | 2/15/24 | 5,976 | 5,661 | ||
Berry Global Inc. | 1.570% | 1/15/26 | 16,585 | 14,807 | ||
Berry Global Inc. | 1.650% | 1/15/27 | 23,879 | 20,769 | ||
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 4,943 | 4,978 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
BHP Billiton Finance USA Ltd. | 6.420% | 3/1/26 | 575 | 623 | ||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 13,666 | 12,703 | ||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 33,645 | 34,620 | ||
Cabot Corp. | 4.000% | 7/1/29 | 5,388 | 4,984 | ||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 3,242 | 3,199 | ||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 6,762 | 6,428 | ||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 11,594 | 9,739 | ||
Celanese US Holdings LLC | 3.500% | 5/8/24 | 4,104 | 4,049 | ||
Celanese US Holdings LLC | 1.400% | 8/5/26 | 5,312 | 4,566 | ||
Celulosa Arauco y Constitucion SA | 4.500% | 8/1/24 | 1,800 | 1,791 | ||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 5,465 | 5,038 | ||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 10,225 | 8,514 | ||
CF Industries Inc. | 5.150% | 3/15/34 | 10,955 | 10,708 | ||
CF Industries Inc. | 4.950% | 6/1/43 | 10,190 | 9,146 | ||
CF Industries Inc. | 5.375% | 3/15/44 | 10,323 | 9,627 | ||
Dow Chemical Co. | 4.550% | 11/30/25 | 459 | 467 | ||
Dow Chemical Co. | 4.800% | 11/30/28 | 3,794 | 3,809 | ||
Dow Chemical Co. | 7.375% | 11/1/29 | 3,740 | 4,318 | ||
Dow Chemical Co. | 2.100% | 11/15/30 | 10,160 | 8,370 | ||
Dow Chemical Co. | 4.250% | 10/1/34 | 11,993 | 11,368 | ||
Dow Chemical Co. | 9.400% | 5/15/39 | 10,645 | 15,166 | ||
Dow Chemical Co. | 5.250% | 11/15/41 | 13,462 | 13,328 | ||
Dow Chemical Co. | 4.375% | 11/15/42 | 14,411 | 12,690 | ||
Dow Chemical Co. | 4.625% | 10/1/44 | 6,042 | 5,472 | ||
Dow Chemical Co. | 5.550% | 11/30/48 | 14,435 | 14,604 | ||
Dow Chemical Co. | 4.800% | 5/15/49 | 11,775 | 10,773 | ||
Dow Chemical Co. | 3.600% | 11/15/50 | 10,725 | 8,188 | ||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 34,015 | 34,220 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 27,168 | 27,358 | ||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 25,355 | 25,457 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 16,562 | 16,387 | ||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 26,083 | 25,926 | ||
Eastman Chemical Co. | 3.800% | 3/15/25 | 8,136 | 8,041 | ||
Eastman Chemical Co. | 4.500% | 12/1/28 | 1,579 | 1,549 | ||
Eastman Chemical Co. | 4.800% | 9/1/42 | 9,589 | 8,641 | ||
Eastman Chemical Co. | 4.650% | 10/15/44 | 10,923 | 9,474 | ||
Ecolab Inc. | 0.900% | 12/15/23 | 6,200 | 6,014 | ||
Ecolab Inc. | 2.700% | 11/1/26 | 13,189 | 12,659 | ||
Ecolab Inc. | 1.650% | 2/1/27 | 3,060 | 2,799 | ||
Ecolab Inc. | 3.250% | 12/1/27 | 4,527 | 4,413 | ||
Ecolab Inc. | 4.800% | 3/24/30 | 6,790 | 7,037 | ||
Ecolab Inc. | 1.300% | 1/30/31 | 4,270 | 3,423 | ||
Ecolab Inc. | 2.125% | 2/1/32 | 8,843 | 7,465 | ||
Ecolab Inc. | 2.125% | 8/15/50 | 5,475 | 3,497 | ||
Ecolab Inc. | 2.700% | 12/15/51 | 10,685 | 7,634 | ||
Ecolab Inc. | 2.750% | 8/18/55 | 13,848 | 9,693 | ||
EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | 8,202 | 7,697 | ||
EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | 6,550 | 5,672 | ||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 3,945 | 3,905 | ||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 10,552 | 10,451 | ||
FMC Corp. | 4.100% | 2/1/24 | 11,210 | 11,220 | ||
FMC Corp. | 3.200% | 10/1/26 | 4,836 | 4,602 | ||
FMC Corp. | 3.450% | 10/1/29 | 8,217 | 7,465 | ||
FMC Corp. | 4.500% | 10/1/49 | 4,661 | 3,990 | ||
Freeport-McMoRan Inc. | 4.550% | 11/14/24 | 2,517 | 2,505 | ||
Freeport-McMoRan Inc. | 5.000% | 9/1/27 | 5,949 | 5,903 | ||
Freeport-McMoRan Inc. | 4.125% | 3/1/28 | 9,100 | 8,446 | ||
Freeport-McMoRan Inc. | 4.375% | 8/1/28 | 9,907 | 9,301 | ||
Freeport-McMoRan Inc. | 5.250% | 9/1/29 | 8,000 | 7,641 | ||
Freeport-McMoRan Inc. | 4.250% | 3/1/30 | 8,285 | 7,597 | ||
Freeport-McMoRan Inc. | 4.625% | 8/1/30 | 9,146 | 8,482 | ||
Freeport-McMoRan Inc. | 5.400% | 11/14/34 | 10,347 | 10,101 | ||
Freeport-McMoRan Inc. | 5.450% | 3/15/43 | 23,110 | 21,380 | ||
Georgia-Pacific LLC | 8.000% | 1/15/24 | 9,960 | 10,553 | ||
7 | Georgia-Pacific LLC | 0.625% | 5/15/24 | 3,000 | 2,816 | |
7 | Georgia-Pacific LLC | 1.750% | 9/30/25 | 5,000 | 4,635 | |
Georgia-Pacific LLC | 7.375% | 12/1/25 | 5,750 | 6,360 | ||
7 | Georgia-Pacific LLC | 0.950% | 5/15/26 | 3,000 | 2,661 | |
Georgia-Pacific LLC | 7.750% | 11/15/29 | 4,989 | 6,003 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Georgia-Pacific LLC | 2.300% | 4/30/30 | 3,750 | 3,249 | |
Georgia-Pacific LLC | 8.875% | 5/15/31 | 5,293 | 6,882 | ||
Huntsman International LLC | 4.500% | 5/1/29 | 9,553 | 8,988 | ||
Huntsman International LLC | 2.950% | 6/15/31 | 4,994 | 4,148 | ||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 3,012 | 2,944 | ||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 6,565 | 5,615 | ||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 10,132 | 9,467 | ||
International Paper Co. | 5.000% | 9/15/35 | 6,272 | 6,321 | ||
International Paper Co. | 7.300% | 11/15/39 | 7,536 | 8,795 | ||
International Paper Co. | 6.000% | 11/15/41 | 9,193 | 9,548 | ||
International Paper Co. | 4.800% | 6/15/44 | 15,659 | 14,477 | ||
International Paper Co. | 4.350% | 8/15/48 | 6,825 | 6,046 | ||
Kinross Gold Corp. | 5.950% | 3/15/24 | 5,344 | 5,470 | ||
Kinross Gold Corp. | 4.500% | 7/15/27 | 405 | 395 | ||
Linde Inc. | 2.650% | 2/5/25 | 9,925 | 9,758 | ||
Linde Inc. | 3.200% | 1/30/26 | 7,185 | 7,149 | ||
Linde Inc. | 1.100% | 8/10/30 | 9,325 | 7,470 | ||
Linde Inc. | 3.550% | 11/7/42 | 3,055 | 2,640 | ||
Linde Inc. | 2.000% | 8/10/50 | 4,800 | 3,011 | ||
Lubrizol Corp. | 6.500% | 10/1/34 | 5,163 | 6,111 | ||
LYB International Finance BV | 4.000% | 7/15/23 | 3,893 | 3,889 | ||
LYB International Finance BV | 5.250% | 7/15/43 | 3,942 | 3,682 | ||
LYB International Finance BV | 4.875% | 3/15/44 | 13,302 | 12,005 | ||
LYB International Finance III LLC | 1.250% | 10/1/25 | 3,982 | 3,603 | ||
LYB International Finance III LLC | 2.250% | 10/1/30 | 6,007 | 4,953 | ||
LYB International Finance III LLC | 3.375% | 10/1/40 | 1,378 | 1,056 | ||
LYB International Finance III LLC | 4.200% | 10/15/49 | 7,802 | 6,339 | ||
LYB International Finance III LLC | 4.200% | 5/1/50 | 19,820 | 16,116 | ||
LYB International Finance III LLC | 3.625% | 4/1/51 | 18,195 | 13,454 | ||
LYB International Finance III LLC | 3.800% | 10/1/60 | 8,305 | 5,887 | ||
LyondellBasell Industries NV | 5.750% | 4/15/24 | 6,233 | 6,375 | ||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 10,942 | 9,354 | ||
Martin Marietta Materials Inc. | 0.650% | 7/15/23 | 1,803 | 1,742 | ||
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 2,000 | 2,010 | ||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 6,515 | 6,206 | ||
Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 10,250 | 9,686 | ||
3 | Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 6,613 | 5,575 | |
Martin Marietta Materials Inc. | 2.400% | 7/15/31 | 7,700 | 6,290 | ||
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 10,025 | 8,350 | ||
Martin Marietta Materials Inc. | 3.200% | 7/15/51 | 11,229 | 7,942 | ||
Mosaic Co. | 4.250% | 11/15/23 | 19,977 | 20,105 | ||
Mosaic Co. | 4.050% | 11/15/27 | 8,143 | 7,961 | ||
Mosaic Co. | 5.450% | 11/15/33 | 8,869 | 9,193 | ||
Mosaic Co. | 4.875% | 11/15/41 | 5,288 | 4,812 | ||
Mosaic Co. | 5.625% | 11/15/43 | 4,761 | 4,892 | ||
NewMarket Corp. | 2.700% | 3/18/31 | 5,500 | 4,530 | ||
Newmont Corp. | 2.800% | 10/1/29 | 7,892 | 6,978 | ||
Newmont Corp. | 2.250% | 10/1/30 | 17,179 | 14,289 | ||
Newmont Corp. | 2.600% | 7/15/32 | 13,925 | 11,489 | ||
3 | Newmont Corp. | 5.875% | 4/1/35 | 4,179 | 4,407 | |
Newmont Corp. | 6.250% | 10/1/39 | 15,436 | 16,958 | ||
Newmont Corp. | 4.875% | 3/15/42 | 14,032 | 13,439 | ||
Newmont Corp. | 5.450% | 6/9/44 | 6,113 | 6,150 | ||
Nucor Corp. | 3.950% | 5/23/25 | 2,600 | 2,591 | ||
Nucor Corp. | 2.000% | 6/1/25 | 5,233 | 4,925 | ||
Nucor Corp. | 4.300% | 5/23/27 | 3,300 | 3,287 | ||
Nucor Corp. | 3.950% | 5/1/28 | 1,227 | 1,190 | ||
Nucor Corp. | 2.700% | 6/1/30 | 3,300 | 2,860 | ||
Nucor Corp. | 3.125% | 4/1/32 | 6,520 | 5,683 | ||
Nucor Corp. | 2.979% | 12/15/55 | 25,516 | 17,254 | ||
Nutrien Ltd. | 3.000% | 4/1/25 | 8,821 | 8,606 | ||
Nutrien Ltd. | 4.000% | 12/15/26 | 7,376 | 7,368 | ||
Nutrien Ltd. | 2.950% | 5/13/30 | 11,675 | 10,398 | ||
Nutrien Ltd. | 4.125% | 3/15/35 | 6,885 | 6,380 | ||
Nutrien Ltd. | 5.875% | 12/1/36 | 1,425 | 1,576 | ||
Nutrien Ltd. | 5.625% | 12/1/40 | 4,663 | 4,863 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Nutrien Ltd. | 4.900% | 6/1/43 | 7,290 | 7,026 | ||
Nutrien Ltd. | 5.250% | 1/15/45 | 19,955 | 19,901 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 7,235 | 7,189 | ||
Packaging Corp. of America | 3.650% | 9/15/24 | 5,482 | 5,436 | ||
Packaging Corp. of America | 3.400% | 12/15/27 | 4,882 | 4,693 | ||
Packaging Corp. of America | 3.000% | 12/15/29 | 12,851 | 11,525 | ||
Packaging Corp. of America | 4.050% | 12/15/49 | 3,410 | 2,821 | ||
Packaging Corp. of America | 3.050% | 10/1/51 | 9,270 | 6,559 | ||
PPG Industries Inc. | 2.400% | 8/15/24 | 15,023 | 14,609 | ||
PPG Industries Inc. | 1.200% | 3/15/26 | 9,966 | 8,930 | ||
PPG Industries Inc. | 2.550% | 6/15/30 | 6,984 | 6,143 | ||
Reliance Steel & Aluminum Co. | 1.300% | 8/15/25 | 2,600 | 2,364 | ||
Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | 8,915 | 7,220 | ||
Rio Tinto Alcan Inc. | 7.250% | 3/15/31 | 1,140 | 1,358 | ||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 9,404 | 10,310 | ||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 9,990 | 11,493 | ||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 14,516 | 15,120 | ||
Rio Tinto Finance USA Ltd. | 2.750% | 11/2/51 | 22,332 | 16,168 | ||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 8,768 | 8,731 | ||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 10,301 | 9,496 | ||
Rohm & Haas Co. | 7.850% | 7/15/29 | 5,862 | 6,971 | ||
RPM International Inc. | 3.750% | 3/15/27 | 5,532 | 5,308 | ||
RPM International Inc. | 4.550% | 3/1/29 | 5,453 | 5,275 | ||
RPM International Inc. | 2.950% | 1/15/32 | 4,724 | 3,916 | ||
RPM International Inc. | 5.250% | 6/1/45 | 3,952 | 3,672 | ||
RPM International Inc. | 4.250% | 1/15/48 | 9,565 | 8,122 | ||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 22,894 | 22,711 | ||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 10,638 | 10,444 | ||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 9,501 | 9,436 | ||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 18,873 | 18,012 | ||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 26,442 | 23,681 | ||
Sherwin-Williams Co. | 2.300% | 5/15/30 | 3,581 | 3,019 | ||
Sherwin-Williams Co. | 2.200% | 3/15/32 | 7,550 | 6,094 | ||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 2,275 | 1,862 | ||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 4,804 | 4,204 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 8,898 | 7,864 | ||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 7,448 | 5,960 | ||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 9,015 | 6,681 | ||
Sherwin-Williams Co. | 2.900% | 3/15/52 | 6,625 | 4,528 | ||
Sonoco Products Co. | 2.250% | 2/1/27 | 55 | 49 | ||
Sonoco Products Co. | 3.125% | 5/1/30 | 6,011 | 5,257 | ||
Southern Copper Corp. | 3.875% | 4/23/25 | 2,814 | 2,783 | ||
Southern Copper Corp. | 7.500% | 7/27/35 | 10,123 | 11,979 | ||
Southern Copper Corp. | 6.750% | 4/16/40 | 13,114 | 14,777 | ||
Southern Copper Corp. | 5.250% | 11/8/42 | 21,785 | 21,184 | ||
Southern Copper Corp. | 5.875% | 4/23/45 | 21,037 | 21,806 | ||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 4,342 | 4,210 | ||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 3,935 | 3,726 | ||
Steel Dynamics Inc. | 5.000% | 12/15/26 | 670 | 663 | ||
Steel Dynamics Inc. | 1.650% | 10/15/27 | 3,705 | 3,178 | ||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 11,736 | 10,452 | ||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 7,004 | 6,091 | ||
Steel Dynamics Inc. | 3.250% | 10/15/50 | 6,465 | 4,473 | ||
Suzano Austria GmbH | 6.000% | 1/15/29 | 29,341 | 28,950 | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 11,807 | 10,733 | ||
Suzano Austria GmbH | 3.750% | 1/15/31 | 12,555 | 10,141 | ||
3 | Suzano Austria GmbH | 3.125% | 1/15/32 | 21,289 | 16,060 | |
Teck Resources Ltd. | 3.900% | 7/15/30 | 6,450 | 5,932 | ||
Teck Resources Ltd. | 6.000% | 8/15/40 | 4,996 | 4,978 | ||
Teck Resources Ltd. | 5.200% | 3/1/42 | 755 | 687 | ||
Teck Resources Ltd. | 5.400% | 2/1/43 | 1,525 | 1,427 | ||
Vale Overseas Ltd. | 6.250% | 8/10/26 | 4,238 | 4,428 | ||
Vale Overseas Ltd. | 3.750% | 7/8/30 | 20,805 | 18,202 | ||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 4,537 | 5,323 | ||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 25,021 | 26,817 | ||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 17,394 | 18,500 | ||
Vale SA | 5.625% | 9/11/42 | 8,678 | 8,088 | ||
Vulcan Materials Co. | 4.500% | 4/1/25 | 7,223 | 7,323 | ||
Vulcan Materials Co. | 3.900% | 4/1/27 | 3,234 | 3,182 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Vulcan Materials Co. | 3.500% | 6/1/30 | 11,121 | 10,023 | ||
Vulcan Materials Co. | 4.500% | 6/15/47 | 12,009 | 10,688 | ||
Westlake Corp. | 3.600% | 8/15/26 | 14,525 | 14,142 | ||
Westlake Corp. | 2.875% | 8/15/41 | 4,500 | 3,187 | ||
Westlake Corp. | 5.000% | 8/15/46 | 18,118 | 17,124 | ||
Westlake Corp. | 4.375% | 11/15/47 | 1,435 | 1,234 | ||
Westlake Corp. | 3.125% | 8/15/51 | 7,942 | 5,538 | ||
Westlake Corp. | 3.375% | 8/15/61 | 5,975 | 4,036 | ||
WestRock MWV LLC | 8.200% | 1/15/30 | 4,734 | 5,612 | ||
WestRock MWV LLC | 7.950% | 2/15/31 | 3,931 | 4,631 | ||
WRKCo Inc. | 3.000% | 9/15/24 | 5,540 | 5,406 | ||
WRKCo Inc. | 3.750% | 3/15/25 | 14,740 | 14,586 | ||
WRKCo Inc. | 4.650% | 3/15/26 | 17,140 | 17,238 | ||
WRKCo Inc. | 3.375% | 9/15/27 | 17,625 | 16,710 | ||
WRKCo Inc. | 4.000% | 3/15/28 | 9,262 | 9,087 | ||
WRKCo Inc. | 3.900% | 6/1/28 | 4,453 | 4,299 | ||
WRKCo Inc. | 4.900% | 3/15/29 | 17,973 | 18,075 | ||
WRKCo Inc. | 4.200% | 6/1/32 | 3,300 | 3,122 | ||
WRKCo Inc. | 3.000% | 6/15/33 | 6,654 | 5,606 | ||
Yamana Gold Inc. | 2.630% | 8/15/31 | 4,280 | 3,440 | ||
2,111,419 | ||||||
Real Estate (1.1%) | ||||||
Agree LP | 2.000% | 6/15/28 | 7,915 | 6,747 | ||
Agree LP | 2.600% | 6/15/33 | 5,183 | 4,093 | ||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 23,848 | 23,448 | ||
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 2,832 | 2,837 | ||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 15,404 | 15,119 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/27 | 4,177 | 4,121 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 5,975 | 5,786 | ||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 3,535 | 3,443 | ||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 5,972 | 5,223 | ||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 7,849 | 7,732 | ||
Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | 10,095 | 10,009 | ||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 12,226 | 10,790 | ||
Alexandria Real Estate Equities Inc. | 2.000% | 5/18/32 | 5,717 | 4,515 | ||
Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 13,875 | 10,437 | ||
Alexandria Real Estate Equities Inc. | 2.950% | 3/15/34 | 7,034 | 5,848 | ||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 6,276 | 5,868 | ||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 7,985 | 6,612 | ||
Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | 5,202 | 3,523 | ||
Alexandria Real Estate Equities Inc. | 3.550% | 3/15/52 | 10,030 | 7,559 | ||
American Assets Trust LP | 3.375% | 2/1/31 | 6,371 | 5,427 | ||
American Campus Communities Operating Partnership LP | 3.750% | 4/15/23 | 2,052 | 2,047 | ||
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 4,879 | 4,898 | ||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 8,070 | 7,883 | ||
American Campus Communities Operating Partnership LP | 3.625% | 11/15/27 | 5,994 | 5,894 | ||
American Campus Communities Operating Partnership LP | 2.850% | 2/1/30 | 5,265 | 4,992 | ||
American Campus Communities Operating Partnership LP | 3.875% | 1/30/31 | 3,450 | 3,393 | ||
American Homes 4 Rent LP | 4.250% | 2/15/28 | 7,541 | 7,198 | ||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 7,835 | 7,646 | ||
American Homes 4 Rent LP | 3.375% | 7/15/51 | 1,979 | 1,359 | ||
American Tower Corp. | 0.600% | 1/15/24 | 3,753 | 3,560 | ||
American Tower Corp. | 5.000% | 2/15/24 | 14,305 | 14,482 | ||
American Tower Corp. | 3.375% | 5/15/24 | 11,305 | 11,136 | ||
American Tower Corp. | 2.950% | 1/15/25 | 5,487 | 5,297 | ||
American Tower Corp. | 2.400% | 3/15/25 | 9,168 | 8,663 | ||
American Tower Corp. | 4.000% | 6/1/25 | 17,015 | 16,830 | ||
American Tower Corp. | 1.300% | 9/15/25 | 9,450 | 8,545 | ||
American Tower Corp. | 1.600% | 4/15/26 | 7,518 | 6,737 | ||
American Tower Corp. | 1.450% | 9/15/26 | 8,825 | 7,721 | ||
American Tower Corp. | 3.375% | 10/15/26 | 22,156 | 20,950 | ||
American Tower Corp. | 2.750% | 1/15/27 | 1,036 | 947 | ||
American Tower Corp. | 3.125% | 1/15/27 | 10,695 | 9,917 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
American Tower Corp. | 3.650% | 3/15/27 | 8,104 | 7,711 | ||
American Tower Corp. | 3.550% | 7/15/27 | 9,408 | 8,833 | ||
American Tower Corp. | 3.600% | 1/15/28 | 3,165 | 2,942 | ||
American Tower Corp. | 1.500% | 1/31/28 | 9,592 | 7,974 | ||
American Tower Corp. | 3.950% | 3/15/29 | 11,668 | 10,866 | ||
American Tower Corp. | 3.800% | 8/15/29 | 22,248 | 20,428 | ||
American Tower Corp. | 2.900% | 1/15/30 | 13,208 | 11,280 | ||
American Tower Corp. | 2.100% | 6/15/30 | 10,499 | 8,389 | ||
American Tower Corp. | 1.875% | 10/15/30 | 10,418 | 8,113 | ||
American Tower Corp. | 2.700% | 4/15/31 | 7,171 | 5,905 | ||
American Tower Corp. | 2.300% | 9/15/31 | 8,731 | 6,917 | ||
American Tower Corp. | 4.050% | 3/15/32 | 8,100 | 7,379 | ||
American Tower Corp. | 3.700% | 10/15/49 | 7,627 | 5,753 | ||
American Tower Corp. | 3.100% | 6/15/50 | 2,829 | 1,956 | ||
American Tower Corp. | 2.950% | 1/15/51 | 9,933 | 6,684 | ||
3 | AvalonBay Communities Inc. | 2.850% | 3/15/23 | 6,264 | 6,226 | |
3 | AvalonBay Communities Inc. | 4.200% | 12/15/23 | 2,002 | 2,010 | |
3 | AvalonBay Communities Inc. | 3.500% | 11/15/24 | 3,775 | 3,728 | |
3 | AvalonBay Communities Inc. | 3.450% | 6/1/25 | 10,745 | 10,573 | |
3 | AvalonBay Communities Inc. | 3.500% | 11/15/25 | 6,892 | 6,695 | |
3 | AvalonBay Communities Inc. | 2.950% | 5/11/26 | 4,462 | 4,256 | |
3 | AvalonBay Communities Inc. | 2.900% | 10/15/26 | 6,325 | 6,002 | |
3 | AvalonBay Communities Inc. | 3.350% | 5/15/27 | 13,016 | 12,457 | |
3 | AvalonBay Communities Inc. | 3.200% | 1/15/28 | 5,249 | 4,952 | |
AvalonBay Communities Inc. | 1.900% | 12/1/28 | 2,410 | 2,096 | ||
3 | AvalonBay Communities Inc. | 3.300% | 6/1/29 | 3,420 | 3,175 | |
3 | AvalonBay Communities Inc. | 2.300% | 3/1/30 | 6,521 | 5,613 | |
3 | AvalonBay Communities Inc. | 2.450% | 1/15/31 | 3,106 | 2,682 | |
AvalonBay Communities Inc. | 2.050% | 1/15/32 | 9,700 | 8,035 | ||
3 | AvalonBay Communities Inc. | 3.900% | 10/15/46 | 4,825 | 4,179 | |
3 | AvalonBay Communities Inc. | 4.150% | 7/1/47 | 959 | 859 | |
3 | AvalonBay Communities Inc. | 4.350% | 4/15/48 | 4,355 | 4,024 | |
Boston Properties LP | 3.125% | 9/1/23 | 5,289 | 5,242 | ||
Boston Properties LP | 3.800% | 2/1/24 | 4,817 | 4,797 | ||
Boston Properties LP | 3.200% | 1/15/25 | 9,849 | 9,603 | ||
Boston Properties LP | 3.650% | 2/1/26 | 8,945 | 8,685 | ||
Boston Properties LP | 2.750% | 10/1/26 | 20,572 | 19,167 | ||
Boston Properties LP | 4.500% | 12/1/28 | 2,066 | 2,007 | ||
Boston Properties LP | 3.400% | 6/21/29 | 5,949 | 5,323 | ||
Boston Properties LP | 2.900% | 3/15/30 | 19,630 | 16,594 | ||
Boston Properties LP | 3.250% | 1/30/31 | 11,952 | 10,247 | ||
Boston Properties LP | 2.550% | 4/1/32 | 7,683 | 6,093 | ||
Boston Properties LP | 2.450% | 10/1/33 | 1,964 | 1,504 | ||
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 26,300 | 24,670 | ||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 21,570 | 21,237 | ||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 5,815 | 5,689 | ||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 3,624 | 3,470 | ||
Brixmor Operating Partnership LP | 2.250% | 4/1/28 | 14,951 | 12,827 | ||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 8,453 | 7,866 | ||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 11,754 | 10,592 | ||
Brixmor Operating Partnership LP | 2.500% | 8/16/31 | 9,984 | 7,851 | ||
Broadstone Net Lease LLC | 2.600% | 9/15/31 | 4,787 | 3,894 | ||
Camden Property Trust | 4.100% | 10/15/28 | 10,795 | 10,608 | ||
Camden Property Trust | 3.150% | 7/1/29 | 11,434 | 10,440 | ||
Camden Property Trust | 2.800% | 5/15/30 | 15,780 | 13,929 | ||
Camden Property Trust | 3.350% | 11/1/49 | 2,538 | 1,985 | ||
CBRE Services Inc. | 4.875% | 3/1/26 | 14,015 | 14,148 | ||
CBRE Services Inc. | 2.500% | 4/1/31 | 5,000 | 4,031 | ||
Corporate Office Properties LP | 2.250% | 3/15/26 | 2,463 | 2,232 | ||
Corporate Office Properties LP | 2.750% | 4/15/31 | 4,234 | 3,435 | ||
Corporate Office Properties LP | 2.900% | 12/1/33 | 7,619 | 5,908 | ||
Crown Castle International Corp. | 3.150% | 7/15/23 | 8,053 | 7,963 | ||
Crown Castle International Corp. | 3.200% | 9/1/24 | 9,711 | 9,512 | ||
Crown Castle International Corp. | 1.350% | 7/15/25 | 5,680 | 5,189 | ||
Crown Castle International Corp. | 4.450% | 2/15/26 | 13,356 | 13,230 | ||
Crown Castle International Corp. | 3.700% | 6/15/26 | 18,795 | 18,155 | ||
Crown Castle International Corp. | 4.000% | 3/1/27 | 9,363 | 9,085 | ||
Crown Castle International Corp. | 2.900% | 3/15/27 | 3,720 | 3,442 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Crown Castle International Corp. | 3.650% | 9/1/27 | 15,764 | 14,911 | ||
Crown Castle International Corp. | 3.800% | 2/15/28 | 28,398 | 26,811 | ||
Crown Castle International Corp. | 4.300% | 2/15/29 | 4,790 | 4,599 | ||
Crown Castle International Corp. | 3.100% | 11/15/29 | 10,050 | 8,857 | ||
Crown Castle International Corp. | 3.300% | 7/1/30 | 11,159 | 9,847 | ||
Crown Castle International Corp. | 2.250% | 1/15/31 | 15,752 | 12,784 | ||
Crown Castle International Corp. | 2.100% | 4/1/31 | 13,154 | 10,442 | ||
Crown Castle International Corp. | 2.500% | 7/15/31 | 10,290 | 8,448 | ||
Crown Castle International Corp. | 2.900% | 4/1/41 | 10,215 | 7,397 | ||
Crown Castle International Corp. | 4.750% | 5/15/47 | 3,889 | 3,507 | ||
Crown Castle International Corp. | 5.200% | 2/15/49 | 11,650 | 11,191 | ||
Crown Castle International Corp. | 4.000% | 11/15/49 | 4,396 | 3,555 | ||
Crown Castle International Corp. | 4.150% | 7/1/50 | 5,998 | 4,958 | ||
Crown Castle International Corp. | 3.250% | 1/15/51 | 11,199 | 8,049 | ||
CubeSmart LP | 4.000% | 11/15/25 | 2,900 | 2,862 | ||
CubeSmart LP | 3.125% | 9/1/26 | 3,075 | 2,922 | ||
CubeSmart LP | 2.250% | 12/15/28 | 4,730 | 4,039 | ||
CubeSmart LP | 4.375% | 2/15/29 | 5,150 | 4,966 | ||
CubeSmart LP | 3.000% | 2/15/30 | 4,119 | 3,621 | ||
CubeSmart LP | 2.500% | 2/15/32 | 9,848 | 7,999 | ||
Digital Realty Trust LP | 3.700% | 8/15/27 | 8,047 | 7,665 | ||
Digital Realty Trust LP | 4.450% | 7/15/28 | 22,760 | 22,083 | ||
Digital Realty Trust LP | 3.600% | 7/1/29 | 36,003 | 32,623 | ||
Duke Realty LP | 3.250% | 6/30/26 | 6,284 | 6,046 | ||
Duke Realty LP | 3.375% | 12/15/27 | 6,870 | 6,503 | ||
Duke Realty LP | 4.000% | 9/15/28 | 3,875 | 3,759 | ||
Duke Realty LP | 2.875% | 11/15/29 | 2,654 | 2,388 | ||
Duke Realty LP | 1.750% | 7/1/30 | 6,506 | 5,311 | ||
Duke Realty LP | 1.750% | 2/1/31 | 2,300 | 1,868 | ||
Duke Realty LP | 3.050% | 3/1/50 | 6,895 | 5,092 | ||
EPR Properties | 4.500% | 4/1/25 | 1,626 | 1,575 | ||
EPR Properties | 4.500% | 6/1/27 | 8,083 | 7,312 | ||
EPR Properties | 3.750% | 8/15/29 | 6,415 | 5,338 | ||
EPR Properties | 3.600% | 11/15/31 | 2,560 | 2,026 | ||
Equinix Inc. | 2.625% | 11/18/24 | 14,281 | 13,713 | ||
Equinix Inc. | 1.250% | 7/15/25 | 4,740 | 4,308 | ||
Equinix Inc. | 1.000% | 9/15/25 | 5,085 | 4,560 | ||
Equinix Inc. | 1.450% | 5/15/26 | 4,601 | 4,093 | ||
Equinix Inc. | 2.900% | 11/18/26 | 14,116 | 13,108 | ||
Equinix Inc. | 1.800% | 7/15/27 | 10,250 | 8,896 | ||
Equinix Inc. | 1.550% | 3/15/28 | 4,762 | 4,005 | ||
Equinix Inc. | 2.000% | 5/15/28 | 3,000 | 2,576 | ||
Equinix Inc. | 3.200% | 11/18/29 | 15,949 | 14,181 | ||
Equinix Inc. | 2.150% | 7/15/30 | 17,244 | 14,003 | ||
Equinix Inc. | 2.500% | 5/15/31 | 10,935 | 8,862 | ||
Equinix Inc. | 3.000% | 7/15/50 | 9,843 | 6,731 | ||
Equinix Inc. | 2.950% | 9/15/51 | 3,665 | 2,469 | ||
Equinix Inc. | 3.400% | 2/15/52 | 6,495 | 4,814 | ||
ERP Operating LP | 3.375% | 6/1/25 | 3,010 | 2,944 | ||
ERP Operating LP | 2.850% | 11/1/26 | 13,673 | 12,958 | ||
ERP Operating LP | 3.250% | 8/1/27 | 3,941 | 3,728 | ||
ERP Operating LP | 3.500% | 3/1/28 | 14,317 | 13,623 | ||
ERP Operating LP | 4.150% | 12/1/28 | 5,643 | 5,524 | ||
ERP Operating LP | 3.000% | 7/1/29 | 5,990 | 5,430 | ||
ERP Operating LP | 2.500% | 2/15/30 | 7,354 | 6,426 | ||
ERP Operating LP | 1.850% | 8/1/31 | 1,525 | 1,251 | ||
ERP Operating LP | 4.500% | 7/1/44 | 9,595 | 9,128 | ||
ERP Operating LP | 4.500% | 6/1/45 | 2,575 | 2,402 | ||
ERP Operating LP | 4.000% | 8/1/47 | 4,626 | 4,029 | ||
Essential Properties LP | 2.950% | 7/15/31 | 4,790 | 3,757 | ||
Essex Portfolio LP | 3.250% | 5/1/23 | 3,905 | 3,882 | ||
Essex Portfolio LP | 3.875% | 5/1/24 | 600 | 598 | ||
Essex Portfolio LP | 3.500% | 4/1/25 | 15,115 | 14,824 | ||
Essex Portfolio LP | 3.375% | 4/15/26 | 11,809 | 11,409 | ||
Essex Portfolio LP | 3.625% | 5/1/27 | 400 | 387 | ||
Essex Portfolio LP | 1.700% | 3/1/28 | 7,825 | 6,715 | ||
Essex Portfolio LP | 4.000% | 3/1/29 | 10,850 | 10,362 | ||
Essex Portfolio LP | 3.000% | 1/15/30 | 13,815 | 12,227 | ||
Essex Portfolio LP | 1.650% | 1/15/31 | 3,250 | 2,534 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Essex Portfolio LP | 2.550% | 6/15/31 | 1,510 | 1,262 | ||
Essex Portfolio LP | 2.650% | 3/15/32 | 6,602 | 5,463 | ||
Essex Portfolio LP | 4.500% | 3/15/48 | 7,390 | 6,636 | ||
Extra Space Storage LP | 2.550% | 6/1/31 | 5,720 | 4,704 | ||
Extra Space Storage LP | 2.350% | 3/15/32 | 4,128 | 3,286 | ||
Federal Realty OP LP | 2.750% | 6/1/23 | 5,237 | 5,204 | ||
Federal Realty OP LP | 3.950% | 1/15/24 | 2,157 | 2,151 | ||
Federal Realty OP LP | 1.250% | 2/15/26 | 250 | 224 | ||
Federal Realty OP LP | 3.250% | 7/15/27 | 6,100 | 5,733 | ||
Federal Realty OP LP | 3.200% | 6/15/29 | 6,435 | 5,791 | ||
Federal Realty OP LP | 3.500% | 6/1/30 | 2,000 | 1,811 | ||
Federal Realty OP LP | 4.500% | 12/1/44 | 14,908 | 13,261 | ||
GLP Capital LP | 5.375% | 11/1/23 | 5,965 | 5,943 | ||
GLP Capital LP | 3.350% | 9/1/24 | 7,248 | 6,963 | ||
GLP Capital LP | 5.250% | 6/1/25 | 11,476 | 11,274 | ||
GLP Capital LP | 5.375% | 4/15/26 | 14,214 | 13,910 | ||
GLP Capital LP | 5.750% | 6/1/28 | 3,821 | 3,731 | ||
GLP Capital LP | 5.300% | 1/15/29 | 10,699 | 10,187 | ||
GLP Capital LP | 4.000% | 1/15/30 | 10,159 | 8,925 | ||
GLP Capital LP | 4.000% | 1/15/31 | 11,745 | 10,182 | ||
GLP Capital LP | 3.250% | 1/15/32 | 4,215 | 3,384 | ||
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 4,423 | 4,138 | ||
Healthcare Realty Trust Inc. | 2.400% | 3/15/30 | 6,997 | 5,816 | ||
Healthcare Realty Trust Inc. | 2.050% | 3/15/31 | 3,392 | 2,660 | ||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 10,909 | 10,374 | ||
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 8,342 | 7,911 | ||
Healthcare Trust of America Holdings LP | 3.100% | 2/15/30 | 4,084 | 3,517 | ||
Healthcare Trust of America Holdings LP | 2.000% | 3/15/31 | 12,720 | 9,867 | ||
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 3,437 | 3,378 | ||
Healthpeak Properties Inc. | 4.000% | 6/1/25 | 671 | 667 | ||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 18,266 | 17,526 | ||
Healthpeak Properties Inc. | 2.125% | 12/1/28 | 2,673 | 2,309 | ||
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 12,092 | 11,144 | ||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 17,742 | 15,652 | ||
Healthpeak Properties Inc. | 2.875% | 1/15/31 | 5,291 | 4,558 | ||
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 1,860 | 2,110 | ||
Highwoods Realty LP | 3.875% | 3/1/27 | 6,453 | 6,221 | ||
Highwoods Realty LP | 4.125% | 3/15/28 | 3,288 | 3,144 | ||
Highwoods Realty LP | 4.200% | 4/15/29 | 4,747 | 4,440 | ||
Highwoods Realty LP | 3.050% | 2/15/30 | 5,750 | 4,978 | ||
Highwoods Realty LP | 2.600% | 2/1/31 | 10,493 | 8,642 | ||
Host Hotels & Resorts LP | 3.875% | 4/1/24 | 4,850 | 4,810 | ||
3 | Host Hotels & Resorts LP | 4.000% | 6/15/25 | 3,743 | 3,657 | |
3 | Host Hotels & Resorts LP | 4.500% | 2/1/26 | 1,950 | 1,920 | |
3 | Host Hotels & Resorts LP | 3.375% | 12/15/29 | 12,190 | 10,295 | |
3 | Host Hotels & Resorts LP | 3.500% | 9/15/30 | 13,475 | 11,497 | |
3 | Host Hotels & Resorts LP | 2.900% | 12/15/31 | 5,099 | 4,047 | |
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 6,890 | 6,565 | ||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 4,375 | 4,215 | ||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 3,755 | 3,266 | ||
Invitation Homes Operating Partnership LP | 2.000% | 8/15/31 | 4,917 | 3,786 | ||
Invitation Homes Operating Partnership LP | 4.150% | 4/15/32 | 8,125 | 7,373 | ||
Invitation Homes Operating Partnership LP | 2.700% | 1/15/34 | 9,295 | 7,147 | ||
Jones Lang LaSalle Inc. | 4.400% | 11/15/22 | 2,050 | 2,050 | ||
Kilroy Realty LP | 3.450% | 12/15/24 | 5,560 | 5,421 | ||
Kilroy Realty LP | 4.375% | 10/1/25 | 5,180 | 5,104 | ||
Kilroy Realty LP | 4.750% | 12/15/28 | 4,624 | 4,534 | ||
Kilroy Realty LP | 4.250% | 8/15/29 | 1,858 | 1,750 | ||
Kilroy Realty LP | 3.050% | 2/15/30 | 7,140 | 6,089 | ||
Kilroy Realty LP | 2.500% | 11/15/32 | 3,089 | 2,412 | ||
Kilroy Realty LP | 2.650% | 11/15/33 | 13,100 | 10,160 | ||
Kimco Realty Corp. | 3.375% | 10/15/22 | 1,275 | 1,275 | ||
Kimco Realty Corp. | 3.500% | 4/15/23 | 5,250 | 5,236 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kimco Realty Corp. | 4.450% | 1/15/24 | 1,175 | 1,175 | ||
Kimco Realty Corp. | 2.700% | 3/1/24 | 1,340 | 1,314 | ||
Kimco Realty Corp. | 3.300% | 2/1/25 | 3,438 | 3,366 | ||
Kimco Realty Corp. | 3.850% | 6/1/25 | 600 | 591 | ||
Kimco Realty Corp. | 2.800% | 10/1/26 | 5,988 | 5,608 | ||
Kimco Realty Corp. | 3.800% | 4/1/27 | 5,605 | 5,415 | ||
Kimco Realty Corp. | 1.900% | 3/1/28 | 11,650 | 10,085 | ||
Kimco Realty Corp. | 2.700% | 10/1/30 | 5,874 | 5,058 | ||
Kimco Realty Corp. | 2.250% | 12/1/31 | 4,029 | 3,258 | ||
Kimco Realty Corp. | 3.200% | 4/1/32 | 7,425 | 6,488 | ||
Kimco Realty Corp. | 4.250% | 4/1/45 | 940 | 791 | ||
Kimco Realty Corp. | 4.125% | 12/1/46 | 635 | 523 | ||
Kimco Realty Corp. | 4.450% | 9/1/47 | 5,825 | 5,075 | ||
Kimco Realty Corp. | 3.700% | 10/1/49 | 2,375 | 1,844 | ||
Kite Realty Group LP | 4.000% | 10/1/26 | 8,575 | 8,208 | ||
Kite Realty Group Trust | 4.750% | 9/15/30 | 4,665 | 4,341 | ||
Life Storage LP | 3.500% | 7/1/26 | 18,900 | 18,068 | ||
Life Storage LP | 3.875% | 12/15/27 | 1,000 | 954 | ||
Life Storage LP | 2.200% | 10/15/30 | 3,050 | 2,447 | ||
Life Storage LP | 2.400% | 10/15/31 | 8,178 | 6,512 | ||
LXP Industrial Trust | 2.700% | 9/15/30 | 3,325 | 2,737 | ||
LXP Industrial Trust | 2.375% | 10/1/31 | 6,725 | 5,217 | ||
Mid-America Apartments LP | 4.300% | 10/15/23 | 8,887 | 8,936 | ||
Mid-America Apartments LP | 3.750% | 6/15/24 | 4,880 | 4,861 | ||
Mid-America Apartments LP | 1.100% | 9/15/26 | 1,173 | 1,030 | ||
Mid-America Apartments LP | 3.600% | 6/1/27 | 9,637 | 9,269 | ||
Mid-America Apartments LP | 4.200% | 6/15/28 | 1,717 | 1,676 | ||
Mid-America Apartments LP | 3.950% | 3/15/29 | 2,319 | 2,213 | ||
Mid-America Apartments LP | 2.750% | 3/15/30 | 14,928 | 12,998 | ||
Mid-America Apartments LP | 1.700% | 2/15/31 | 7,720 | 6,106 | ||
National Health Investors Inc. | 3.000% | 2/1/31 | 6,239 | 4,818 | ||
National Retail Properties Inc. | 3.900% | 6/15/24 | 4,120 | 4,111 | ||
National Retail Properties Inc. | 3.600% | 12/15/26 | 3,152 | 3,037 | ||
National Retail Properties Inc. | 3.500% | 10/15/27 | 13,100 | 12,260 | ||
National Retail Properties Inc. | 4.300% | 10/15/28 | 3,331 | 3,237 | ||
National Retail Properties Inc. | 2.500% | 4/15/30 | 8,037 | 6,831 | ||
National Retail Properties Inc. | 4.800% | 10/15/48 | 4,794 | 4,456 | ||
National Retail Properties Inc. | 3.100% | 4/15/50 | 10,593 | 7,326 | ||
National Retail Properties Inc. | 3.500% | 4/15/51 | 3,131 | 2,357 | ||
National Retail Properties Inc. | 3.000% | 4/15/52 | 6,040 | 4,138 | ||
Office Properties Income Trust | 4.250% | 5/15/24 | 375 | 364 | ||
Office Properties Income Trust | 4.500% | 2/1/25 | 25,321 | 24,245 | ||
Office Properties Income Trust | 2.650% | 6/15/26 | 2,789 | 2,372 | ||
Office Properties Income Trust | 3.450% | 10/15/31 | 5,000 | 3,713 | ||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 17,404 | 17,436 | ||
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 4,695 | 4,708 | ||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 5,003 | 4,947 | ||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 8,662 | 8,578 | ||
Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | 8,140 | 7,735 | ||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 8,830 | 8,381 | ||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 10,338 | 8,692 | ||
Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | 27,925 | 22,669 | ||
Omega Healthcare Investors Inc. | 3.250% | 4/15/33 | 5,309 | 4,006 | ||
Phillips Edison Grocery Center Operating Partnership I LP | 2.625% | 11/15/31 | 7,500 | 5,808 | ||
Physicians Realty LP | 4.300% | 3/15/27 | 8,528 | 8,357 | ||
Physicians Realty LP | 3.950% | 1/15/28 | 2,560 | 2,438 | ||
Physicians Realty LP | 2.625% | 11/1/31 | 21,385 | 17,250 | ||
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 4,507 | 4,482 | ||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 5,595 | 5,623 | ||
Piedmont Operating Partnership LP | 3.150% | 8/15/30 | 4,000 | 3,306 | ||
Piedmont Operating Partnership LP | 2.750% | 4/1/32 | 4,000 | 3,089 | ||
Prologis LP | 3.250% | 10/1/26 | 3,533 | 3,432 | ||
Prologis LP | 2.125% | 4/15/27 | 10,469 | 9,594 | ||
Prologis LP | 3.875% | 9/15/28 | 6,148 | 5,986 | ||
Prologis LP | 4.375% | 2/1/29 | 6,755 | 6,741 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Prologis LP | 2.250% | 4/15/30 | 21,773 | 18,846 | ||
Prologis LP | 1.250% | 10/15/30 | 6,026 | 4,787 | ||
Prologis LP | 1.625% | 3/15/31 | 11,751 | 9,490 | ||
Prologis LP | 4.375% | 9/15/48 | 5,159 | 4,864 | ||
Prologis LP | 3.000% | 4/15/50 | 11,365 | 8,575 | ||
Prologis LP | 2.125% | 10/15/50 | 7,680 | 4,890 | ||
Public Storage | 0.875% | 2/15/26 | 1,756 | 1,569 | ||
Public Storage | 1.500% | 11/9/26 | 5,501 | 4,964 | ||
Public Storage | 3.094% | 9/15/27 | 6,037 | 5,722 | ||
Public Storage | 3.385% | 5/1/29 | 9,463 | 8,789 | ||
Rayonier LP | 2.750% | 5/17/31 | 2,000 | 1,673 | ||
Realty Income Corp. | 4.600% | 2/6/24 | 6,561 | 6,617 | ||
Realty Income Corp. | 3.875% | 7/15/24 | 4,305 | 4,305 | ||
Realty Income Corp. | 3.875% | 4/15/25 | 10,229 | 10,187 | ||
Realty Income Corp. | 4.625% | 11/1/25 | 10,613 | 10,758 | ||
Realty Income Corp. | 0.750% | 3/15/26 | 6,875 | 6,052 | ||
Realty Income Corp. | 4.875% | 6/1/26 | 5,582 | 5,691 | ||
Realty Income Corp. | 4.125% | 10/15/26 | 14,492 | 14,408 | ||
Realty Income Corp. | 3.000% | 1/15/27 | 7,840 | 7,424 | ||
Realty Income Corp. | 3.950% | 8/15/27 | 10,637 | 10,396 | ||
Realty Income Corp. | 3.400% | 1/15/28 | 4,375 | 4,133 | ||
Realty Income Corp. | 3.650% | 1/15/28 | 8,683 | 8,330 | ||
Realty Income Corp. | 2.200% | 6/15/28 | 2,927 | 2,575 | ||
Realty Income Corp. | 3.250% | 6/15/29 | 9,815 | 9,134 | ||
Realty Income Corp. | 3.100% | 12/15/29 | 13,864 | 12,613 | ||
Realty Income Corp. | 3.250% | 1/15/31 | 19,300 | 17,575 | ||
Realty Income Corp. | 2.850% | 12/15/32 | 6,300 | 5,399 | ||
Realty Income Corp. | 1.800% | 3/15/33 | 6,715 | 5,131 | ||
Realty Income Corp. | 4.650% | 3/15/47 | 11,092 | 10,780 | ||
Regency Centers LP | 3.600% | 2/1/27 | 3,950 | 3,822 | ||
Regency Centers LP | 4.125% | 3/15/28 | 3,450 | 3,320 | ||
Regency Centers LP | 2.950% | 9/15/29 | 8,940 | 7,859 | ||
Regency Centers LP | 3.700% | 6/15/30 | 8,510 | 7,692 | ||
Regency Centers LP | 4.400% | 2/1/47 | 5,750 | 5,037 | ||
Regency Centers LP | 4.650% | 3/15/49 | 3,910 | 3,494 | ||
Rexford Industrial Realty LP | 2.125% | 12/1/30 | 5,050 | 4,034 | ||
Rexford Industrial Realty LP | 2.150% | 9/1/31 | 2,691 | 2,107 | ||
Sabra Health Care LP | 5.125% | 8/15/26 | 11,034 | 10,726 | ||
Sabra Health Care LP | 3.900% | 10/15/29 | 10,025 | 8,847 | ||
Safehold Operating Partnership LP | 2.800% | 6/15/31 | 2,175 | 1,756 | ||
Safehold Operating Partnership LP | 2.850% | 1/15/32 | 8,665 | 6,946 | ||
Simon Property Group LP | 3.750% | 2/1/24 | 5,953 | 5,941 | ||
Simon Property Group LP | 2.000% | 9/13/24 | 8,092 | 7,746 | ||
Simon Property Group LP | 3.375% | 10/1/24 | 5,252 | 5,195 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 18,062 | 17,652 | ||
Simon Property Group LP | 3.300% | 1/15/26 | 2,794 | 2,701 | ||
Simon Property Group LP | 3.250% | 11/30/26 | 6,267 | 5,979 | ||
Simon Property Group LP | 1.375% | 1/15/27 | 3,255 | 2,849 | ||
Simon Property Group LP | 3.375% | 6/15/27 | 13,513 | 12,803 | ||
Simon Property Group LP | 3.375% | 12/1/27 | 14,250 | 13,371 | ||
Simon Property Group LP | 1.750% | 2/1/28 | 13,800 | 11,777 | ||
Simon Property Group LP | 2.450% | 9/13/29 | 32,012 | 27,181 | ||
Simon Property Group LP | 2.650% | 7/15/30 | 7,872 | 6,682 | ||
Simon Property Group LP | 2.200% | 2/1/31 | 10,552 | 8,568 | ||
Simon Property Group LP | 2.250% | 1/15/32 | 6,715 | 5,347 | ||
Simon Property Group LP | 2.650% | 2/1/32 | 7,251 | 5,992 | ||
Simon Property Group LP | 6.750% | 2/1/40 | 13,013 | 14,678 | ||
Simon Property Group LP | 4.750% | 3/15/42 | 1,971 | 1,810 | ||
Simon Property Group LP | 4.250% | 10/1/44 | 1,694 | 1,441 | ||
Simon Property Group LP | 4.250% | 11/30/46 | 8,250 | 7,066 | ||
Simon Property Group LP | 3.250% | 9/13/49 | 11,633 | 8,462 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 10,927 | 8,753 | ||
SITE Centers Corp. | 3.900% | 8/15/24 | 1,000 | 981 | ||
SITE Centers Corp. | 3.625% | 2/1/25 | 7,519 | 7,303 | ||
SITE Centers Corp. | 4.250% | 2/1/26 | 2,940 | 2,880 | ||
SITE Centers Corp. | 4.700% | 6/1/27 | 9,390 | 9,200 | ||
Spirit Realty LP | 4.450% | 9/15/26 | 4,576 | 4,504 | ||
Spirit Realty LP | 3.200% | 1/15/27 | 3,479 | 3,198 | ||
Spirit Realty LP | 4.000% | 7/15/29 | 6,633 | 6,037 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Spirit Realty LP | 3.400% | 1/15/30 | 5,310 | 4,586 | ||
Spirit Realty LP | 3.200% | 2/15/31 | 4,635 | 3,859 | ||
Spirit Realty LP | 2.700% | 2/15/32 | 4,655 | 3,637 | ||
STORE Capital Corp. | 4.500% | 3/15/28 | 4,915 | 4,795 | ||
STORE Capital Corp. | 4.625% | 3/15/29 | 4,685 | 4,572 | ||
STORE Capital Corp. | 2.750% | 11/18/30 | 2,339 | 1,920 | ||
Sun Communities Operating LP | 2.300% | 11/1/28 | 2,000 | 1,709 | ||
Sun Communities Operating LP | 4.200% | 4/15/32 | 13,130 | 11,856 | ||
Tanger Properties LP | 3.125% | 9/1/26 | 6,100 | 5,733 | ||
Tanger Properties LP | 3.875% | 7/15/27 | 3,300 | 3,115 | ||
Tanger Properties LP | 2.750% | 9/1/31 | 5,000 | 3,911 | ||
3 | UDR Inc. | 2.950% | 9/1/26 | 8,930 | 8,392 | |
3 | UDR Inc. | 3.500% | 7/1/27 | 3,300 | 3,143 | |
3 | UDR Inc. | 3.500% | 1/15/28 | 6,670 | 6,266 | |
3 | UDR Inc. | 3.200% | 1/15/30 | 2,500 | 2,248 | |
UDR Inc. | 3.000% | 8/15/31 | 6,433 | 5,496 | ||
3 | UDR Inc. | 2.100% | 8/1/32 | 1,875 | 1,462 | |
3 | UDR Inc. | 1.900% | 3/15/33 | 9,728 | 7,360 | |
3 | UDR Inc. | 2.100% | 6/15/33 | 3,950 | 3,013 | |
UDR Inc. | 3.100% | 11/1/34 | 6,305 | 5,157 | ||
Ventas Realty LP | 3.500% | 4/15/24 | 3,391 | �� 3,354 | ||
Ventas Realty LP | 3.750% | 5/1/24 | 2,300 | 2,284 | ||
Ventas Realty LP | 2.650% | 1/15/25 | 9,145 | 8,750 | ||
Ventas Realty LP | 3.500% | 2/1/25 | 1,552 | 1,516 | ||
Ventas Realty LP | 4.125% | 1/15/26 | 2,816 | 2,782 | ||
Ventas Realty LP | 3.250% | 10/15/26 | 2,275 | 2,148 | ||
Ventas Realty LP | 3.850% | 4/1/27 | 5,130 | 4,951 | ||
Ventas Realty LP | 4.000% | 3/1/28 | 14,005 | 13,401 | ||
Ventas Realty LP | 4.400% | 1/15/29 | 6,724 | 6,445 | ||
Ventas Realty LP | 3.000% | 1/15/30 | 6,990 | 6,127 | ||
Ventas Realty LP | 4.750% | 11/15/30 | 6,722 | 6,554 | ||
Ventas Realty LP | 5.700% | 9/30/43 | 3,775 | 3,845 | ||
Ventas Realty LP | 4.375% | 2/1/45 | 3,170 | 2,698 | ||
Ventas Realty LP | 4.875% | 4/15/49 | 4,600 | 4,280 | ||
VICI Properties LP | 4.375% | 5/15/25 | 55 | 54 | ||
VICI Properties LP | 4.750% | 2/15/28 | 14,095 | 13,464 | ||
VICI Properties LP | 4.950% | 2/15/30 | 12,000 | 11,347 | ||
VICI Properties LP | 5.125% | 5/15/32 | 19,000 | 17,927 | ||
VICI Properties LP | 5.625% | 5/15/52 | 8,975 | 8,164 | ||
Vornado Realty LP | 3.500% | 1/15/25 | 4,677 | 4,529 | ||
Vornado Realty LP | 3.400% | 6/1/31 | 2,030 | 1,704 | ||
Welltower Inc. | 4.500% | 1/15/24 | 2,241 | 2,253 | ||
Welltower Inc. | 3.625% | 3/15/24 | 15,781 | 15,656 | ||
Welltower Inc. | 4.000% | 6/1/25 | 15,790 | 15,705 | ||
Welltower Inc. | 4.250% | 4/1/26 | 21,647 | 21,440 | ||
Welltower Inc. | 2.700% | 2/15/27 | 18,527 | 17,129 | ||
Welltower Inc. | 4.250% | 4/15/28 | 3,044 | 2,958 | ||
Welltower Inc. | 4.125% | 3/15/29 | 16,200 | 15,312 | ||
Welltower Inc. | 3.100% | 1/15/30 | 13,033 | 11,467 | ||
Welltower Inc. | 2.750% | 1/15/31 | 16,400 | 13,795 | ||
Welltower Inc. | 3.850% | 6/15/32 | 2,603 | 2,375 | ||
Welltower Inc. | 6.500% | 3/15/41 | 5,797 | 6,496 | ||
Welltower Inc. | 5.125% | 3/15/43 | 1,260 | 1,162 | ||
Welltower Inc. | 4.950% | 9/1/48 | 3,362 | 3,174 | ||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 11,581 | 10,962 | ||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 10,587 | 9,965 | ||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 3,831 | 4,428 | ||
Weyerhaeuser Co. | 4.000% | 3/9/52 | 1,825 | 1,497 | ||
WP Carey Inc. | 4.600% | 4/1/24 | 9,027 | 9,078 | ||
WP Carey Inc. | 4.000% | 2/1/25 | 1,967 | 1,960 | ||
WP Carey Inc. | 4.250% | 10/1/26 | 5,007 | 4,952 | ||
WP Carey Inc. | 3.850% | 7/15/29 | 4,481 | 4,178 | ||
WP Carey Inc. | 2.250% | 4/1/33 | 15,225 | 11,711 | ||
3,028,379 | ||||||
Technology (2.4%) | ||||||
Adobe Inc. | 1.900% | 2/1/25 | 2,156 | 2,076 | ||
Adobe Inc. | 3.250% | 2/1/25 | 16,390 | 16,321 | ||
Adobe Inc. | 2.150% | 2/1/27 | 13,155 | 12,301 | ||
Adobe Inc. | 2.300% | 2/1/30 | 17,744 | 15,681 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Altera Corp. | 4.100% | 11/15/23 | 8,069 | 8,150 | ||
Amdocs Ltd. | 2.538% | 6/15/30 | 9,000 | 7,627 | ||
Analog Devices Inc. | 2.950% | 4/1/25 | 4,852 | 4,756 | ||
Analog Devices Inc. | 3.500% | 12/5/26 | 12,726 | 12,574 | ||
Analog Devices Inc. | 1.700% | 10/1/28 | 11,145 | 9,782 | ||
Analog Devices Inc. | 2.100% | 10/1/31 | 13,249 | 11,304 | ||
Analog Devices Inc. | 2.800% | 10/1/41 | 10,515 | 8,246 | ||
Analog Devices Inc. | 2.950% | 10/1/51 | 12,195 | 9,327 | ||
Apple Inc. | 3.000% | 2/9/24 | 7,082 | 7,070 | ||
Apple Inc. | 3.450% | 5/6/24 | 23,041 | 23,153 | ||
Apple Inc. | 2.850% | 5/11/24 | 33,269 | 33,068 | ||
Apple Inc. | 1.800% | 9/11/24 | 9,257 | 8,973 | ||
Apple Inc. | 2.750% | 1/13/25 | 23,834 | 23,572 | ||
Apple Inc. | 2.500% | 2/9/25 | 25,217 | 24,740 | ||
Apple Inc. | 1.125% | 5/11/25 | 43,585 | 40,986 | ||
Apple Inc. | 3.200% | 5/13/25 | 27,386 | 27,383 | ||
Apple Inc. | 0.550% | 8/20/25 | 14,497 | 13,301 | ||
Apple Inc. | 0.700% | 2/8/26 | 16,305 | 14,854 | ||
Apple Inc. | 3.250% | 2/23/26 | 35,441 | 35,179 | ||
Apple Inc. | 2.450% | 8/4/26 | 38,845 | 37,279 | ||
Apple Inc. | 2.050% | 9/11/26 | 15,247 | 14,369 | ||
Apple Inc. | 3.350% | 2/9/27 | 36,512 | 36,275 | ||
Apple Inc. | 3.200% | 5/11/27 | 48,426 | 47,688 | ||
Apple Inc. | 3.000% | 6/20/27 | 3,900 | 3,816 | ||
Apple Inc. | 2.900% | 9/12/27 | 38,003 | 36,675 | ||
Apple Inc. | 3.000% | 11/13/27 | 15,812 | 15,336 | ||
Apple Inc. | 1.200% | 2/8/28 | 52,779 | 46,176 | ||
Apple Inc. | 1.400% | 8/5/28 | 30,260 | 26,515 | ||
Apple Inc. | 2.200% | 9/11/29 | 27,178 | 24,459 | ||
Apple Inc. | 1.650% | 5/11/30 | 22,457 | 19,095 | ||
Apple Inc. | 1.250% | 8/20/30 | 19,969 | 16,394 | ||
Apple Inc. | 1.650% | 2/8/31 | 37,067 | 31,134 | ||
Apple Inc. | 1.700% | 8/5/31 | 11,613 | 9,735 | ||
Apple Inc. | 4.500% | 2/23/36 | 16,187 | 16,836 | ||
Apple Inc. | 2.375% | 2/8/41 | 16,473 | 12,607 | ||
Apple Inc. | 3.850% | 5/4/43 | 28,583 | 26,300 | ||
Apple Inc. | 4.450% | 5/6/44 | 3,374 | 3,364 | ||
Apple Inc. | 3.450% | 2/9/45 | 27,141 | 23,648 | ||
Apple Inc. | 4.375% | 5/13/45 | 24,330 | 24,046 | ||
Apple Inc. | 4.650% | 2/23/46 | 46,557 | 48,118 | ||
Apple Inc. | 3.850% | 8/4/46 | 30,709 | 28,159 | ||
Apple Inc. | 4.250% | 2/9/47 | 11,664 | 11,458 | ||
Apple Inc. | 3.750% | 9/12/47 | 15,529 | 14,056 | ||
Apple Inc. | 3.750% | 11/13/47 | 15,078 | 13,573 | ||
Apple Inc. | 2.950% | 9/11/49 | 16,324 | 12,839 | ||
Apple Inc. | 2.650% | 5/11/50 | 49,362 | 36,485 | ||
Apple Inc. | 2.400% | 8/20/50 | 16,619 | 11,700 | ||
Apple Inc. | 2.650% | 2/8/51 | 33,820 | 24,996 | ||
Apple Inc. | 2.700% | 8/5/51 | 20,991 | 15,732 | ||
Apple Inc. | 2.550% | 8/20/60 | 13,015 | 8,938 | ||
Apple Inc. | 2.800% | 2/8/61 | 28,945 | 20,719 | ||
Apple Inc. | 2.850% | 8/5/61 | 17,845 | 12,976 | ||
Applied Materials Inc. | 3.900% | 10/1/25 | 15,205 | 15,353 | ||
Applied Materials Inc. | 3.300% | 4/1/27 | 15,286 | 14,946 | ||
Applied Materials Inc. | 1.750% | 6/1/30 | 11,300 | 9,508 | ||
Applied Materials Inc. | 5.100% | 10/1/35 | 10,383 | 10,895 | ||
Applied Materials Inc. | 5.850% | 6/15/41 | 8,811 | 10,049 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 9,916 | 9,587 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 9,810 | 7,312 | ||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 9,054 | 8,855 | ||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 4,596 | 4,542 | ||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 7,270 | 6,924 | ||
Arrow Electronics Inc. | 2.950% | 2/15/32 | 4,905 | 4,081 | ||
Autodesk Inc. | 4.375% | 6/15/25 | 3,538 | 3,568 | ||
Autodesk Inc. | 3.500% | 6/15/27 | 10,165 | 9,733 | ||
Autodesk Inc. | 2.850% | 1/15/30 | 6,675 | 5,818 | ||
Autodesk Inc. | 2.400% | 12/15/31 | 14,325 | 11,669 | ||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 19,747 | 19,737 | ||
Automatic Data Processing Inc. | 1.700% | 5/15/28 | 12,050 | 10,849 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Automatic Data Processing Inc. | 1.250% | 9/1/30 | 12,060 | 9,854 | ||
Avnet Inc. | 4.625% | 4/15/26 | 6,330 | 6,355 | ||
Avnet Inc. | 3.000% | 5/15/31 | 3,905 | 3,213 | ||
Block Financial LLC | 5.250% | 10/1/25 | 12,365 | 12,548 | ||
Block Financial LLC | 2.500% | 7/15/28 | 5,600 | 4,865 | ||
Block Financial LLC | 3.875% | 8/15/30 | 8,975 | 8,144 | ||
Broadcom Corp. | 3.875% | 1/15/27 | 50,627 | 48,805 | ||
Broadcom Corp. | 3.500% | 1/15/28 | 4,585 | 4,246 | ||
Broadcom Inc. | 2.250% | 11/15/23 | 12,000 | 11,730 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 19,394 | 18,674 | ||
Broadcom Inc. | 3.459% | 9/15/26 | 25,630 | 24,605 | ||
7 | Broadcom Inc. | 1.950% | 2/15/28 | 9,130 | 7,777 | |
Broadcom Inc. | 4.110% | 9/15/28 | 22,000 | 20,891 | ||
7 | Broadcom Inc. | 4.000% | 4/15/29 | 1,000 | 928 | |
Broadcom Inc. | 4.750% | 4/15/29 | 25,438 | 24,720 | ||
Broadcom Inc. | 5.000% | 4/15/30 | 25,283 | 24,856 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 33,261 | 30,501 | ||
7 | Broadcom Inc. | 2.450% | 2/15/31 | 31,650 | 25,448 | |
Broadcom Inc. | 4.300% | 11/15/32 | 16,805 | 15,288 | ||
7 | Broadcom Inc. | 2.600% | 2/15/33 | 14,500 | 11,182 | |
7 | Broadcom Inc. | 3.419% | 4/15/33 | 32,131 | 26,562 | |
7 | Broadcom Inc. | 3.469% | 4/15/34 | 39,040 | 31,666 | |
7 | Broadcom Inc. | 3.137% | 11/15/35 | 18,020 | 13,765 | |
7 | Broadcom Inc. | 3.187% | 11/15/36 | 11,594 | 8,807 | |
7 | Broadcom Inc. | 4.926% | 5/15/37 | 32,282 | 28,996 | |
7 | Broadcom Inc. | 3.500% | 2/15/41 | 29,900 | 22,548 | |
7 | Broadcom Inc. | 3.750% | 2/15/51 | 16,675 | 12,319 | |
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 7,450 | 7,198 | ||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 9,556 | 8,358 | ||
Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | 12,754 | 10,656 | ||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 4,254 | 4,298 | ||
CDW LLC | 4.125% | 5/1/25 | 3,835 | 3,730 | ||
CDW LLC | 4.250% | 4/1/28 | 4,657 | 4,219 | ||
CDW LLC | 3.250% | 2/15/29 | 9,660 | 8,138 | ||
CGI Inc. | 1.450% | 9/14/26 | 8,000 | 7,063 | ||
CGI Inc. | 2.300% | 9/14/31 | 5,500 | 4,432 | ||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 19,600 | 19,367 | ||
Cisco Systems Inc. | 2.200% | 9/20/23 | 11,926 | 11,818 | ||
Cisco Systems Inc. | 3.625% | 3/4/24 | 15,662 | 15,782 | ||
Cisco Systems Inc. | 3.500% | 6/15/25 | 6,458 | 6,497 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 6,755 | 6,645 | ||
Cisco Systems Inc. | 2.500% | 9/20/26 | 6,981 | 6,709 | ||
Cisco Systems Inc. | 5.900% | 2/15/39 | 21,679 | 24,679 | ||
Cisco Systems Inc. | 5.500% | 1/15/40 | 21,968 | 24,061 | ||
Citrix Systems Inc. | 1.250% | 3/1/26 | 10,750 | 10,388 | ||
Citrix Systems Inc. | 4.500% | 12/1/27 | 10,693 | 10,586 | ||
Citrix Systems Inc. | 3.300% | 3/1/30 | 8,410 | 8,217 | ||
Corning Inc. | 4.700% | 3/15/37 | 3,761 | 3,546 | ||
Corning Inc. | 5.750% | 8/15/40 | 11,059 | 11,617 | ||
Corning Inc. | 4.750% | 3/15/42 | 6,515 | 6,111 | ||
Corning Inc. | 5.350% | 11/15/48 | 5,876 | 5,776 | ||
Corning Inc. | 3.900% | 11/15/49 | 1,950 | 1,551 | ||
Corning Inc. | 4.375% | 11/15/57 | 10,182 | 8,373 | ||
Corning Inc. | 5.850% | 11/15/68 | 5,460 | 5,372 | ||
Corning Inc. | 5.450% | 11/15/79 | 9,706 | 8,759 | ||
Dell Inc. | 7.100% | 4/15/28 | 1,300 | 1,415 | ||
Dell Inc. | 6.500% | 4/15/38 | 5,713 | 5,730 | ||
Dell International LLC | 4.000% | 7/15/24 | 13,514 | 13,476 | ||
Dell International LLC | 5.850% | 7/15/25 | 14,448 | 14,911 | ||
Dell International LLC | 6.020% | 6/15/26 | 59,741 | 61,963 | ||
Dell International LLC | 4.900% | 10/1/26 | 25,788 | 25,808 | ||
Dell International LLC | 6.100% | 7/15/27 | 9,154 | 9,600 | ||
Dell International LLC | 5.300% | 10/1/29 | 23,791 | 23,464 | ||
Dell International LLC | 6.200% | 7/15/30 | 14,200 | 14,773 | ||
Dell International LLC | 8.100% | 7/15/36 | 13,637 | 15,963 | ||
7 | Dell International LLC | 3.375% | 12/15/41 | 14,205 | 10,150 | |
Dell International LLC | 8.350% | 7/15/46 | 6,803 | 8,476 | ||
7 | Dell International LLC | 3.450% | 12/15/51 | 16,825 | 11,392 | |
DXC Technology Co. | 1.800% | 9/15/26 | 10,758 | 9,537 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
DXC Technology Co. | 2.375% | 9/15/28 | 9,168 | 7,871 | ||
Equifax Inc. | 2.600% | 12/1/24 | 5,836 | 5,631 | ||
Equifax Inc. | 2.600% | 12/15/25 | 5,915 | 5,570 | ||
Equifax Inc. | 3.100% | 5/15/30 | 8,262 | 7,233 | ||
Equifax Inc. | 2.350% | 9/15/31 | 14,572 | 11,632 | ||
Fidelity National Information Services Inc. | 0.600% | 3/1/24 | 10,880 | 10,297 | ||
Fidelity National Information Services Inc. | 1.150% | 3/1/26 | 16,117 | 14,299 | ||
Fidelity National Information Services Inc. | 1.650% | 3/1/28 | 10,271 | 8,773 | ||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 6,609 | 6,172 | ||
Fidelity National Information Services Inc. | 2.250% | 3/1/31 | 17,800 | 14,475 | ||
Fidelity National Information Services Inc. | 3.100% | 3/1/41 | 12,060 | 8,820 | ||
Fidelity National Information Services Inc. | 4.500% | 8/15/46 | 2,821 | 2,494 | ||
Fiserv Inc. | 3.800% | 10/1/23 | 18,722 | 18,755 | ||
Fiserv Inc. | 2.750% | 7/1/24 | 32,839 | 32,056 | ||
Fiserv Inc. | 3.850% | 6/1/25 | 31,310 | 31,016 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 25,156 | 23,897 | ||
Fiserv Inc. | 2.250% | 6/1/27 | 15,343 | 13,737 | ||
Fiserv Inc. | 4.200% | 10/1/28 | 13,420 | 12,965 | ||
Fiserv Inc. | 3.500% | 7/1/29 | 39,742 | 36,249 | ||
Fiserv Inc. | 2.650% | 6/1/30 | 14,165 | 11,973 | ||
Fiserv Inc. | 4.400% | 7/1/49 | 29,137 | 25,109 | ||
Flex Ltd. | 3.750% | 2/1/26 | 6,449 | 6,161 | ||
Flex Ltd. | 4.875% | 6/15/29 | 7,320 | 7,061 | ||
Flex Ltd. | 4.875% | 5/12/30 | 3,415 | 3,255 | ||
Fortinet Inc. | 1.000% | 3/15/26 | 6,650 | 5,854 | ||
Fortinet Inc. | 2.200% | 3/15/31 | 6,575 | 5,338 | ||
Global Payments Inc. | 1.500% | 11/15/24 | 6,000 | 5,627 | ||
Global Payments Inc. | 2.650% | 2/15/25 | 20,144 | 19,210 | ||
Global Payments Inc. | 1.200% | 3/1/26 | 5,323 | 4,696 | ||
Global Payments Inc. | 4.800% | 4/1/26 | 10,295 | 10,300 | ||
Global Payments Inc. | 2.150% | 1/15/27 | 9,758 | 8,648 | ||
Global Payments Inc. | 4.450% | 6/1/28 | 7,280 | 6,994 | ||
Global Payments Inc. | 3.200% | 8/15/29 | 18,557 | 16,214 | ||
Global Payments Inc. | 2.900% | 5/15/30 | 9,872 | 8,312 | ||
Global Payments Inc. | 2.900% | 11/15/31 | 10,496 | 8,591 | ||
Global Payments Inc. | 4.150% | 8/15/49 | 13,999 | 10,944 | ||
GXO Logistics Inc. | 1.650% | 7/15/26 | 6,888 | 6,004 | ||
GXO Logistics Inc. | 2.650% | 7/15/31 | 8,750 | 6,897 | ||
Harman International Industries Inc. | 4.150% | 5/15/25 | 5,436 | 5,431 | ||
Hewlett Packard Enterprise Co. | 4.450% | 10/2/23 | 15,195 | 15,322 | ||
Hewlett Packard Enterprise Co. | 1.450% | 4/1/24 | 9,595 | 9,237 | ||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 30,710 | 31,249 | ||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 4,455 | 4,075 | ||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 11,319 | 11,999 | ||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 20,489 | 20,611 | ||
HP Inc. | 2.200% | 6/17/25 | 22,334 | 21,076 | ||
HP Inc. | 1.450% | 6/17/26 | 23,030 | 20,376 | ||
HP Inc. | 3.000% | 6/17/27 | 19,516 | 18,039 | ||
HP Inc. | 4.750% | 1/15/28 | 9,500 | 9,392 | ||
HP Inc. | 4.000% | 4/15/29 | 12,075 | 11,301 | ||
HP Inc. | 3.400% | 6/17/30 | 22,975 | 20,051 | ||
HP Inc. | 2.650% | 6/17/31 | 13,745 | 11,031 | ||
HP Inc. | 4.200% | 4/15/32 | 12,360 | 11,033 | ||
HP Inc. | 5.500% | 1/15/33 | 11,000 | 10,740 | ||
HP Inc. | 6.000% | 9/15/41 | 16,002 | 16,190 | ||
Hubbell Inc. | 3.350% | 3/1/26 | 4,851 | 4,719 | ||
Hubbell Inc. | 3.150% | 8/15/27 | 3,200 | 3,020 | ||
Hubbell Inc. | 3.500% | 2/15/28 | 12,120 | 11,627 | ||
Hubbell Inc. | 2.300% | 3/15/31 | 3,000 | 2,516 | ||
Intel Corp. | 2.875% | 5/11/24 | 15,157 | 15,102 | ||
Intel Corp. | 3.400% | 3/25/25 | 19,375 | 19,332 | ||
Intel Corp. | 3.700% | 7/29/25 | 31,342 | 31,497 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Intel Corp. | 2.600% | 5/19/26 | 20,277 | 19,621 | ||
Intel Corp. | 3.750% | 3/25/27 | 10,612 | 10,661 | ||
Intel Corp. | 1.600% | 8/12/28 | 14,397 | 12,608 | ||
Intel Corp. | 2.450% | 11/15/29 | 29,963 | 26,727 | ||
Intel Corp. | 3.900% | 3/25/30 | 20,795 | 20,397 | ||
Intel Corp. | 2.000% | 8/12/31 | 16,452 | 13,779 | ||
Intel Corp. | 4.000% | 12/15/32 | 12,397 | 12,192 | ||
Intel Corp. | 4.600% | 3/25/40 | 5,131 | 5,012 | ||
Intel Corp. | 2.800% | 8/12/41 | 10,108 | 7,691 | ||
Intel Corp. | 4.800% | 10/1/41 | 13,084 | 13,120 | ||
Intel Corp. | 4.250% | 12/15/42 | 7,716 | 7,142 | ||
Intel Corp. | 4.900% | 7/29/45 | 3,563 | 3,557 | ||
Intel Corp. | 4.100% | 5/19/46 | 17,027 | 15,509 | ||
Intel Corp. | 4.100% | 5/11/47 | 8,040 | 7,317 | ||
Intel Corp. | 3.734% | 12/8/47 | 33,657 | 28,532 | ||
Intel Corp. | 3.250% | 11/15/49 | 21,933 | 17,122 | ||
Intel Corp. | 4.750% | 3/25/50 | 29,115 | 28,655 | ||
Intel Corp. | 3.050% | 8/12/51 | 21,935 | 16,334 | ||
Intel Corp. | 3.100% | 2/15/60 | 12,680 | 9,079 | ||
Intel Corp. | 4.950% | 3/25/60 | 10,276 | 10,428 | ||
Intel Corp. | 3.200% | 8/12/61 | 9,776 | 7,132 | ||
International Business Machines Corp. | 3.375% | 8/1/23 | 25,835 | 25,887 | ||
International Business Machines Corp. | 3.625% | 2/12/24 | 24,175 | 24,244 | ||
International Business Machines Corp. | 3.000% | 5/15/24 | 37,000 | 36,714 | ||
International Business Machines Corp. | 7.000% | 10/30/25 | 6,765 | 7,429 | ||
International Business Machines Corp. | 3.450% | 2/19/26 | 17,381 | 17,156 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 48,000 | 46,892 | ||
International Business Machines Corp. | 3.300% | 1/27/27 | 1,500 | 1,457 | ||
International Business Machines Corp. | 1.700% | 5/15/27 | 10,558 | 9,503 | ||
International Business Machines Corp. | 6.220% | 8/1/27 | 5,550 | 6,065 | ||
International Business Machines Corp. | 6.500% | 1/15/28 | 1,570 | 1,736 | ||
International Business Machines Corp. | 3.500% | 5/15/29 | 33,480 | 31,706 | ||
International Business Machines Corp. | 1.950% | 5/15/30 | 23,080 | 19,386 | ||
International Business Machines Corp. | 5.875% | 11/29/32 | 6,448 | 7,080 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 26,606 | 23,987 | ||
International Business Machines Corp. | 5.600% | 11/30/39 | 3,185 | 3,354 | ||
International Business Machines Corp. | 2.850% | 5/15/40 | 8,465 | 6,437 | ||
International Business Machines Corp. | 4.000% | 6/20/42 | 14,510 | 12,568 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 35,495 | 31,363 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 9,035 | 6,526 | ||
International Business Machines Corp. | 3.430% | 2/9/52 | 9,220 | 7,090 | ||
Intuit Inc. | 0.650% | 7/15/23 | 3,740 | 3,634 | ||
Intuit Inc. | 0.950% | 7/15/25 | 8,300 | 7,649 | ||
Intuit Inc. | 1.350% | 7/15/27 | 7,829 | 6,853 | ||
Intuit Inc. | 1.650% | 7/15/30 | 6,898 | 5,679 | ||
Jabil Inc. | 1.700% | 4/15/26 | 6,155 | 5,509 | ||
Jabil Inc. | 3.950% | 1/12/28 | 9,235 | 8,820 | ||
Jabil Inc. | 3.600% | 1/15/30 | 6,915 | 6,167 | ||
Jabil Inc. | 3.000% | 1/15/31 | 9,251 | 7,730 | ||
Juniper Networks Inc. | 1.200% | 12/10/25 | 3,832 | 3,432 | ||
Juniper Networks Inc. | 3.750% | 8/15/29 | 7,813 | 7,167 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Juniper Networks Inc. | 2.000% | 12/10/30 | 3,997 | 3,129 | ||
Juniper Networks Inc. | 5.950% | 3/15/41 | 8,520 | 8,271 | ||
KLA Corp. | 4.650% | 11/1/24 | 17,212 | 17,426 | ||
KLA Corp. | 4.100% | 3/15/29 | 14,951 | 14,820 | ||
KLA Corp. | 4.650% | 7/15/32 | 6,000 | 6,132 | ||
KLA Corp. | 5.000% | 3/15/49 | 5,745 | 5,779 | ||
KLA Corp. | 3.300% | 3/1/50 | 9,409 | 7,459 | ||
KLA Corp. | 4.950% | 7/15/52 | 15,000 | 15,078 | ||
KLA Corp. | 5.250% | 7/15/62 | 12,000 | 12,340 | ||
7 | Kyndryl Holdings Inc. | 2.050% | 10/15/26 | 4,715 | 3,987 | |
7 | Kyndryl Holdings Inc. | 2.700% | 10/15/28 | 6,608 | 5,267 | |
7 | Kyndryl Holdings Inc. | 3.150% | 10/15/31 | 6,910 | 5,061 | |
7 | Kyndryl Holdings Inc. | 4.100% | 10/15/41 | 5,680 | 3,754 | |
Lam Research Corp. | 3.800% | 3/15/25 | 6,154 | 6,159 | ||
Lam Research Corp. | 3.750% | 3/15/26 | 12,400 | 12,376 | ||
Lam Research Corp. | 4.000% | 3/15/29 | 12,650 | 12,446 | ||
Lam Research Corp. | 1.900% | 6/15/30 | 10,622 | 8,966 | ||
Lam Research Corp. | 4.875% | 3/15/49 | 11,035 | 11,261 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 9,025 | 6,639 | ||
Lam Research Corp. | 3.125% | 6/15/60 | 4,050 | 2,925 | ||
Legrand France SA | 8.500% | 2/15/25 | 5,195 | 5,739 | ||
Leidos Inc. | 3.625% | 5/15/25 | 6,500 | 6,367 | ||
Leidos Inc. | 4.375% | 5/15/30 | 11,300 | 10,402 | ||
Leidos Inc. | 2.300% | 2/15/31 | 14,100 | 11,160 | ||
Marvell Technology Inc. | 2.450% | 4/15/28 | 7,682 | 6,702 | ||
3 | Marvell Technology Inc. | 4.875% | 6/22/28 | 14,272 | 14,089 | |
Marvell Technology Inc. | 2.950% | 4/15/31 | 4,172 | 3,487 | ||
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 6,038 | 5,755 | ||
Microchip Technology Inc. | 4.250% | 9/1/25 | 12,545 | 12,238 | ||
Micron Technology Inc. | 4.975% | 2/6/26 | 4,739 | 4,787 | ||
Micron Technology Inc. | 4.185% | 2/15/27 | 21,833 | 21,351 | ||
Micron Technology Inc. | 5.327% | 2/6/29 | 5,223 | 5,205 | ||
Micron Technology Inc. | 4.663% | 2/15/30 | 9,480 | 9,098 | ||
Micron Technology Inc. | 2.703% | 4/15/32 | 9,690 | 7,738 | ||
Micron Technology Inc. | 3.366% | 11/1/41 | 4,523 | 3,282 | ||
Micron Technology Inc. | 3.477% | 11/1/51 | 6,420 | 4,449 | ||
Microsoft Corp. | 2.000% | 8/8/23 | 14,622 | 14,477 | ||
Microsoft Corp. | 3.625% | 12/15/23 | 7,746 | 7,822 | ||
Microsoft Corp. | 2.875% | 2/6/24 | 35,191 | 35,142 | ||
Microsoft Corp. | 2.700% | 2/12/25 | 14,004 | 13,901 | ||
Microsoft Corp. | 3.125% | 11/3/25 | 43,931 | 43,898 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 56,030 | 54,021 | ||
Microsoft Corp. | 3.300% | 2/6/27 | 52,063 | 51,936 | ||
Microsoft Corp. | 3.500% | 2/12/35 | 20,667 | 19,853 | ||
Microsoft Corp. | 4.200% | 11/3/35 | 3,080 | 3,171 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 35,455 | 33,480 | ||
Microsoft Corp. | 4.100% | 2/6/37 | 16,992 | 17,252 | ||
Microsoft Corp. | 5.300% | 2/8/41 | 500 | 572 | ||
Microsoft Corp. | 3.750% | 2/12/45 | 1,480 | 1,356 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 53,113 | 49,545 | ||
Microsoft Corp. | 2.525% | 6/1/50 | 94,290 | 69,418 | ||
Microsoft Corp. | 2.921% | 3/17/52 | 103,572 | 81,769 | ||
Microsoft Corp. | 3.950% | 8/8/56 | 633 | 598 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 47,075 | 33,833 | ||
Microsoft Corp. | 3.041% | 3/17/62 | 45,770 | 35,643 | ||
Moody's Corp. | 4.875% | 2/15/24 | 8,827 | 8,996 | ||
Moody's Corp. | 3.750% | 3/24/25 | 5,408 | 5,398 | ||
Moody's Corp. | 3.250% | 1/15/28 | 6,830 | 6,459 | ||
Moody's Corp. | 4.250% | 2/1/29 | 5,969 | 5,930 | ||
Moody's Corp. | 2.000% | 8/19/31 | 7,945 | 6,483 | ||
Moody's Corp. | 2.750% | 8/19/41 | 7,674 | 5,616 | ||
Moody's Corp. | 5.250% | 7/15/44 | 8,486 | 8,564 | ||
Moody's Corp. | 4.875% | 12/17/48 | 1,169 | 1,145 | ||
Moody's Corp. | 3.250% | 5/20/50 | 5,360 | 3,970 | ||
Moody's Corp. | 3.750% | 2/25/52 | 6,500 | 5,320 | ||
Moody's Corp. | 2.550% | 8/18/60 | 7,975 | 4,939 | ||
Moody's Corp. | 3.100% | 11/29/61 | 5,975 | 4,124 | ||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 1,041 | 1,037 | ||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 10,970 | 10,699 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 2,766 | 2,637 | ||
Motorola Solutions Inc. | 2.300% | 11/15/30 | 6,894 | 5,392 | ||
Motorola Solutions Inc. | 2.750% | 5/24/31 | 8,805 | 7,129 | ||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 6,475 | 6,007 | ||
NetApp Inc. | 3.300% | 9/29/24 | 6,853 | 6,725 | ||
NetApp Inc. | 1.875% | 6/22/25 | 6,110 | 5,699 | ||
NetApp Inc. | 2.375% | 6/22/27 | 6,767 | 6,139 | ||
NetApp Inc. | 2.700% | 6/22/30 | 11,916 | 10,035 | ||
NVIDIA Corp. | 0.584% | 6/14/24 | 7,425 | 7,046 | ||
NVIDIA Corp. | 3.200% | 9/16/26 | 23,182 | 22,984 | ||
NVIDIA Corp. | 1.550% | 6/15/28 | 16,464 | 14,442 | ||
NVIDIA Corp. | 2.850% | 4/1/30 | 17,664 | 16,178 | ||
NVIDIA Corp. | 2.000% | 6/15/31 | 17,015 | 14,439 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 15,738 | 13,752 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 26,143 | 22,217 | ||
NVIDIA Corp. | 3.700% | 4/1/60 | 7,798 | 6,549 | ||
NXP BV | 4.875% | 3/1/24 | 12,139 | 12,264 | ||
NXP BV | 2.700% | 5/1/25 | 6,923 | 6,590 | ||
NXP BV | 5.350% | 3/1/26 | 6,819 | 6,966 | ||
NXP BV | 3.875% | 6/18/26 | 6,088 | 5,873 | ||
NXP BV | 3.150% | 5/1/27 | 8,778 | 8,166 | ||
NXP BV | 5.550% | 12/1/28 | 12,331 | 12,575 | ||
NXP BV | 4.300% | 6/18/29 | 22,178 | 21,286 | ||
NXP BV | 3.400% | 5/1/30 | 17,922 | 15,965 | ||
NXP BV | 2.500% | 5/11/31 | 23,328 | 19,183 | ||
NXP BV | 2.650% | 2/15/32 | 14,817 | 12,177 | ||
NXP BV | 5.000% | 1/15/33 | 7,020 | 6,860 | ||
NXP BV | 3.250% | 5/11/41 | 11,952 | 9,024 | ||
NXP BV | 3.125% | 2/15/42 | 4,715 | 3,454 | ||
NXP BV | 3.250% | 11/30/51 | 5,700 | 3,993 | ||
Oracle Corp. | 3.625% | 7/15/23 | 3,784 | 3,778 | ||
Oracle Corp. | 2.400% | 9/15/23 | 30,511 | 30,044 | ||
Oracle Corp. | 3.400% | 7/8/24 | 27,157 | 26,790 | ||
Oracle Corp. | 2.950% | 11/15/24 | 33,458 | 32,450 | ||
Oracle Corp. | 2.500% | 4/1/25 | 60,121 | 57,113 | ||
Oracle Corp. | 2.950% | 5/15/25 | 30,746 | 29,479 | ||
Oracle Corp. | 1.650% | 3/25/26 | 36,529 | 32,719 | ||
Oracle Corp. | 2.650% | 7/15/26 | 61,377 | 56,590 | ||
Oracle Corp. | 2.800% | 4/1/27 | 41,370 | 37,793 | ||
Oracle Corp. | 3.250% | 11/15/27 | 8,059 | 7,426 | ||
Oracle Corp. | 2.300% | 3/25/28 | 27,977 | 24,083 | ||
Oracle Corp. | 2.950% | 4/1/30 | 42,901 | 36,620 | ||
Oracle Corp. | 3.250% | 5/15/30 | 3,265 | 2,830 | ||
Oracle Corp. | 2.875% | 3/25/31 | 42,796 | 35,261 | ||
Oracle Corp. | 4.300% | 7/8/34 | 22,796 | 19,997 | ||
Oracle Corp. | 3.900% | 5/15/35 | 11,641 | 9,600 | ||
Oracle Corp. | 3.850% | 7/15/36 | 25,109 | 20,154 | ||
Oracle Corp. | 3.800% | 11/15/37 | 25,050 | 19,490 | ||
Oracle Corp. | 6.500% | 4/15/38 | 15,277 | 15,800 | ||
Oracle Corp. | 6.125% | 7/8/39 | 8,487 | 8,493 | ||
Oracle Corp. | 3.600% | 4/1/40 | 42,901 | 32,130 | ||
Oracle Corp. | 5.375% | 7/15/40 | 28,580 | 26,010 | ||
Oracle Corp. | 3.650% | 3/25/41 | 29,078 | 21,668 | ||
Oracle Corp. | 4.500% | 7/8/44 | 13,253 | 10,836 | ||
Oracle Corp. | 4.125% | 5/15/45 | 26,322 | 20,060 | ||
Oracle Corp. | 4.000% | 7/15/46 | 40,773 | 30,252 | ||
Oracle Corp. | 4.000% | 11/15/47 | 31,786 | 23,619 | ||
Oracle Corp. | 3.600% | 4/1/50 | 58,560 | 40,870 | ||
Oracle Corp. | 3.950% | 3/25/51 | 36,106 | 26,511 | ||
Oracle Corp. | 4.375% | 5/15/55 | 11,648 | 8,780 | ||
Oracle Corp. | 3.850% | 4/1/60 | 45,540 | 31,421 | ||
Oracle Corp. | 4.100% | 3/25/61 | 19,399 | 13,899 | ||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 15,125 | 14,762 | ||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 5,720 | 5,395 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 22,470 | 21,312 | ||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 21,565 | 19,535 | ||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 11,035 | 9,501 | ||
PayPal Holdings Inc. | 4.400% | 6/1/32 | 5,800 | 5,741 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 16,963 | 12,810 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
PayPal Holdings Inc. | 5.050% | 6/1/52 | 5,100 | 5,067 | ||
PayPal Holdings Inc. | 5.250% | 6/1/62 | 5,555 | 5,494 | ||
7 | Qorvo Inc. | 1.750% | 12/15/24 | 5,365 | 5,020 | |
Qorvo Inc. | 4.375% | 10/15/29 | 11,712 | 10,309 | ||
QUALCOMM Inc. | 2.900% | 5/20/24 | 15,040 | 14,970 | ||
QUALCOMM Inc. | 3.450% | 5/20/25 | 15,623 | 15,613 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 24,999 | 24,457 | ||
QUALCOMM Inc. | 1.300% | 5/20/28 | 22,933 | 19,862 | ||
QUALCOMM Inc. | 2.150% | 5/20/30 | 7,516 | 6,593 | ||
QUALCOMM Inc. | 1.650% | 5/20/32 | 15,437 | 12,478 | ||
QUALCOMM Inc. | 4.250% | 5/20/32 | 4,300 | 4,368 | ||
QUALCOMM Inc. | 4.650% | 5/20/35 | 11,597 | 11,897 | ||
QUALCOMM Inc. | 4.800% | 5/20/45 | 21,034 | 21,486 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 18,213 | 17,452 | ||
QUALCOMM Inc. | 3.250% | 5/20/50 | 8,025 | 6,556 | ||
QUALCOMM Inc. | 4.500% | 5/20/52 | 10,900 | 10,788 | ||
Quanta Services Inc. | 2.900% | 10/1/30 | 13,255 | 10,914 | ||
Quanta Services Inc. | 3.050% | 10/1/41 | 816 | 566 | ||
RELX Capital Inc. | 4.000% | 3/18/29 | 3,016 | 2,915 | ||
RELX Capital Inc. | 3.000% | 5/22/30 | 9,519 | 8,536 | ||
RELX Capital Inc. | 4.750% | 5/20/32 | 6,900 | 6,997 | ||
Roper Technologies Inc. | 3.650% | 9/15/23 | 2,675 | 2,679 | ||
Roper Technologies Inc. | 2.350% | 9/15/24 | 3,828 | 3,711 | ||
Roper Technologies Inc. | 1.000% | 9/15/25 | 9,268 | 8,377 | ||
Roper Technologies Inc. | 3.850% | 12/15/25 | 2,555 | 2,536 | ||
Roper Technologies Inc. | 3.800% | 12/15/26 | 12,179 | 11,915 | ||
Roper Technologies Inc. | 1.400% | 9/15/27 | 11,269 | 9,655 | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 14,249 | 13,942 | ||
Roper Technologies Inc. | 2.950% | 9/15/29 | 14,475 | 12,751 | ||
Roper Technologies Inc. | 2.000% | 6/30/30 | 11,300 | 9,120 | ||
Roper Technologies Inc. | 1.750% | 2/15/31 | 13,935 | 10,852 | ||
S&P Global Inc. | 2.950% | 1/22/27 | 2,695 | 2,591 | ||
7 | S&P Global Inc. | 2.450% | 3/1/27 | 8,000 | 7,493 | |
7 | S&P Global Inc. | 4.750% | 8/1/28 | 10,215 | 10,394 | |
7 | S&P Global Inc. | 2.700% | 3/1/29 | 8,280 | 7,538 | |
7 | S&P Global Inc. | 4.250% | 5/1/29 | 12,382 | 12,264 | |
S&P Global Inc. | 2.500% | 12/1/29 | 11,316 | 10,005 | ||
S&P Global Inc. | 1.250% | 8/15/30 | 8,929 | 7,081 | ||
7 | S&P Global Inc. | 2.900% | 3/1/32 | 18,500 | 16,482 | |
S&P Global Inc. | 3.250% | 12/1/49 | 9,236 | 7,237 | ||
7 | S&P Global Inc. | 3.700% | 3/1/52 | 8,270 | 7,070 | |
S&P Global Inc. | 2.300% | 8/15/60 | 12,173 | 7,479 | ||
7 | S&P Global Inc. | 3.900% | 3/1/62 | 5,000 | 4,250 | |
Salesforce Inc. | 3.700% | 4/11/28 | 19,517 | 19,295 | ||
Salesforce Inc. | 1.500% | 7/15/28 | 14,875 | 12,989 | ||
Salesforce Inc. | 1.950% | 7/15/31 | 20,569 | 17,481 | ||
Salesforce Inc. | 2.700% | 7/15/41 | 17,725 | 13,722 | ||
Salesforce Inc. | 2.900% | 7/15/51 | 26,380 | 19,983 | ||
Salesforce Inc. | 3.050% | 7/15/61 | 17,447 | 12,821 | ||
ServiceNow Inc. | 1.400% | 9/1/30 | 20,025 | 15,661 | ||
Skyworks Solutions Inc. | 1.800% | 6/1/26 | 9,755 | 8,654 | ||
Skyworks Solutions Inc. | 3.000% | 6/1/31 | 10,299 | 8,391 | ||
7 | TD SYNNEX Corp. | 1.750% | 8/9/26 | 7,353 | 6,487 | |
7 | TD SYNNEX Corp. | 2.375% | 8/9/28 | 9,058 | 7,635 | |
Teledyne FLIR LLC | 2.500% | 8/1/30 | 6,793 | 5,607 | ||
Texas Instruments Inc. | 2.625% | 5/15/24 | 4,065 | 4,027 | ||
Texas Instruments Inc. | 1.375% | 3/12/25 | 13,108 | 12,412 | ||
Texas Instruments Inc. | 1.125% | 9/15/26 | 6,635 | 6,036 | ||
Texas Instruments Inc. | 2.900% | 11/3/27 | 12,899 | 12,336 | ||
Texas Instruments Inc. | 2.250% | 9/4/29 | 16,576 | 14,760 | ||
Texas Instruments Inc. | 1.750% | 5/4/30 | 9,600 | 8,208 | ||
Texas Instruments Inc. | 1.900% | 9/15/31 | 4,375 | 3,715 | ||
Texas Instruments Inc. | 3.875% | 3/15/39 | 10,070 | 9,482 | ||
Texas Instruments Inc. | 4.150% | 5/15/48 | 19,611 | 18,918 | ||
Texas Instruments Inc. | 2.700% | 9/15/51 | 5,430 | 4,140 | ||
TSMC Arizona Corp. | 1.750% | 10/25/26 | 16,490 | 15,141 | ||
TSMC Arizona Corp. | 3.875% | 4/22/27 | 8,125 | 8,098 | ||
TSMC Arizona Corp. | 4.125% | 4/22/29 | 6,400 | 6,389 | ||
TSMC Arizona Corp. | 2.500% | 10/25/31 | 16,895 | 14,522 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
TSMC Arizona Corp. | 4.250% | 4/22/32 | 6,550 | 6,471 | ||
TSMC Arizona Corp. | 3.125% | 10/25/41 | 13,046 | 10,679 | ||
TSMC Arizona Corp. | 3.250% | 10/25/51 | 13,985 | 11,280 | ||
TSMC Arizona Corp. | 4.500% | 4/22/52 | 13,090 | 12,920 | ||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 12,641 | 12,548 | ||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 9,940 | 9,558 | ||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 5,623 | 5,636 | ||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 8,700 | 6,741 | ||
VMware Inc. | 0.600% | 8/15/23 | 14,361 | 13,876 | ||
VMware Inc. | 4.500% | 5/15/25 | 21,669 | 21,763 | ||
VMware Inc. | 1.400% | 8/15/26 | 20,428 | 18,082 | ||
VMware Inc. | 4.650% | 5/15/27 | 12,867 | 12,814 | ||
VMware Inc. | 3.900% | 8/21/27 | 27,915 | 26,809 | ||
VMware Inc. | 1.800% | 8/15/28 | 10,284 | 8,544 | ||
VMware Inc. | 4.700% | 5/15/30 | 13,879 | 13,324 | ||
VMware Inc. | 2.200% | 8/15/31 | 20,375 | 16,027 | ||
Western Digital Corp. | 4.750% | 2/15/26 | 30,485 | 29,157 | ||
Western Digital Corp. | 2.850% | 2/1/29 | 5,960 | 4,858 | ||
Western Digital Corp. | 3.100% | 2/1/32 | 7,215 | 5,527 | ||
Workday Inc. | 3.500% | 4/1/27 | 12,570 | 12,042 | ||
Workday Inc. | 3.700% | 4/1/29 | 5,059 | 4,742 | ||
Workday Inc. | 3.800% | 4/1/32 | 8,313 | 7,601 | ||
Xilinx Inc. | 2.950% | 6/1/24 | 9,075 | 9,010 | ||
Xilinx Inc. | 2.375% | 6/1/30 | 10,850 | 9,543 | ||
6,796,255 | ||||||
Utilities (2.2%) | ||||||
AEP Texas Inc. | 3.950% | 6/1/28 | 12,350 | 11,987 | ||
3 | AEP Texas Inc. | 2.100% | 7/1/30 | 5,190 | 4,319 | |
AEP Texas Inc. | 3.800% | 10/1/47 | 6,700 | 5,379 | ||
3 | AEP Texas Inc. | 3.450% | 1/15/50 | 6,413 | 4,944 | |
AEP Transmission Co. LLC | 3.100% | 12/1/26 | 5,990 | 5,789 | ||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 6,640 | 5,900 | ||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 6,800 | 5,761 | ||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 4,919 | 4,494 | ||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 5,962 | 5,063 | ||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 5,410 | 4,129 | ||
3 | AEP Transmission Co. LLC | 3.650% | 4/1/50 | 8,164 | 6,773 | |
3 | AEP Transmission Co. LLC | 2.750% | 8/15/51 | 7,037 | 4,942 | |
3 | AEP Transmission Co. LLC | 4.500% | 6/15/52 | 7,250 | 6,949 | |
AES Corp. | 1.375% | 1/15/26 | 10,089 | 8,901 | ||
AES Corp. | 2.450% | 1/15/31 | 10,733 | 8,633 | ||
3 | Alabama Power Co. | 3.550% | 12/1/23 | 9,171 | 9,199 | |
3 | Alabama Power Co. | 1.450% | 9/15/30 | 4,914 | 3,997 | |
Alabama Power Co. | 6.125% | 5/15/38 | 1,667 | 1,836 | ||
Alabama Power Co. | 6.000% | 3/1/39 | 3,222 | 3,535 | ||
Alabama Power Co. | 3.850% | 12/1/42 | 2,900 | 2,482 | ||
Alabama Power Co. | 4.150% | 8/15/44 | 6,715 | 5,991 | ||
Alabama Power Co. | 3.750% | 3/1/45 | 4,854 | 4,016 | ||
Alabama Power Co. | 4.300% | 1/2/46 | 11,473 | 10,389 | ||
3 | Alabama Power Co. | 3.700% | 12/1/47 | 8,020 | 6,696 | |
3 | Alabama Power Co. | 4.300% | 7/15/48 | 3,845 | 3,468 | |
Alabama Power Co. | 3.450% | 10/1/49 | 23,216 | 18,288 | ||
Alabama Power Co. | 3.125% | 7/15/51 | 8,448 | 6,334 | ||
Alabama Power Co. | 3.000% | 3/15/52 | 18,675 | 13,737 | ||
Ameren Corp. | 2.500% | 9/15/24 | 1,200 | 1,164 | ||
Ameren Corp. | 3.650% | 2/15/26 | 5,140 | 5,048 | ||
Ameren Corp. | 1.950% | 3/15/27 | 1,500 | 1,346 | ||
Ameren Corp. | 1.750% | 3/15/28 | 6,000 | 5,169 | ||
Ameren Corp. | 3.500% | 1/15/31 | 11,207 | 10,270 | ||
Ameren Illinois Co. | 3.250% | 3/1/25 | 2,335 | 2,303 | ||
Ameren Illinois Co. | 3.800% | 5/15/28 | 6,120 | 6,012 | ||
Ameren Illinois Co. | 1.550% | 11/15/30 | 4,545 | 3,702 | ||
Ameren Illinois Co. | 4.150% | 3/15/46 | 5,656 | 5,159 | ||
Ameren Illinois Co. | 3.700% | 12/1/47 | 7,515 | 6,440 | ||
Ameren Illinois Co. | 4.500% | 3/15/49 | 8,065 | 7,795 | ||
Ameren Illinois Co. | 3.250% | 3/15/50 | 7,023 | 5,485 | ||
Ameren Illinois Co. | 2.900% | 6/15/51 | 5,083 | 3,745 | ||
3 | American Electric Power Co. Inc. | 0.750% | 11/1/23 | 3,000 | 2,879 | |
American Electric Power Co. Inc. | 2.031% | 3/15/24 | 8,000 | 7,734 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | American Electric Power Co. Inc. | 1.000% | 11/1/25 | 3,000 | 2,699 | |
American Electric Power Co. Inc. | 3.200% | 11/13/27 | 3,245 | 3,064 | ||
3 | American Electric Power Co. Inc. | 4.300% | 12/1/28 | 10,720 | 10,435 | |
American Electric Power Co. Inc. | 2.300% | 3/1/30 | 362 | 305 | ||
American Electric Power Co. Inc. | 3.250% | 3/1/50 | 5,502 | 3,963 | ||
American Electric Power Co. Inc. | 3.875% | 2/15/62 | 5,270 | 4,101 | ||
American Water Capital Corp. | 3.850% | 3/1/24 | 6,650 | 6,656 | ||
American Water Capital Corp. | 3.400% | 3/1/25 | 8,735 | 8,629 | ||
American Water Capital Corp. | 2.950% | 9/1/27 | 8,496 | 7,983 | ||
American Water Capital Corp. | 3.750% | 9/1/28 | 6,675 | 6,451 | ||
American Water Capital Corp. | 3.450% | 6/1/29 | 13,804 | 12,974 | ||
American Water Capital Corp. | 2.800% | 5/1/30 | 5,309 | 4,762 | ||
American Water Capital Corp. | 2.300% | 6/1/31 | 8,025 | 6,794 | ||
American Water Capital Corp. | 6.593% | 10/15/37 | 8,391 | 9,737 | ||
American Water Capital Corp. | 4.300% | 12/1/42 | 170 | 157 | ||
American Water Capital Corp. | 4.300% | 9/1/45 | 7,827 | 6,991 | ||
American Water Capital Corp. | 4.000% | 12/1/46 | 1,540 | 1,334 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 9,606 | 8,022 | ||
American Water Capital Corp. | 4.200% | 9/1/48 | 9,155 | 8,204 | ||
American Water Capital Corp. | 4.150% | 6/1/49 | 6,980 | 6,157 | ||
American Water Capital Corp. | 3.450% | 5/1/50 | 6,605 | 5,261 | ||
American Water Capital Corp. | 3.250% | 6/1/51 | 6,320 | 4,919 | ||
Appalachian Power Co. | 3.400% | 6/1/25 | 4,912 | 4,849 | ||
3 | Appalachian Power Co. | 3.300% | 6/1/27 | 5,963 | 5,717 | |
3 | Appalachian Power Co. | 2.700% | 4/1/31 | 7,469 | 6,432 | |
Appalachian Power Co. | 7.000% | 4/1/38 | 1,035 | 1,198 | ||
Appalachian Power Co. | 4.400% | 5/15/44 | 4,426 | 3,883 | ||
Appalachian Power Co. | 4.450% | 6/1/45 | 9,172 | 7,997 | ||
3 | Appalachian Power Co. | 4.500% | 3/1/49 | 13,650 | 12,142 | |
3 | Appalachian Power Co. | 3.700% | 5/1/50 | 6,600 | 5,258 | |
Arizona Public Service Co. | 3.150% | 5/15/25 | 5,202 | 5,093 | ||
Arizona Public Service Co. | 2.950% | 9/15/27 | 1,500 | 1,407 | ||
Arizona Public Service Co. | 2.600% | 8/15/29 | 4,504 | 3,946 | ||
Arizona Public Service Co. | 2.200% | 12/15/31 | 83 | 67 | ||
Arizona Public Service Co. | 5.050% | 9/1/41 | 395 | 373 | ||
Arizona Public Service Co. | 4.500% | 4/1/42 | 9,909 | 8,802 | ||
Arizona Public Service Co. | 4.350% | 11/15/45 | 1,350 | 1,162 | ||
Arizona Public Service Co. | 3.750% | 5/15/46 | 12,710 | 10,209 | ||
Arizona Public Service Co. | 4.200% | 8/15/48 | 546 | 464 | ||
Arizona Public Service Co. | 4.250% | 3/1/49 | 6,956 | 5,998 | ||
Arizona Public Service Co. | 3.500% | 12/1/49 | 3,905 | 2,934 | ||
Arizona Public Service Co. | 3.350% | 5/15/50 | 2,995 | 2,195 | ||
Arizona Public Service Co. | 2.650% | 9/15/50 | 3,404 | 2,182 | ||
Atlantic City Electric Co. | 2.300% | 3/15/31 | 5,665 | 4,890 | ||
Atmos Energy Corp. | 3.000% | 6/15/27 | 8,310 | 7,976 | ||
Atmos Energy Corp. | 2.625% | 9/15/29 | 3,341 | 2,977 | ||
Atmos Energy Corp. | 1.500% | 1/15/31 | 820 | 656 | ||
Atmos Energy Corp. | 5.500% | 6/15/41 | 10,450 | 11,011 | ||
Atmos Energy Corp. | 4.150% | 1/15/43 | 6,560 | 5,811 | ||
Atmos Energy Corp. | 4.125% | 10/15/44 | 3,961 | 3,541 | ||
Atmos Energy Corp. | 4.300% | 10/1/48 | 2,340 | 2,175 | ||
Atmos Energy Corp. | 3.375% | 9/15/49 | 19,763 | 15,850 | ||
Atmos Energy Corp. | 2.850% | 2/15/52 | 16,025 | 11,550 | ||
Avangrid Inc. | 3.150% | 12/1/24 | 9,989 | 9,764 | ||
Avangrid Inc. | 3.200% | 4/15/25 | 407 | 395 | ||
Avangrid Inc. | 3.800% | 6/1/29 | 12,754 | 11,933 | ||
Avista Corp. | 4.350% | 6/1/48 | 4,795 | 4,495 | ||
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 7,821 | 7,793 | ||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 6,351 | 5,990 | ||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 1,081 | 1,242 | ||
Baltimore Gas & Electric Co. | 3.500% | 8/15/46 | 5,312 | 4,365 | ||
3 | Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 8,503 | 7,297 | |
Baltimore Gas & Electric Co. | 4.250% | 9/15/48 | 2,245 | 2,069 | ||
Baltimore Gas & Electric Co. | 3.200% | 9/15/49 | 6,120 | 4,736 | ||
Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | 6,325 | 4,658 | ||
Baltimore Gas & Electric Co. | 4.550% | 6/1/52 | 4,780 | 4,634 | ||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 8,324 | 8,374 | ||
Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 7,161 | 7,157 | ||
Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 4,035 | 4,068 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 7,620 | 7,241 | ||
Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 18,571 | 17,820 | ||
Berkshire Hathaway Energy Co. | 1.650% | 5/15/31 | 7,660 | 6,191 | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 11,066 | 12,202 | ||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 5,406 | 5,911 | ||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 8,062 | 8,136 | ||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 11,386 | 10,554 | ||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 10,169 | 8,547 | ||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 21,072 | 19,610 | ||
Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 17,540 | 16,020 | ||
Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | 16,477 | 11,691 | ||
7 | Berkshire Hathaway Energy Co. | 4.600% | 5/1/53 | 12,680 | 12,235 | |
Black Hills Corp. | 4.250% | 11/30/23 | 4,634 | 4,650 | ||
Black Hills Corp. | 1.037% | 8/23/24 | 10,000 | 9,367 | ||
Black Hills Corp. | 3.950% | 1/15/26 | 2,810 | 2,782 | ||
Black Hills Corp. | 3.150% | 1/15/27 | 5,125 | 4,876 | ||
Black Hills Corp. | 3.050% | 10/15/29 | 6,291 | 5,580 | ||
Black Hills Corp. | 4.350% | 5/1/33 | 6,739 | 6,301 | ||
Black Hills Corp. | 4.200% | 9/15/46 | 3,860 | 3,281 | ||
Black Hills Corp. | 3.875% | 10/15/49 | 5,010 | 4,024 | ||
3 | CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 2,637 | 2,479 | |
3 | CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | 2,114 | 2,025 | |
3 | CenterPoint Energy Houston Electric LLC | 2.350% | 4/1/31 | 4,735 | 4,113 | |
3 | CenterPoint Energy Houston Electric LLC | 3.000% | 3/1/32 | 2,200 | 2,004 | |
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 11,385 | 9,816 | ||
CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | 3,325 | 3,217 | ||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 5,725 | 5,150 | ||
3 | CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 6,535 | 6,198 | |
3 | CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | 5,650 | 4,258 | |
3 | CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/51 | 9,725 | 7,940 | |
3 | CenterPoint Energy Houston Electric LLC | 3.600% | 3/1/52 | 2,015 | 1,736 | |
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 2,470 | 2,388 | ||
CenterPoint Energy Inc. | 1.450% | 6/1/26 | 14,999 | 13,529 | ||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 1,835 | 1,787 | ||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 14,560 | 12,949 | ||
CenterPoint Energy Inc. | 2.650% | 6/1/31 | 3,050 | 2,601 | ||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 8,690 | 6,972 | ||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 3,816 | 3,730 | ||
CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | 6,982 | 5,669 | ||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 6,950 | 7,466 | ||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 4,100 | 3,631 | ||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 6,306 | 6,099 | ||
Cleco Corporate Holdings LLC | 3.375% | 9/15/29 | 500 | 446 | ||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 5,732 | 5,388 | ||
Cleveland Electric Illuminating Co. | 5.500% | 8/15/24 | 5,515 | 5,661 | ||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 5,960 | 6,298 | ||
CMS Energy Corp. | 3.000% | 5/15/26 | 6,275 | 6,025 | ||
CMS Energy Corp. | 3.450% | 8/15/27 | 4,046 | 3,878 | ||
CMS Energy Corp. | 4.875% | 3/1/44 | 6,305 | 6,007 | ||
3 | CMS Energy Corp. | 4.750% | 6/1/50 | 6,100 | 5,363 | |
CMS Energy Corp. | 3.750% | 12/1/50 | 3,225 | 2,496 | ||
Commonwealth Edison Co. | 2.550% | 6/15/26 | 12,199 | 11,697 | ||
3 | Commonwealth Edison Co. | 2.950% | 8/15/27 | 4,750 | 4,527 | |
Commonwealth Edison Co. | 3.700% | 8/15/28 | 3,358 | 3,270 | ||
Commonwealth Edison Co. | 2.200% | 3/1/30 | 4,039 | 3,506 | ||
Commonwealth Edison Co. | 5.900% | 3/15/36 | 4,159 | 4,662 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 9,048 | 10,586 | ||
Commonwealth Edison Co. | 3.800% | 10/1/42 | 5,486 | 4,699 | ||
Commonwealth Edison Co. | 4.600% | 8/15/43 | 6,320 | 6,104 | ||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 6,077 | 5,940 | ||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 10,450 | 8,738 | ||
Commonwealth Edison Co. | 4.350% | 11/15/45 | 6,775 | 6,255 | ||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 13,973 | 11,849 | ||
3 | Commonwealth Edison Co. | 3.750% | 8/15/47 | 9,583 | 8,223 | |
Commonwealth Edison Co. | 4.000% | 3/1/48 | 10,120 | 9,112 | ||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 10,784 | 9,636 | ||
3 | Commonwealth Edison Co. | 3.200% | 11/15/49 | 7,225 | 5,626 | |
Commonwealth Edison Co. | 3.000% | 3/1/50 | 7,748 | 5,923 | ||
3 | Commonwealth Edison Co. | 2.750% | 9/1/51 | 6,638 | 4,734 | |
3 | Connecticut Light & Power Co. | 0.750% | 12/1/25 | 5,000 | 4,515 | |
3 | Connecticut Light & Power Co. | 3.200% | 3/15/27 | 7,175 | 6,973 | |
3 | Connecticut Light & Power Co. | 2.050% | 7/1/31 | 3,860 | 3,261 | |
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 6,065 | 5,637 | ||
3 | Connecticut Light & Power Co. | 4.150% | 6/1/45 | 4,850 | 4,402 | |
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 10,690 | 9,687 | ||
3 | Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 2,515 | 2,399 | |
Consolidated Edison Co. of New York Inc. | 3.800% | 5/15/28 | 1,089 | 1,066 | ||
3 | Consolidated Edison Co. of New York Inc. | 4.000% | 12/1/28 | 1,350 | 1,331 | |
3 | Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 6,585 | 6,804 | |
3 | Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 5,144 | 5,483 | |
3 | Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 3,150 | 3,494 | |
3 | Consolidated Edison Co. of New York Inc. | 6.300% | 8/15/37 | 525 | 592 | |
3 | Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 3,931 | 4,587 | |
3 | Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 11,282 | 11,684 | |
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 10,143 | 10,683 | ||
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 3,705 | 3,192 | ||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 22,838 | 20,934 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 14,010 | 12,878 | ||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 16,710 | 14,157 | ||
3 | Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 7,947 | 6,653 | |
3 | Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | 8,202 | 7,156 | |
Consolidated Edison Co. of New York Inc. | 3.200% | 12/1/51 | 6,385 | 4,852 | ||
Consolidated Edison Co. of New York Inc. | 4.625% | 12/1/54 | 5,726 | 5,279 | ||
3 | Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 4,722 | 4,136 | |
3 | Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 4,210 | 3,493 | |
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 10,124 | 9,083 | ||
Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | 7,468 | 5,915 | ||
Consolidated Edison Co. of New York Inc. | 3.600% | 6/15/61 | 11,850 | 9,363 | ||
3 | Consolidated Edison Inc. | 0.650% | 12/1/23 | 8,450 | 8,127 | |
Constellation Energy Generation LLC | 6.250% | 10/1/39 | 14,143 | 14,459 | ||
Constellation Energy Generation LLC | 5.750% | 10/1/41 | 7,988 | 7,727 | ||
Constellation Energy Generation LLC | 5.600% | 6/15/42 | 11,592 | 11,076 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Consumers Energy Co. | 3.375% | 8/15/23 | 7,585 | 7,592 | ||
Consumers Energy Co. | 3.800% | 11/15/28 | 7,344 | 7,184 | ||
Consumers Energy Co. | 3.950% | 5/15/43 | 4,778 | 4,240 | ||
Consumers Energy Co. | 3.250% | 8/15/46 | 6,784 | 5,448 | ||
Consumers Energy Co. | 3.950% | 7/15/47 | 4,875 | 4,384 | ||
Consumers Energy Co. | 4.050% | 5/15/48 | 6,957 | 6,351 | ||
Consumers Energy Co. | 4.350% | 4/15/49 | 8,155 | 7,764 | ||
Consumers Energy Co. | 3.100% | 8/15/50 | 7,690 | 5,907 | ||
Consumers Energy Co. | 3.500% | 8/1/51 | 19,432 | 16,209 | ||
Consumers Energy Co. | 2.650% | 8/15/52 | 4,075 | 2,868 | ||
Consumers Energy Co. | 2.500% | 5/1/60 | 8,785 | 5,617 | ||
Dayton Power & Light Co. | 3.950% | 6/15/49 | 1,628 | 1,388 | ||
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 4,760 | 4,775 | ||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 5,548 | 4,930 | ||
Dominion Energy Inc. | 3.071% | 8/15/24 | 6,243 | 6,097 | ||
Dominion Energy Inc. | 3.900% | 10/1/25 | 10,933 | 10,896 | ||
3 | Dominion Energy Inc. | 1.450% | 4/15/26 | 6,667 | 6,031 | |
3 | Dominion Energy Inc. | 2.850% | 8/15/26 | 7,616 | 7,230 | |
3 | Dominion Energy Inc. | 3.600% | 3/15/27 | 3,425 | 3,332 | |
Dominion Energy Inc. | 4.250% | 6/1/28 | 5,353 | 5,275 | ||
3 | Dominion Energy Inc. | 3.375% | 4/1/30 | 36,306 | 33,201 | |
3 | Dominion Energy Inc. | 2.250% | 8/15/31 | 10,175 | 8,378 | |
3 | Dominion Energy Inc. | 6.300% | 3/15/33 | 6,298 | 6,896 | |
3 | Dominion Energy Inc. | 5.250% | 8/1/33 | 1,489 | 1,537 | |
3 | Dominion Energy Inc. | 5.950% | 6/15/35 | 4,385 | 4,672 | |
Dominion Energy Inc. | 7.000% | 6/15/38 | 5,693 | 6,588 | ||
3 | Dominion Energy Inc. | 3.300% | 4/15/41 | 6,200 | 4,881 | |
3 | Dominion Energy Inc. | 4.900% | 8/1/41 | 11,860 | 11,371 | |
3 | Dominion Energy Inc. | 4.050% | 9/15/42 | 8,926 | 7,650 | |
Dominion Energy Inc. | 4.700% | 12/1/44 | 4,401 | 4,064 | ||
3 | Dominion Energy Inc. | 4.600% | 3/15/49 | 7,491 | 7,017 | |
3 | Dominion Energy Inc. | 5.750% | 10/1/54 | 4,381 | 4,086 | |
3 | Dominion Energy South Carolina Inc. | 2.300% | 12/1/31 | 2,235 | 1,911 | |
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 6,320 | 7,346 | ||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 3,330 | 3,720 | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 3,852 | 4,025 | ||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 6,473 | 6,129 | ||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 6,313 | 6,286 | ||
DTE Electric Co. | 3.650% | 3/15/24 | 9,250 | 9,306 | ||
DTE Electric Co. | 3.375% | 3/1/25 | 8,028 | 7,957 | ||
3 | DTE Electric Co. | 1.900% | 4/1/28 | 3,575 | 3,191 | |
DTE Electric Co. | 2.250% | 3/1/30 | 25,702 | 22,499 | ||
3 | DTE Electric Co. | 2.625% | 3/1/31 | 7,625 | 6,769 | |
3 | DTE Electric Co. | 4.000% | 4/1/43 | 6,425 | 5,734 | |
DTE Electric Co. | 4.300% | 7/1/44 | 825 | 765 | ||
DTE Electric Co. | 3.700% | 3/15/45 | 7,804 | 6,653 | ||
DTE Electric Co. | 3.700% | 6/1/46 | 3,127 | 2,719 | ||
DTE Electric Co. | 3.750% | 8/15/47 | 6,445 | 5,633 | ||
3 | DTE Electric Co. | 4.050% | 5/15/48 | 3,750 | 3,437 | |
DTE Electric Co. | 3.950% | 3/1/49 | 5,557 | 4,997 | ||
DTE Electric Co. | 2.950% | 3/1/50 | 7,020 | 5,340 | ||
3 | DTE Electric Co. | 3.250% | 4/1/51 | 5,825 | 4,679 | |
3 | DTE Energy Co. | 2.529% | 10/1/24 | 5,122 | 4,950 | |
3 | DTE Energy Co. | 1.050% | 6/1/25 | 7,695 | 7,076 | |
DTE Energy Co. | 2.850% | 10/1/26 | 41,013 | 38,794 | ||
3 | DTE Energy Co. | 3.400% | 6/15/29 | 16,008 | 14,685 | |
DTE Energy Co. | 2.950% | 3/1/30 | 3,639 | 3,224 | ||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 8,692 | 8,400 | ||
Duke Energy Carolinas LLC | 3.950% | 11/15/28 | 15,356 | 15,150 | ||
3 | Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 6,120 | 6,621 | |
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 6,482 | 5,785 | ||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 6,886 | 6,087 | ||
Duke Energy Carolinas LLC | 2.550% | 4/15/31 | 5,700 | 4,993 | ||
Duke Energy Carolinas LLC | 6.450% | 10/15/32 | 4,815 | 5,418 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 10,306 | 11,205 | ||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 7,195 | 8,015 | ||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 6,241 | 6,981 | ||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 9,558 | 9,970 | ||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 6,287 | 5,814 | ||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 7,879 | 7,027 | ||
Duke Energy Carolinas LLC | 3.750% | 6/1/45 | 10,678 | 8,968 | ||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 11,145 | 9,762 | ||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 9,858 | 8,368 | ||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 2,350 | 2,070 | ||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 8,742 | 6,852 | ||
Duke Energy Carolinas LLC | 3.450% | 4/15/51 | 7,100 | 5,801 | ||
Duke Energy Corp. | 3.950% | 10/15/23 | 4,900 | 4,922 | ||
Duke Energy Corp. | 0.900% | 9/15/25 | 5,800 | 5,258 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 13,069 | 12,266 | ||
Duke Energy Corp. | 3.150% | 8/15/27 | 15,754 | 14,898 | ||
Duke Energy Corp. | 3.400% | 6/15/29 | 6,714 | 6,144 | ||
Duke Energy Corp. | 2.450% | 6/1/30 | 18,881 | 15,916 | ||
Duke Energy Corp. | 2.550% | 6/15/31 | 9,215 | 7,661 | ||
Duke Energy Corp. | 4.800% | 12/15/45 | 4,793 | 4,374 | ||
Duke Energy Corp. | 3.750% | 9/1/46 | 21,363 | 16,849 | ||
Duke Energy Corp. | 3.950% | 8/15/47 | 1,203 | 977 | ||
Duke Energy Corp. | 4.200% | 6/15/49 | 8,550 | 7,140 | ||
Duke Energy Corp. | 3.500% | 6/15/51 | 8,435 | 6,362 | ||
Duke Energy Corp. | 3.250% | 1/15/82 | 2,153 | 1,666 | ||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 4,497 | 4,377 | ||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 6,118 | 5,980 | ||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 15,550 | 13,827 | ||
Duke Energy Florida LLC | 1.750% | 6/15/30 | 8,078 | 6,719 | ||
Duke Energy Florida LLC | 2.400% | 12/15/31 | 8,300 | 7,097 | ||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 9,006 | 10,308 | ||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 10,406 | 12,215 | ||
Duke Energy Florida LLC | 5.650% | 4/1/40 | 2,085 | 2,216 | ||
Duke Energy Florida LLC | 3.850% | 11/15/42 | 1,639 | 1,425 | ||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 8,985 | 7,086 | ||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 5,825 | 5,228 | ||
Duke Energy Florida LLC | 3.000% | 12/15/51 | 5,475 | 4,099 | ||
3 | Duke Energy Florida Project Finance LLC | 1.731% | 9/1/22 | 438 | 438 | |
3 | Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | 4,050 | 3,797 | |
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 5,848 | 6,292 | ||
Duke Energy Indiana LLC | 6.350% | 8/15/38 | 9,664 | 10,960 | ||
Duke Energy Indiana LLC | 6.450% | 4/1/39 | 4,410 | 4,981 | ||
3 | Duke Energy Indiana LLC | 4.900% | 7/15/43 | 3,792 | 3,692 | |
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 19,713 | 16,712 | ||
3 | Duke Energy Indiana LLC | 3.250% | 10/1/49 | 5,868 | 4,545 | |
Duke Energy Ohio Inc. | 3.800% | 9/1/23 | 1,200 | 1,201 | ||
Duke Energy Ohio Inc. | 3.650% | 2/1/29 | 14,949 | 14,287 | ||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 4,320 | 3,648 | ||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 7,023 | 5,851 | ||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 2,413 | 2,194 | ||
Duke Energy Progress LLC | 3.375% | 9/1/23 | 2,509 | 2,514 | ||
Duke Energy Progress LLC | 3.250% | 8/15/25 | 13,430 | 13,308 | ||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 8,105 | 7,865 | ||
Duke Energy Progress LLC | 3.450% | 3/15/29 | 10,511 | 10,000 | ||
Duke Energy Progress LLC | 2.000% | 8/15/31 | 8,305 | 6,884 | ||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 5,617 | 6,410 | ||
Duke Energy Progress LLC | 4.100% | 5/15/42 | 5,342 | 4,815 | ||
Duke Energy Progress LLC | 4.100% | 3/15/43 | 7,095 | 6,384 | ||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 15,115 | 14,061 | ||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 8,074 | 7,233 | ||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 8,062 | 7,283 | ||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 8,350 | 7,106 | ||
Duke Energy Progress LLC | 3.600% | 9/15/47 | 7,358 | 6,128 | ||
Duke Energy Progress LLC | 2.500% | 8/15/50 | 4,550 | 3,118 | ||
Duke Energy Progress LLC | 2.900% | 8/15/51 | 8,475 | 6,264 | ||
Duke Energy Progress LLC | 4.000% | 4/1/52 | 5,530 | 4,971 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Duke Energy Progress NC Storm Funding LLC | 1.295% | 7/1/28 | 4,175 | 3,843 | |
3 | Duke Energy Progress NC Storm Funding LLC | 2.387% | 7/1/37 | 5,250 | 4,833 | |
3 | Duke Energy Progress NC Storm Funding LLC | 2.799% | 7/1/41 | 4,175 | 3,468 | |
7 | East Ohio Gas Co. | 2.000% | 6/15/30 | 1,000 | 831 | |
Eastern Energy Gas Holdings LLC | 3.550% | 11/1/23 | 13,725 | 13,689 | ||
3 | Eastern Energy Gas Holdings LLC | 2.500% | 11/15/24 | 5,500 | 5,315 | |
Eastern Energy Gas Holdings LLC | 3.600% | 12/15/24 | 5,265 | 5,205 | ||
Edison International | 3.550% | 11/15/24 | 5,888 | 5,749 | ||
Edison International | 5.750% | 6/15/27 | 3,713 | 3,776 | ||
Edison International | 4.125% | 3/15/28 | 5,450 | 5,079 | ||
El Paso Electric Co. | 6.000% | 5/15/35 | 3,375 | 3,587 | ||
El Paso Electric Co. | 5.000% | 12/1/44 | 4,500 | 4,183 | ||
Emera US Finance LP | 3.550% | 6/15/26 | 9,881 | 9,464 | ||
Emera US Finance LP | 4.750% | 6/15/46 | 17,309 | 15,267 | ||
Enel Americas SA | 4.000% | 10/25/26 | 7,516 | 7,301 | ||
Enel Chile SA | 4.875% | 6/12/28 | 13,471 | 12,896 | ||
Entergy Arkansas LLC | 3.500% | 4/1/26 | 6,278 | 6,190 | ||
Entergy Arkansas LLC | 4.200% | 4/1/49 | 5,213 | 4,823 | ||
Entergy Arkansas LLC | 2.650% | 6/15/51 | 10,040 | 6,989 | ||
Entergy Corp. | 0.900% | 9/15/25 | 10,788 | 9,719 | ||
Entergy Corp. | 2.950% | 9/1/26 | 11,639 | 11,040 | ||
Entergy Corp. | 1.900% | 6/15/28 | 2,883 | 2,475 | ||
Entergy Corp. | 2.800% | 6/15/30 | 18,293 | 15,713 | ||
Entergy Corp. | 2.400% | 6/15/31 | 7,979 | 6,492 | ||
Entergy Corp. | 3.750% | 6/15/50 | 12,565 | 9,958 | ||
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 4,146 | 4,285 | ||
Entergy Louisiana LLC | 4.050% | 9/1/23 | 6,608 | 6,641 | ||
Entergy Louisiana LLC | 0.620% | 11/17/23 | 3,458 | 3,324 | ||
Entergy Louisiana LLC | 0.950% | 10/1/24 | 10,450 | 9,848 | ||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 5,125 | 5,304 | ||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 8,093 | 7,495 | ||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 7,127 | 6,784 | ||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 5,537 | 5,207 | ||
Entergy Louisiana LLC | 1.600% | 12/15/30 | 4,480 | 3,582 | ||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 12,389 | 11,160 | ||
Entergy Louisiana LLC | 2.350% | 6/15/32 | 8,145 | 6,816 | ||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 14,380 | 13,665 | ||
Entergy Louisiana LLC | 3.100% | 6/15/41 | 6,752 | 5,369 | ||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 12,285 | 11,656 | ||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 10,310 | 9,461 | ||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 10,570 | 9,588 | ||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 12,786 | 9,247 | ||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 13,377 | 12,312 | ||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 6,625 | 5,639 | ||
Entergy Texas Inc. | 1.750% | 3/15/31 | 11,218 | 9,110 | ||
Entergy Texas Inc. | 4.500% | 3/30/39 | 639 | 600 | ||
Entergy Texas Inc. | 3.550% | 9/30/49 | 4,324 | 3,465 | ||
Essential Utilities Inc. | 3.566% | 5/1/29 | 9,134 | 8,527 | ||
Essential Utilities Inc. | 2.704% | 4/15/30 | 8,110 | 7,088 | ||
Essential Utilities Inc. | 4.276% | 5/1/49 | 5,800 | 5,050 | ||
Essential Utilities Inc. | 3.351% | 4/15/50 | 6,195 | 4,640 | ||
Essential Utilities Inc. | 5.300% | 5/1/52 | 6,150 | 6,184 | ||
Evergy Inc. | 2.450% | 9/15/24 | 4,267 | 4,108 | ||
Evergy Inc. | 2.900% | 9/15/29 | 7,013 | 6,185 | ||
Evergy Kansas Central Inc. | 2.550% | 7/1/26 | 6,601 | 6,267 | ||
Evergy Kansas Central Inc. | 3.100% | 4/1/27 | 13,500 | 12,892 | ||
Evergy Kansas Central Inc. | 4.125% | 3/1/42 | 8,997 | 8,050 | ||
Evergy Kansas Central Inc. | 4.100% | 4/1/43 | 5,640 | 4,928 | ||
Evergy Kansas Central Inc. | 4.250% | 12/1/45 | 4,304 | 3,885 | ||
Evergy Kansas Central Inc. | 3.250% | 9/1/49 | 5,350 | 4,142 | ||
3 | Evergy Metro Inc. | 2.250% | 6/1/30 | 6,896 | 5,962 | |
Evergy Metro Inc. | 5.300% | 10/1/41 | 7,845 | 8,098 | ||
Evergy Metro Inc. | 4.200% | 6/15/47 | 7,345 | 6,592 | ||
Evergy Metro Inc. | 4.200% | 3/15/48 | 3,263 | 2,926 | ||
3 | Evergy Metro Inc. | 4.125% | 4/1/49 | 1,157 | 1,033 | |
3 | Eversource Energy | 3.800% | 12/1/23 | 6,200 | 6,194 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Eversource Energy | 2.900% | 10/1/24 | 4,080 | 3,987 | |
3 | Eversource Energy | 3.150% | 1/15/25 | 5,697 | 5,569 | |
3 | Eversource Energy | 3.300% | 1/15/28 | 7,625 | 7,187 | |
3 | Eversource Energy | 4.250% | 4/1/29 | 6,750 | 6,592 | |
3 | Eversource Energy | 1.650% | 8/15/30 | 8,945 | 7,112 | |
Eversource Energy | 2.550% | 3/15/31 | 4,613 | 3,911 | ||
Eversource Energy | 3.450% | 1/15/50 | 12,375 | 9,556 | ||
3 | Exelon Corp. | 3.950% | 6/15/25 | 23,246 | 23,182 | |
Exelon Corp. | 3.400% | 4/15/26 | 13,715 | 13,310 | ||
7 | Exelon Corp. | 2.750% | 3/15/27 | 1,000 | 937 | |
Exelon Corp. | 4.050% | 4/15/30 | 20,184 | 19,369 | ||
7 | Exelon Corp. | 3.350% | 3/15/32 | 1,000 | 896 | |
3 | Exelon Corp. | 4.950% | 6/15/35 | 7,862 | 7,645 | |
Exelon Corp. | 5.625% | 6/15/35 | 7,219 | 7,516 | ||
Exelon Corp. | 5.100% | 6/15/45 | 4,837 | 4,772 | ||
Exelon Corp. | 4.450% | 4/15/46 | 10,060 | 9,078 | ||
Exelon Corp. | 4.700% | 4/15/50 | 12,834 | 11,970 | ||
7 | Exelon Corp. | 4.100% | 3/15/52 | 2,670 | 2,291 | |
Florida Power & Light Co. | 3.250% | 6/1/24 | 10,415 | 10,421 | ||
Florida Power & Light Co. | 2.850% | 4/1/25 | 21,857 | 21,501 | ||
Florida Power & Light Co. | 3.125% | 12/1/25 | 8,850 | 8,754 | ||
Florida Power & Light Co. | 2.450% | 2/3/32 | 13,831 | 12,065 | ||
Florida Power & Light Co. | 5.625% | 4/1/34 | 3,211 | 3,570 | ||
Florida Power & Light Co. | 4.950% | 6/1/35 | 1,868 | 1,940 | ||
Florida Power & Light Co. | 5.650% | 2/1/37 | 4,296 | 4,707 | ||
Florida Power & Light Co. | 5.950% | 2/1/38 | 8,965 | 10,129 | ||
Florida Power & Light Co. | 5.960% | 4/1/39 | 1,192 | 1,348 | ||
Florida Power & Light Co. | 5.690% | 3/1/40 | 787 | 871 | ||
Florida Power & Light Co. | 5.250% | 2/1/41 | 1,835 | 1,951 | ||
Florida Power & Light Co. | 4.125% | 2/1/42 | 17,162 | 16,161 | ||
Florida Power & Light Co. | 4.050% | 6/1/42 | 8,790 | 8,120 | ||
Florida Power & Light Co. | 3.800% | 12/15/42 | 6,022 | 5,370 | ||
Florida Power & Light Co. | 4.050% | 10/1/44 | 4,440 | 4,092 | ||
Florida Power & Light Co. | 3.700% | 12/1/47 | 9,625 | 8,480 | ||
Florida Power & Light Co. | 3.950% | 3/1/48 | 25,603 | 23,475 | ||
Florida Power & Light Co. | 3.990% | 3/1/49 | 1,313 | 1,202 | ||
Florida Power & Light Co. | 3.150% | 10/1/49 | 14,830 | 11,809 | ||
Fortis Inc. | 3.055% | 10/4/26 | 12,515 | 11,754 | ||
3 | Georgia Power Co. | 2.100% | 7/30/23 | 11,148 | 10,985 | |
3 | Georgia Power Co. | 2.200% | 9/15/24 | 7,575 | 7,310 | |
Georgia Power Co. | 3.250% | 4/1/26 | 9,050 | 8,798 | ||
Georgia Power Co. | 3.250% | 3/30/27 | 8,046 | 7,661 | ||
3 | Georgia Power Co. | 2.650% | 9/15/29 | 9,933 | 8,743 | |
3 | Georgia Power Co. | 4.750% | 9/1/40 | 8,877 | 8,051 | |
Georgia Power Co. | 4.300% | 3/15/42 | 12,490 | 10,862 | ||
Georgia Power Co. | 4.300% | 3/15/43 | 5,315 | 4,601 | ||
3 | Georgia Power Co. | 3.700% | 1/30/50 | 5,246 | 4,174 | |
3 | Georgia Power Co. | 3.250% | 3/15/51 | 8,700 | 6,398 | |
3 | Gulf Power Co. | 3.300% | 5/30/27 | 4,205 | 4,076 | |
Iberdrola International BV | 6.750% | 7/15/36 | 4,166 | 4,834 | ||
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 11,575 | 11,202 | ||
Indiana Michigan Power Co. | 6.050% | 3/15/37 | 7,554 | 8,287 | ||
3 | Indiana Michigan Power Co. | 4.550% | 3/15/46 | 6,755 | 6,236 | |
3 | Indiana Michigan Power Co. | 3.750% | 7/1/47 | 9,680 | 7,959 | |
Indiana Michigan Power Co. | 3.250% | 5/1/51 | 13,920 | 10,571 | ||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 13,102 | 12,945 | ||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 8,575 | 8,482 | ||
Interstate Power & Light Co. | 3.600% | 4/1/29 | 5,331 | 5,081 | ||
Interstate Power & Light Co. | 2.300% | 6/1/30 | 6,075 | 5,179 | ||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 3,795 | 4,249 | ||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 3,802 | 3,114 | ||
Interstate Power & Light Co. | 3.500% | 9/30/49 | 392 | 313 | ||
Interstate Power & Light Co. | 3.100% | 11/30/51 | 5,175 | 3,750 | ||
IPALCO Enterprises Inc. | 3.700% | 9/1/24 | 370 | 365 | ||
IPALCO Enterprises Inc. | 4.250% | 5/1/30 | 4,877 | 4,530 | ||
ITC Holdings Corp. | 3.650% | 6/15/24 | 4,482 | ��� 4,439 | ||
ITC Holdings Corp. | 3.250% | 6/30/26 | 6,380 | 6,136 | ||
ITC Holdings Corp. | 3.350% | 11/15/27 | 8,658 | 8,267 | ||
ITC Holdings Corp. | 5.300% | 7/1/43 | 11,850 | 11,903 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 2,815 | 2,835 | |
Kentucky Utilities Co. | 5.125% | 11/1/40 | 7,266 | 7,265 | ||
Kentucky Utilities Co. | 4.375% | 10/1/45 | 7,620 | 6,931 | ||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 6,000 | 4,674 | ||
3 | Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 4,350 | 4,289 | |
Louisville Gas & Electric Co. | 4.250% | 4/1/49 | 12,097 | 10,986 | ||
MidAmerican Energy Co. | 3.500% | 10/15/24 | 10,694 | 10,696 | ||
MidAmerican Energy Co. | 3.100% | 5/1/27 | 5,680 | 5,488 | ||
MidAmerican Energy Co. | 3.650% | 4/15/29 | 9,417 | 9,164 | ||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 4,314 | 5,081 | ||
3 | MidAmerican Energy Co. | 5.750% | 11/1/35 | 3,200 | 3,517 | |
3 | MidAmerican Energy Co. | 5.800% | 10/15/36 | 8,780 | 9,733 | |
MidAmerican Energy Co. | 4.800% | 9/15/43 | 5,316 | 5,278 | ||
MidAmerican Energy Co. | 4.400% | 10/15/44 | 2,158 | 2,043 | ||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 7,895 | 7,301 | ||
MidAmerican Energy Co. | 3.950% | 8/1/47 | 4,487 | 3,995 | ||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 12,020 | 10,133 | ||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 8,566 | 7,965 | ||
MidAmerican Energy Co. | 3.150% | 4/15/50 | 2,770 | 2,165 | ||
Mississippi Power Co. | 3.950% | 3/30/28 | 1,775 | 1,727 | ||
3 | Mississippi Power Co. | 4.250% | 3/15/42 | 8,090 | 7,092 | |
National Fuel Gas Co. | 5.200% | 7/15/25 | 2,927 | 2,961 | ||
National Fuel Gas Co. | 5.500% | 1/15/26 | 4,436 | 4,451 | ||
National Fuel Gas Co. | 3.950% | 9/15/27 | 4,415 | 4,114 | ||
National Fuel Gas Co. | 4.750% | 9/1/28 | 10,846 | 10,569 | ||
National Fuel Gas Co. | 2.950% | 3/1/31 | 3,648 | 2,968 | ||
National Grid USA | 5.803% | 4/1/35 | 3,183 | 3,352 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 11/15/23 | 6,189 | 6,203 | ||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 15,161 | 15,029 | ||
National Rural Utilities Cooperative Finance Corp. | 0.350% | 2/8/24 | 3,102 | 2,951 | ||
National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | 9,942 | 9,724 | ||
3 | National Rural Utilities Cooperative Finance Corp. | 3.450% | 6/15/25 | 4,000 | 3,970 | |
3 | National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 10,002 | 9,773 | |
National Rural Utilities Cooperative Finance Corp. | 1.000% | 6/15/26 | 17,564 | 15,772 | ||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 4/25/27 | 5,239 | 5,050 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 566 | 543 | ||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 6,256 | 6,110 | ||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 8,039 | 7,658 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 7,237 | 6,297 | ||
National Rural Utilities Cooperative Finance Corp. | 1.350% | 3/15/31 | 1,000 | 776 | ||
3 | National Rural Utilities Cooperative Finance Corp. | 1.650% | 6/15/31 | 5,715 | 4,549 | |
3 | National Rural Utilities Cooperative Finance Corp. | 8.000% | 3/1/32 | 1,910 | 2,373 | |
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 11,870 | 11,316 | ||
3 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 6,615 | 6,034 | |
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 10,750 | 10,029 | ||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 14,600 | 13,574 | ||
3 | Nevada Power Co. | 3.700% | 5/1/29 | 12,145 | 11,698 | |
3 | Nevada Power Co. | 2.400% | 5/1/30 | 7,865 | 6,852 | |
3 | Nevada Power Co. | 6.650% | 4/1/36 | 5,840 | 6,720 | |
3 | Nevada Power Co. | 6.750% | 7/1/37 | 4,597 | 5,352 | |
3 | Nevada Power Co. | 3.125% | 8/1/50 | 8,308 | 6,164 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
NextEra Energy Capital Holdings Inc. | 2.940% | 3/21/24 | 14,270 | 14,075 | ||
NextEra Energy Capital Holdings Inc. | 4.200% | 6/20/24 | 4,800 | 4,824 | ||
NextEra Energy Capital Holdings Inc. | 4.450% | 6/20/25 | 4,800 | 4,840 | ||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 17,309 | 16,727 | ||
NextEra Energy Capital Holdings Inc. | 1.900% | 6/15/28 | 5,378 | 4,681 | ||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 6,529 | 6,094 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 5,811 | 5,136 | ||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 35,464 | 29,793 | ||
3 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 9,365 | 7,709 | |
3 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 5,962 | 5,258 | |
NiSource Inc. | 0.950% | 8/15/25 | �� 12,681 | 11,379 | ||
NiSource Inc. | 3.490% | 5/15/27 | 10,641 | 10,187 | ||
NiSource Inc. | 2.950% | 9/1/29 | 12,627 | 11,201 | ||
NiSource Inc. | 3.600% | 5/1/30 | 3,366 | 3,085 | ||
NiSource Inc. | 1.700% | 2/15/31 | 16,039 | 12,511 | ||
NiSource Inc. | 5.950% | 6/15/41 | 7,257 | 7,517 | ||
NiSource Inc. | 5.250% | 2/15/43 | 2,215 | 2,149 | ||
NiSource Inc. | 4.800% | 2/15/44 | 3,884 | 3,499 | ||
NiSource Inc. | 5.650% | 2/1/45 | 5,055 | 5,038 | ||
NiSource Inc. | 4.375% | 5/15/47 | 28,772 | 25,317 | ||
NiSource Inc. | 3.950% | 3/30/48 | 1,272 | 1,054 | ||
Northern States Power Co. | 2.250% | 4/1/31 | 1,855 | 1,624 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 3,670 | 4,220 | ||
Northern States Power Co. | 6.200% | 7/1/37 | 5,561 | 6,482 | ||
Northern States Power Co. | 5.350% | 11/1/39 | 9,596 | 10,307 | ||
Northern States Power Co. | 3.400% | 8/15/42 | 6,559 | 5,538 | ||
Northern States Power Co. | 4.125% | 5/15/44 | 1,043 | 944 | ||
Northern States Power Co. | 4.000% | 8/15/45 | 3,120 | 2,740 | ||
Northern States Power Co. | 3.600% | 5/15/46 | 345 | 295 | ||
Northern States Power Co. | 3.600% | 9/15/47 | 1,632 | 1,376 | ||
Northern States Power Co. | 2.900% | 3/1/50 | 5,321 | 4,009 | ||
Northern States Power Co. | 2.600% | 6/1/51 | 1,392 | 983 | ||
Northern States Power Co. | 3.200% | 4/1/52 | 4,675 | 3,723 | ||
Northern States Power Co. | 4.500% | 6/1/52 | 6,300 | 6,191 | ||
NorthWestern Corp. | 4.176% | 11/15/44 | 5,130 | 4,465 | ||
NSTAR Electric Co. | 3.200% | 5/15/27 | 8,325 | 8,031 | ||
NSTAR Electric Co. | 3.250% | 5/15/29 | 5,363 | 5,073 | ||
NSTAR Electric Co. | 3.950% | 4/1/30 | 2,133 | 2,092 | ||
NSTAR Electric Co. | 5.500% | 3/15/40 | 5,446 | 5,861 | ||
NSTAR Electric Co. | 4.400% | 3/1/44 | 3,300 | 3,062 | ||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 3,143 | 3,307 | ||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 8,450 | 8,314 | ||
7 | Oglethorpe Power Corp. | 4.500% | 4/1/47 | 6,500 | 5,577 | |
Oglethorpe Power Corp. | 5.050% | 10/1/48 | 1,785 | 1,668 | ||
Oglethorpe Power Corp. | 5.250% | 9/1/50 | 1,018 | 964 | ||
Ohio Edison Co. | 6.875% | 7/15/36 | 2,430 | 2,843 | ||
3 | Ohio Power Co. | 2.600% | 4/1/30 | 450 | 398 | |
3 | Ohio Power Co. | 1.625% | 1/15/31 | 6,627 | 5,350 | |
Ohio Power Co. | 4.150% | 4/1/48 | 5,305 | 4,657 | ||
Ohio Power Co. | 4.000% | 6/1/49 | 5,665 | 4,895 | ||
3 | Ohio Power Co. | 2.900% | 10/1/51 | 4,160 | 2,978 | |
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 5,725 | 5,554 | ||
Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | 9,623 | 8,861 | ||
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 4,220 | 3,826 | ||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 5,668 | 4,756 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 11,385 | 11,228 | ||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 10,172 | 9,935 | ||
Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | 2,800 | 2,528 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 7,048 | 6,858 | ||
Oncor Electric Delivery Co. LLC | 5.750% | 3/15/29 | 1,600 | 1,731 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 8,430 | 7,666 | ||
Oncor Electric Delivery Co. LLC | 7.000% | 5/1/32 | 5,654 | 6,830 | ||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 3,130 | 3,879 | ||
Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | 1,892 | 2,421 | ||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 5,940 | 6,269 | ||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 4,919 | 4,779 | ||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 2,295 | 2,434 | ||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 12,637 | 10,895 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 4,938 | 4,348 | ||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 3,305 | 3,049 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 13,243 | 11,677 | ||
3 | Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | 8,020 | 6,231 | |
Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | 7,319 | 6,340 | ||
Oncor Electric Delivery Co. LLC | 2.700% | 11/15/51 | 2,475 | 1,791 | ||
Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | 4,657 | 5,104 | ||
ONE Gas Inc. | 1.100% | 3/11/24 | 7,560 | 7,188 | ||
ONE Gas Inc. | 2.000% | 5/15/30 | 3,050 | 2,542 | ||
ONE Gas Inc. | 4.658% | 2/1/44 | 5,915 | 5,351 | ||
ONE Gas Inc. | 4.500% | 11/1/48 | 7,424 | 6,572 | ||
Pacific Gas & Electric Co. | 1.700% | 11/15/23 | 4,370 | 4,204 | ||
Pacific Gas & Electric Co. | 3.850% | 11/15/23 | 9,405 | 9,299 | ||
Pacific Gas & Electric Co. | 3.750% | 2/15/24 | 4,216 | 4,125 | ||
Pacific Gas & Electric Co. | 3.500% | 6/15/25 | 7,429 | 7,052 | ||
Pacific Gas & Electric Co. | 3.450% | 7/1/25 | 1,931 | 1,814 | ||
Pacific Gas & Electric Co. | 3.150% | 1/1/26 | 29,054 | 26,467 | ||
Pacific Gas & Electric Co. | 2.100% | 8/1/27 | 4,788 | 4,021 | ||
Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 33,052 | 28,849 | ||
Pacific Gas & Electric Co. | 3.000% | 6/15/28 | 2,670 | 2,310 | ||
Pacific Gas & Electric Co. | 3.750% | 7/1/28 | 19,560 | 17,261 | ||
Pacific Gas & Electric Co. | 4.550% | 7/1/30 | 41,286 | 36,652 | ||
Pacific Gas & Electric Co. | 2.500% | 2/1/31 | 27,888 | 21,435 | ||
Pacific Gas & Electric Co. | 3.250% | 6/1/31 | 5,830 | 4,696 | ||
Pacific Gas & Electric Co. | 4.500% | 7/1/40 | 27,046 | 20,955 | ||
Pacific Gas & Electric Co. | 3.300% | 8/1/40 | 11,409 | 7,885 | ||
Pacific Gas & Electric Co. | 4.200% | 6/1/41 | 6,900 | 5,117 | ||
Pacific Gas & Electric Co. | 4.750% | 2/15/44 | 15,165 | 11,575 | ||
Pacific Gas & Electric Co. | 4.300% | 3/15/45 | 10,306 | 7,500 | ||
Pacific Gas & Electric Co. | 4.250% | 3/15/46 | 5,584 | 4,130 | ||
Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 29,303 | 20,385 | ||
Pacific Gas & Electric Co. | 4.950% | 7/1/50 | 46,154 | 36,804 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 28,252 | 18,870 | ||
PacifiCorp | 3.600% | 4/1/24 | 7,264 | 7,280 | ||
PacifiCorp | 3.500% | 6/15/29 | 14,067 | 13,362 | ||
PacifiCorp | 2.700% | 9/15/30 | 6,648 | 5,870 | ||
PacifiCorp | 7.700% | 11/15/31 | 1,399 | 1,712 | ||
PacifiCorp | 5.250% | 6/15/35 | 3,968 | 4,058 | ||
PacifiCorp | 6.100% | 8/1/36 | 5,828 | 6,414 | ||
PacifiCorp | 5.750% | 4/1/37 | 10,490 | 11,113 | ||
PacifiCorp | 6.250% | 10/15/37 | 8,112 | 9,089 | ||
PacifiCorp | 6.350% | 7/15/38 | 4,232 | 4,795 | ||
PacifiCorp | 6.000% | 1/15/39 | 5,146 | 5,648 | ||
PacifiCorp | 4.100% | 2/1/42 | 5,640 | 5,012 | ||
PacifiCorp | 4.125% | 1/15/49 | 19,087 | 17,057 | ||
PacifiCorp | 4.150% | 2/15/50 | 13,389 | 12,006 | ||
PacifiCorp | 3.300% | 3/15/51 | 11,891 | 9,332 | ||
PacifiCorp | 2.900% | 6/15/52 | 19,758 | 14,463 | ||
PECO Energy Co. | 3.150% | 10/15/25 | 2,350 | 2,313 | ||
PECO Energy Co. | 3.900% | 3/1/48 | 6,896 | 6,185 | ||
PECO Energy Co. | 3.000% | 9/15/49 | 5,925 | 4,493 | ||
PECO Energy Co. | 2.800% | 6/15/50 | 6,640 | 4,873 | ||
PECO Energy Co. | 3.050% | 3/15/51 | 5,226 | 4,009 | ||
PECO Energy Co. | 2.850% | 9/15/51 | 4,000 | 2,942 | ||
PECO Energy Co. | 4.600% | 5/15/52 | 5,270 | 5,291 | ||
3 | PG&E Energy Recovery Funding LLC | 1.460% | 7/15/31 | 4,200 | 3,903 | |
3 | PG&E Energy Recovery Funding LLC | 2.280% | 1/15/36 | 1,300 | 1,101 | |
3 | PG&E Energy Recovery Funding LLC | 2.822% | 7/15/46 | 5,125 | 4,060 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | PG&E Wildfire Recovery Funding LLC | 3.594% | 6/1/30 | 11,490 | 11,445 | |
3 | PG&E Wildfire Recovery Funding LLC | 4.263% | 6/1/36 | 3,464 | 3,459 | |
3 | PG&E Wildfire Recovery Funding LLC | 4.451% | 12/1/47 | 15,400 | 15,406 | |
3 | PG&E Wildfire Recovery Funding LLC | 4.674% | 12/1/51 | 3,400 | 3,388 | |
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 5,825 | 5,410 | ||
Piedmont Natural Gas Co. Inc. | 2.500% | 3/15/31 | 4,605 | 3,890 | ||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 2,450 | 2,240 | ||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 4,215 | 3,338 | ||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 10,025 | 7,454 | ||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 10,615 | 9,715 | ||
Potomac Electric Power Co. | 3.600% | 3/15/24 | 3,537 | 3,541 | ||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 7,787 | 9,043 | ||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 6,057 | 5,502 | ||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 10,052 | 9,567 | ||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 5,942 | 6,758 | ||
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 3,240 | 2,893 | ||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 5,505 | 4,905 | ||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 6,530 | 5,870 | ||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 3,777 | 3,481 | ||
Progress Energy Inc. | 7.750% | 3/1/31 | 5,908 | 6,902 | ||
Progress Energy Inc. | 6.000% | 12/1/39 | 7,274 | 7,672 | ||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 5,625 | 5,538 | ||
3 | Public Service Co. of Colorado | 1.900% | 1/15/31 | 5,451 | 4,595 | |
Public Service Co. of Colorado | 1.875% | 6/15/31 | 10,245 | 8,556 | ||
3 | Public Service Co. of Colorado | 4.100% | 6/1/32 | 3,400 | 3,388 | |
3 | Public Service Co. of Colorado | 6.250% | 9/1/37 | 1,223 | 1,421 | |
Public Service Co. of Colorado | 3.600% | 9/15/42 | 7,910 | 6,763 | ||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 1,737 | 1,597 | ||
Public Service Co. of Colorado | 3.800% | 6/15/47 | 1,776 | 1,563 | ||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 4,475 | 4,072 | ||
Public Service Co. of Colorado | 4.050% | 9/15/49 | 6,732 | 6,059 | ||
3 | Public Service Co. of Colorado | 3.200% | 3/1/50 | 3,413 | 2,695 | |
3 | Public Service Co. of Colorado | 2.700% | 1/15/51 | 6,324 | 4,529 | |
3 | Public Service Co. of Colorado | 4.500% | 6/1/52 | 5,000 | 4,905 | |
Public Service Co. of New Hampshire | 3.500% | 11/1/23 | 4,388 | 4,392 | ||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 5,639 | 4,724 | ||
3 | Public Service Electric & Gas Co. | 3.250% | 9/1/23 | 125 | 125 | |
3 | Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 11,393 | 11,148 | |
3 | Public Service Electric & Gas Co. | 2.250% | 9/15/26 | 4,945 | 4,643 | |
3 | Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 6,691 | 6,446 | |
3 | Public Service Electric & Gas Co. | 3.700% | 5/1/28 | 1,370 | 1,337 | |
3 | Public Service Electric & Gas Co. | 3.650% | 9/1/28 | 1,225 | 1,193 | |
3 | Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 3,675 | 3,480 | |
3 | Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 3,743 | 3,343 | |
3 | Public Service Electric & Gas Co. | 5.800% | 5/1/37 | 1,986 | 2,223 | |
3 | Public Service Electric & Gas Co. | 5.500% | 3/1/40 | 417 | 448 | |
3 | Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 5,815 | 5,249 | |
3 | Public Service Electric & Gas Co. | 3.650% | 9/1/42 | 2,111 | 1,806 | |
3 | Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 16,823 | 14,763 | |
3 | Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 6,501 | 5,498 | |
3 | Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 11,118 | 9,793 | |
3 | Public Service Electric & Gas Co. | 3.200% | 8/1/49 | 1,255 | 999 | |
3 | Public Service Electric & Gas Co. | 3.150% | 1/1/50 | 3,860 | 3,004 | |
3 | Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 11,025 | 7,916 | |
3 | Public Service Electric & Gas Co. | 2.050% | 8/1/50 | 9,410 | 5,897 | |
Public Service Enterprise Group Inc. | 2.875% | 6/15/24 | 5,266 | 5,159 | ||
Public Service Enterprise Group Inc. | 0.800% | 8/15/25 | 8,730 | 7,888 | ||
Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | 11,660 | 9,275 | ||
Puget Energy Inc. | 3.650% | 5/15/25 | 11,158 | 10,942 | ||
Puget Energy Inc. | 4.100% | 6/15/30 | 5,894 | 5,484 | ||
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 3,680 | 4,137 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 6,910 | 7,348 | ||
Puget Sound Energy Inc. | 5.795% | 3/15/40 | 1,824 | 1,953 | ||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 3,318 | 3,494 | ||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 9,889 | 8,844 | ||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 7,096 | 6,282 | ||
Puget Sound Energy Inc. | 3.250% | 9/15/49 | 5,575 | 4,266 | ||
3 | San Diego Gas & Electric Co. | 3.600% | 9/1/23 | 7,757 | 7,778 | |
San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 1,912 | 1,816 | ||
3 | San Diego Gas & Electric Co. | 1.700% | 10/1/30 | 4,188 | 3,443 | |
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 1,929 | 2,121 | ||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 5,845 | 5,498 | ||
3 | San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 5,600 | 4,737 | |
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 7,401 | 6,820 | ||
3 | San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 3,200 | 2,481 | |
3 | SCE Recovery Funding LLC | 2.943% | 11/15/42 | 3,075 | 3,037 | |
Sempra Energy | 3.300% | 4/1/25 | 9,040 | 8,833 | ||
Sempra Energy | 3.250% | 6/15/27 | 9,953 | 9,439 | ||
Sempra Energy | 3.400% | 2/1/28 | 14,097 | 13,313 | ||
Sempra Energy | 3.800% | 2/1/38 | 14,675 | 12,377 | ||
Sempra Energy | 6.000% | 10/15/39 | 24,780 | 26,087 | ||
Sempra Energy | 4.000% | 2/1/48 | 10,968 | 9,083 | ||
Sempra Energy | 4.125% | 4/1/52 | 5,316 | 4,269 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 13,135 | 12,497 | ||
3 | Southern California Edison Co. | 0.700% | 8/1/23 | 5,320 | 5,159 | |
3 | Southern California Edison Co. | 3.500% | 10/1/23 | 9,977 | 9,967 | |
Southern California Edison Co. | 1.100% | 4/1/24 | 7,398 | 7,037 | ||
3 | Southern California Edison Co. | 0.975% | 8/1/24 | 4,000 | 3,775 | |
3 | Southern California Edison Co. | 3.700% | 8/1/25 | 16,664 | 16,405 | |
3 | Southern California Edison Co. | 1.200% | 2/1/26 | 5,800 | 5,211 | |
3 | Southern California Edison Co. | 3.650% | 3/1/28 | 12,387 | 11,729 | |
3 | Southern California Edison Co. | 4.200% | 3/1/29 | 8,182 | 7,880 | |
Southern California Edison Co. | 6.650% | 4/1/29 | 3,700 | 3,933 | ||
Southern California Edison Co. | 2.850% | 8/1/29 | 4,517 | 4,004 | ||
Southern California Edison Co. | 2.250% | 6/1/30 | 7,575 | 6,356 | ||
3 | Southern California Edison Co. | 2.500% | 6/1/31 | 7,050 | 5,920 | |
Southern California Edison Co. | 2.750% | 2/1/32 | 4,590 | 3,881 | ||
Southern California Edison Co. | 6.000% | 1/15/34 | 6,460 | 6,888 | ||
3 | Southern California Edison Co. | 5.750% | 4/1/35 | 3,206 | 3,278 | |
3 | Southern California Edison Co. | 5.350% | 7/15/35 | 9,483 | 9,455 | |
Southern California Edison Co. | 5.625% | 2/1/36 | 6,390 | 6,433 | ||
3 | Southern California Edison Co. | 5.550% | 1/15/37 | 6,225 | 6,239 | |
3 | Southern California Edison Co. | 5.950% | 2/1/38 | 10,230 | 10,629 | |
Southern California Edison Co. | 6.050% | 3/15/39 | 3,386 | 3,542 | ||
Southern California Edison Co. | 5.500% | 3/15/40 | 8,463 | 8,350 | ||
Southern California Edison Co. | 4.500% | 9/1/40 | 5,238 | 4,643 | ||
Southern California Edison Co. | 4.050% | 3/15/42 | 13,800 | 11,436 | ||
3 | Southern California Edison Co. | 3.900% | 3/15/43 | 6,761 | 5,413 | |
Southern California Edison Co. | 4.650% | 10/1/43 | 5,498 | 4,971 | ||
3 | Southern California Edison Co. | 3.600% | 2/1/45 | 5,495 | 4,116 | |
Southern California Edison Co. | 4.000% | 4/1/47 | 5,108 | 4,143 | ||
3 | Southern California Edison Co. | 4.125% | 3/1/48 | 20,671 | 17,061 | |
3 | Southern California Edison Co. | 4.875% | 3/1/49 | 8,080 | 7,337 | |
Southern California Edison Co. | 3.650% | 2/1/50 | 18,122 | 13,867 | ||
3 | Southern California Edison Co. | 2.950% | 2/1/51 | 8,525 | 5,797 | |
3 | Southern California Edison Co. | 3.650% | 6/1/51 | 6,250 | 4,868 | |
Southern California Edison Co. | 3.450% | 2/1/52 | 6,265 | 4,660 | ||
Southern California Gas Co. | 3.150% | 9/15/24 | 5,320 | 5,286 | ||
Southern California Gas Co. | 3.200% | 6/15/25 | 2,314 | 2,270 | ||
3 | Southern California Gas Co. | 2.600% | 6/15/26 | 13,800 | 13,079 | |
Southern California Gas Co. | 2.950% | 4/15/27 | 8,300 | 7,876 | ||
3 | Southern California Gas Co. | 2.550% | 2/1/30 | 9,701 | 8,576 | |
Southern California Gas Co. | 3.750% | 9/15/42 | 4,495 | 3,766 | ||
3 | Southern California Gas Co. | 4.125% | 6/1/48 | 5,450 | 4,778 | |
3 | Southern California Gas Co. | 4.300% | 1/15/49 | 1,270 | 1,152 | |
3 | Southern California Gas Co. | 3.950% | 2/15/50 | 6,040 | 5,198 | |
Southern Co. | 2.950% | 7/1/23 | 8,919 | 8,818 | ||
3 | Southern Co. | 0.600% | 2/26/24 | 3,762 | 3,565 | |
Southern Co. | 4.475% | 8/1/24 | 7,745 | 7,774 | ||
Southern Co. | 3.250% | 7/1/26 | 22,005 | 21,076 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Southern Co. | 5.113% | 8/1/27 | 6,300 | 6,362 | ||
3 | Southern Co. | 1.750% | 3/15/28 | 5,120 | 4,379 | |
3 | Southern Co. | 3.700% | 4/30/30 | 9,720 | 9,026 | |
Southern Co. | 4.250% | 7/1/36 | 7,185 | 6,592 | ||
Southern Co. | 4.400% | 7/1/46 | 11,235 | 9,795 | ||
3 | Southern Co. | 4.000% | 1/15/51 | 6,100 | 5,450 | |
3 | Southern Co. | 3.750% | 9/15/51 | 14,296 | 12,122 | |
Southern Co. Gas Capital Corp. | 2.450% | 10/1/23 | 10,521 | 10,373 | ||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 7,543 | 7,233 | ||
3 | Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | 9,542 | 7,526 | |
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 5,425 | 5,708 | ||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 5,446 | 4,729 | ||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 6,025 | 4,920 | ||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 18,800 | 16,415 | ||
3 | Southern Co. Gas Capital Corp. | 3.150% | 9/30/51 | 700 | 496 | |
Southern Power Co. | 4.150% | 12/1/25 | 5,900 | 5,903 | ||
Southern Power Co. | 0.900% | 1/15/26 | 1,000 | 891 | ||
Southern Power Co. | 5.150% | 9/15/41 | 11,381 | 10,721 | ||
Southern Power Co. | 5.250% | 7/15/43 | 3,750 | 3,558 | ||
3 | Southern Power Co. | 4.950% | 12/15/46 | 4,700 | 4,312 | |
Southwest Gas Corp. | 3.700% | 4/1/28 | 9,075 | 8,519 | ||
Southwest Gas Corp. | 2.200% | 6/15/30 | 1,350 | 1,090 | ||
Southwest Gas Corp. | 3.800% | 9/29/46 | 1,175 | 922 | ||
Southwest Gas Corp. | 4.150% | 6/1/49 | 4,400 | 3,641 | ||
3 | Southwestern Electric Power Co. | 1.650% | 3/15/26 | 7,647 | 6,972 | |
3 | Southwestern Electric Power Co. | 2.750% | 10/1/26 | 5,710 | 5,348 | |
3 | Southwestern Electric Power Co. | 4.100% | 9/15/28 | 17,420 | 16,828 | |
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 8,563 | 9,247 | ||
3 | Southwestern Electric Power Co. | 3.900% | 4/1/45 | 15,217 | 12,228 | |
3 | Southwestern Electric Power Co. | 3.850% | 2/1/48 | 7,150 | 5,780 | |
Southwestern Electric Power Co. | 3.250% | 11/1/51 | 7,250 | 5,349 | ||
Southwestern Public Service Co. | 3.300% | 6/15/24 | 2,990 | 2,972 | ||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 6,348 | 5,990 | ||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 21,190 | 16,412 | ||
Southwestern Public Service Co. | 3.700% | 8/15/47 | 8,566 | 7,098 | ||
3 | Southwestern Public Service Co. | 4.400% | 11/15/48 | 11,507 | 10,545 | |
Southwestern Public Service Co. | 3.750% | 6/15/49 | 6,687 | 5,614 | ||
3 | Southwestern Public Service Co. | 3.150% | 5/1/50 | 10,700 | 8,196 | |
Tampa Electric Co. | 2.400% | 3/15/31 | 4,010 | 3,464 | ||
Tampa Electric Co. | 4.100% | 6/15/42 | 927 | 821 | ||
Tampa Electric Co. | 4.350% | 5/15/44 | 5,935 | 5,417 | ||
Tampa Electric Co. | 4.300% | 6/15/48 | 4,556 | 4,128 | ||
Tampa Electric Co. | 4.450% | 6/15/49 | 5,830 | 5,411 | ||
Tampa Electric Co. | 3.625% | 6/15/50 | 5,095 | 4,150 | ||
Tampa Electric Co. | 3.450% | 3/15/51 | 4,500 | 3,579 | ||
Toledo Edison Co. | 6.150% | 5/15/37 | 3,940 | 4,361 | ||
Tucson Electric Power Co. | 3.050% | 3/15/25 | 3,434 | 3,371 | ||
Tucson Electric Power Co. | 1.500% | 8/1/30 | 5,716 | 4,561 | ||
Tucson Electric Power Co. | 3.250% | 5/15/32 | 3,200 | 2,884 | ||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 3,235 | 3,102 | ||
Tucson Electric Power Co. | 4.000% | 6/15/50 | 6,892 | 5,828 | ||
Union Electric Co. | 3.500% | 4/15/24 | 8,630 | 8,632 | ||
Union Electric Co. | 2.950% | 6/15/27 | 6,465 | 6,155 | ||
Union Electric Co. | 3.500% | 3/15/29 | 6,619 | 6,336 | ||
Union Electric Co. | 2.950% | 3/15/30 | 10,429 | 9,482 | ||
Union Electric Co. | 2.150% | 3/15/32 | 6,578 | 5,485 | ||
Union Electric Co. | 5.300% | 8/1/37 | 3,570 | 3,707 | ||
Union Electric Co. | 8.450% | 3/15/39 | 1,775 | 2,381 | ||
Union Electric Co. | 3.900% | 9/15/42 | 5,637 | 4,934 | ||
Union Electric Co. | 3.650% | 4/15/45 | 8,424 | 6,932 | ||
Union Electric Co. | 4.000% | 4/1/48 | 9,860 | 8,643 | ||
Union Electric Co. | 3.250% | 10/1/49 | 6,950 | 5,398 | ||
Union Electric Co. | 2.625% | 3/15/51 | 5,425 | 3,787 | ||
Union Electric Co. | 3.900% | 4/1/52 | 3,265 | 2,891 | ||
United Utilities plc | 6.875% | 8/15/28 | 1,575 | 1,708 | ||
Veolia Environnement SA | 6.750% | 6/1/38 | 3,690 | 4,372 | ||
Virginia Electric & Power Co. | 3.450% | 2/15/24 | 5,370 | 5,357 | ||
3 | Virginia Electric & Power Co. | 3.100% | 5/15/25 | 5,210 | 5,121 | |
3 | Virginia Electric & Power Co. | 3.150% | 1/15/26 | 17,143 | 16,647 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Virginia Electric & Power Co. | 2.950% | 11/15/26 | 5,151 | 4,907 | |
3 | Virginia Electric & Power Co. | 3.500% | 3/15/27 | 32,446 | 31,697 | |
3 | Virginia Electric & Power Co. | 3.800% | 4/1/28 | 21,878 | 21,358 | |
3 | Virginia Electric & Power Co. | 2.875% | 7/15/29 | 4,545 | 4,162 | |
Virginia Electric & Power Co. | 2.300% | 11/15/31 | 4,035 | 3,429 | ||
Virginia Electric & Power Co. | 2.400% | 3/30/32 | 8,540 | 7,308 | ||
3 | Virginia Electric & Power Co. | 6.000% | 1/15/36 | 8,562 | 9,441 | |
3 | Virginia Electric & Power Co. | 6.000% | 5/15/37 | 8,242 | 9,132 | |
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 5,305 | 6,152 | ||
Virginia Electric & Power Co. | 8.875% | 11/15/38 | 2,766 | 3,904 | ||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 9,886 | 8,674 | ||
3 | Virginia Electric & Power Co. | 4.650% | 8/15/43 | 10,217 | 9,729 | |
Virginia Electric & Power Co. | 4.450% | 2/15/44 | 12,241 | 11,383 | ||
3 | Virginia Electric & Power Co. | 4.200% | 5/15/45 | 8,305 | 7,448 | |
3 | Virginia Electric & Power Co. | 4.000% | 11/15/46 | 14,913 | 13,166 | |
3 | Virginia Electric & Power Co. | 3.800% | 9/15/47 | 8,301 | 7,070 | |
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 7,385 | 7,098 | ||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 935 | 744 | ||
Virginia Electric & Power Co. | 2.450% | 12/15/50 | 13,741 | 9,224 | ||
Virginia Electric & Power Co. | 2.950% | 11/15/51 | 26,030 | 19,329 | ||
3 | Virginia Electric & Power Co. | 4.625% | 5/15/52 | 7,600 | 7,378 | |
3 | Washington Gas Light Co. | 3.796% | 9/15/46 | 4,835 | 4,142 | |
3 | Washington Gas Light Co. | 3.650% | 9/15/49 | 6,375 | 5,324 | |
WEC Energy Group Inc. | 0.550% | 9/15/23 | 7,151 | 6,911 | ||
WEC Energy Group Inc. | 0.800% | 3/15/24 | 6,085 | 5,777 | ||
WEC Energy Group Inc. | 3.550% | 6/15/25 | 1,360 | 1,335 | ||
WEC Energy Group Inc. | 1.375% | 10/15/27 | 7,662 | 6,637 | ||
WEC Energy Group Inc. | 2.200% | 12/15/28 | 2,546 | 2,229 | ||
WEC Energy Group Inc. | 1.800% | 10/15/30 | 7,970 | 6,415 | ||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 1,930 | 1,859 | ||
Wisconsin Electric Power Co. | 1.700% | 6/15/28 | 3,860 | 3,364 | ||
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 775 | 842 | ||
Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 1,175 | 1,276 | ||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 4,055 | 3,719 | ||
Wisconsin Power & Light Co. | 3.050% | 10/15/27 | 2,450 | 2,317 | ||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 4,325 | 4,942 | ||
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 4,990 | 4,064 | ||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 3,575 | 3,028 | ||
Wisconsin Public Service Corp. | 4.752% | 11/1/44 | 5,075 | 4,880 | ||
Wisconsin Public Service Corp. | 3.300% | 9/1/49 | 1,225 | 971 | ||
Wisconsin Public Service Corp. | 2.850% | 12/1/51 | 5,780 | 4,197 | ||
Xcel Energy Inc. | 0.500% | 10/15/23 | 7,257 | 6,974 | ||
Xcel Energy Inc. | 3.300% | 6/1/25 | 7,555 | 7,421 | ||
Xcel Energy Inc. | 3.350% | 12/1/26 | 5,772 | 5,570 | ||
Xcel Energy Inc. | 1.750% | 3/15/27 | 4,000 | 3,575 | ||
Xcel Energy Inc. | 4.000% | 6/15/28 | 7,098 | 6,938 | ||
Xcel Energy Inc. | 2.600% | 12/1/29 | 9,962 | 8,758 | ||
Xcel Energy Inc. | 3.400% | 6/1/30 | 17,903 | 16,466 | ||
Xcel Energy Inc. | 2.350% | 11/15/31 | 4,072 | 3,372 | ||
Xcel Energy Inc. | 4.600% | 6/1/32 | 8,800 | 8,742 | ||
Xcel Energy Inc. | 6.500% | 7/1/36 | 9,088 | 10,335 | ||
Xcel Energy Inc. | 3.500% | 12/1/49 | 6,570 | 5,218 | ||
6,112,900 | ||||||
Total Corporate Bonds (Cost $83,641,930) | 74,675,081 | |||||
Sovereign Bonds (3.7%) | ||||||
African Development Bank | 3.000% | 9/20/23 | 22,509 | 22,502 | ||
3 | African Development Bank | 0.875% | 3/23/26 | 36,555 | 33,623 | |
3 | African Development Bank | 0.875% | 7/22/26 | 23,832 | 21,749 | |
3 | Asian Development Bank | 0.250% | 7/14/23 | 60,025 | 58,442 | |
3 | Asian Development Bank | 0.250% | 10/6/23 | 57,370 | 55,473 | |
Asian Development Bank | 2.625% | 1/30/24 | 14,059 | 13,971 | ||
3 | Asian Development Bank | 0.375% | 6/11/24 | 38,250 | 36,326 | |
3 | Asian Development Bank | 0.625% | 10/8/24 | 31,705 | 30,053 | |
Asian Development Bank | 1.500% | 10/18/24 | 51,170 | 49,413 | ||
3 | Asian Development Bank | 2.000% | 1/22/25 | 16,765 | 16,322 | |
3 | Asian Development Bank | 2.125% | 3/19/25 | 3,485 | 3,399 | |
Asian Development Bank | 0.625% | 4/29/25 | 51,633 | 48,205 | ||
3 | Asian Development Bank | 2.875% | 5/6/25 | 53,970 | 53,632 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Asian Development Bank | 0.375% | 9/3/25 | 76,090 | 69,813 | |
3 | Asian Development Bank | 0.500% | 2/4/26 | 68,009 | 61,944 | |
3 | Asian Development Bank | 1.000% | 4/14/26 | 27,873 | 25,745 | |
3 | Asian Development Bank | 2.000% | 4/24/26 | 13,525 | 12,959 | |
3 | Asian Development Bank | 1.750% | 8/14/26 | 2,585 | 2,447 | |
3 | Asian Development Bank | 2.625% | 1/12/27 | 22,927 | 22,425 | |
3 | Asian Development Bank | 1.500% | 1/20/27 | 52,105 | 48,490 | |
Asian Development Bank | 6.220% | 8/15/27 | 1,230 | 1,387 | ||
3 | Asian Development Bank | 2.500% | 11/2/27 | 41,416 | 40,053 | |
3 | Asian Development Bank | 2.750% | 1/19/28 | 25,217 | 24,647 | |
3 | Asian Development Bank | 1.250% | 6/9/28 | 8,500 | 7,605 | |
Asian Development Bank | 5.820% | 6/16/28 | 3,750 | 4,261 | ||
3 | Asian Development Bank | 3.125% | 9/26/28 | 12,625 | 12,572 | |
3 | Asian Development Bank | 1.750% | 9/19/29 | 38,458 | 34,895 | |
3 | Asian Development Bank | 1.875% | 1/24/30 | 20,733 | 18,897 | |
3 | Asian Development Bank | 0.750% | 10/8/30 | 26,825 | 22,160 | |
3 | Asian Development Bank | 1.500% | 3/4/31 | 31,900 | 27,862 | |
Asian Development Bank | 3.125% | 4/27/32 | 25,000 | 24,826 | ||
Asian Infrastructure Investment Bank | 0.250% | 9/29/23 | 12,790 | 12,355 | ||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 42,639 | 41,919 | ||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 18,675 | 17,253 | ||
Asian Infrastructure Investment Bank | 3.375% | 6/29/25 | 15,350 | 15,362 | ||
Asian Infrastructure Investment Bank | 0.500% | 1/27/26 | 40,180 | 36,395 | ||
Canadian Government Bond | 1.625% | 1/22/25 | 41,605 | 40,169 | ||
Canadian Government Bond | 2.875% | 4/28/25 | 34,650 | 34,449 | ||
Canadian Government Bond | 0.750% | 5/19/26 | 57,425 | 52,432 | ||
Corp. Andina de Fomento | 3.750% | 11/23/23 | 15,430 | 15,494 | ||
Corp. Andina de Fomento | 1.250% | 10/26/24 | 20,490 | 19,435 | ||
Corp. Andina de Fomento | 1.625% | 9/23/25 | 6,000 | 5,621 | ||
Corp. Andina de Fomento | 2.250% | 2/8/27 | 9,700 | 9,024 | ||
Council of Europe Development Bank | 0.250% | 10/20/23 | 17,855 | 17,223 | ||
Council of Europe Development Bank | 2.500% | 2/27/24 | 4,925 | 4,883 | ||
Council of Europe Development Bank | 0.375% | 6/10/24 | 5,970 | 5,666 | ||
Council of Europe Development Bank | 1.375% | 2/27/25 | 13,125 | 12,558 | ||
Council of Europe Development Bank | 3.000% | 6/16/25 | 7,560 | 7,534 | ||
Council of Europe Development Bank | 0.875% | 9/22/26 | 18,347 | 16,711 | ||
Equinor ASA | 2.650% | 1/15/24 | 32,443 | 32,134 | ||
Equinor ASA | 3.700% | 3/1/24 | 20,768 | 20,864 | ||
Equinor ASA | 3.250% | 11/10/24 | 15,977 | 15,895 | ||
Equinor ASA | 2.875% | 4/6/25 | 13,322 | 13,088 | ||
Equinor ASA | 1.750% | 1/22/26 | 19,488 | 18,177 | ||
Equinor ASA | 3.000% | 4/6/27 | 6,699 | 6,448 | ||
Equinor ASA | 7.250% | 9/23/27 | 8,242 | 9,424 | ||
Equinor ASA | 3.625% | 9/10/28 | 12,605 | 12,324 | ||
7 | Equinor ASA | 6.500% | 12/1/28 | 975 | 1,087 | |
Equinor ASA | 3.125% | 4/6/30 | 24,440 | 22,632 | ||
Equinor ASA | 2.375% | 5/22/30 | 8,723 | 7,653 | ||
Equinor ASA | 3.625% | 4/6/40 | 7,711 | 6,778 | ||
Equinor ASA | 5.100% | 8/17/40 | 8,121 | 8,520 | ||
Equinor ASA | 4.250% | 11/23/41 | 11,059 | 10,425 | ||
Equinor ASA | 3.950% | 5/15/43 | 13,318 | 11,899 | ||
Equinor ASA | 4.800% | 11/8/43 | 10,550 | 10,567 | ||
Equinor ASA | 3.250% | 11/18/49 | 25,951 | 20,607 | ||
Equinor ASA | 3.700% | 4/6/50 | 30,907 | 26,652 | ||
3 | European Bank for Reconstruction & Development | 0.250% | 7/10/23 | 29,403 | 28,640 | |
European Bank for Reconstruction & Development | 1.625% | 9/27/24 | 7,725 | 7,491 | ||
3 | European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 5,400 | 5,185 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 33,722 | 31,305 | ||
3 | European Bank for Reconstruction & Development | 0.500% | 11/25/25 | 32,590 | 29,807 | |
3 | European Bank for Reconstruction & Development | 0.500% | 1/28/26 | 40,967 | 37,278 | |
3 | European Investment Bank | 2.875% | 8/15/23 | 53,568 | 53,512 | |
European Investment Bank | 0.250% | 9/15/23 | 75,113 | 72,714 | ||
3 | European Investment Bank | 3.125% | 12/14/23 | 54,169 | 54,239 | |
European Investment Bank | 3.250% | 1/29/24 | 61,062 | 61,260 | ||
European Investment Bank | 2.625% | 3/15/24 | 39,136 | 38,864 | ||
European Investment Bank | 2.250% | 6/24/24 | 53,401 | 52,568 | ||
European Investment Bank | 0.375% | 7/24/24 | 20,000 | 18,950 | ||
European Investment Bank | 2.500% | 10/15/24 | 27,090 | 26,757 | ||
European Investment Bank | 1.875% | 2/10/25 | 65,341 | 63,400 | ||
European Investment Bank | 1.625% | 3/14/25 | 68,384 | 65,839 | ||
European Investment Bank | 0.625% | 7/25/25 | 83,080 | 77,110 | ||
European Investment Bank | 2.750% | 8/15/25 | 40,100 | 39,677 | ||
European Investment Bank | 0.375% | 12/15/25 | 58,626 | 53,387 | ||
European Investment Bank | 0.375% | 3/26/26 | 55,613 | 50,205 | ||
European Investment Bank | 2.125% | 4/13/26 | 51,716 | 49,893 | ||
European Investment Bank | 0.750% | 10/26/26 | 4,987 | 4,510 | ||
3 | European Investment Bank | 1.375% | 3/15/27 | 39,355 | 36,324 | |
European Investment Bank | 2.375% | 5/24/27 | 18,292 | 17,667 | ||
European Investment Bank | 0.625% | 10/21/27 | 2,959 | 2,595 | ||
European Investment Bank | 1.750% | 3/15/29 | 200 | 183 | ||
European Investment Bank | 1.625% | 10/9/29 | 14,435 | 13,017 | ||
European Investment Bank | 0.875% | 5/17/30 | 10,425 | 8,763 | ||
European Investment Bank | 0.750% | 9/23/30 | 23,270 | 19,322 | ||
European Investment Bank | 1.250% | 2/14/31 | 30,137 | 25,845 | ||
European Investment Bank | 4.875% | 2/15/36 | 28,290 | 32,915 | ||
8 | Export Development Canada | 2.625% | 2/21/24 | 21,765 | 21,621 | |
8 | Export Development Canada | 3.000% | 5/25/27 | 26,100 | 25,878 | |
Export-Import Bank of Korea | 3.625% | 11/27/23 | 16,064 | 16,173 | ||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 33,700 | 34,106 | ||
Export-Import Bank of Korea | 0.375% | 2/9/24 | 6,520 | 6,233 | ||
Export-Import Bank of Korea | 2.875% | 1/21/25 | 3,538 | 3,485 | ||
Export-Import Bank of Korea | 1.875% | 2/12/25 | 16,200 | 15,551 | ||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 6,880 | 6,814 | ||
Export-Import Bank of Korea | 0.625% | 2/9/26 | 3,175 | 2,868 | ||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 31,255 | 30,264 | ||
Export-Import Bank of Korea | 3.250% | 8/12/26 | 1,125 | 1,113 | ||
Export-Import Bank of Korea | 1.625% | 1/18/27 | 7,825 | 7,188 | ||
Export-Import Bank of Korea | 2.375% | 4/21/27 | 250 | 237 | ||
Export-Import Bank of Korea | 1.250% | 9/21/30 | 25,400 | 20,955 | ||
Export-Import Bank of Korea | 1.375% | 2/9/31 | 5,450 | 4,488 | ||
Export-Import Bank of Korea | 2.125% | 1/18/32 | 11,500 | 9,916 | ||
Export-Import Bank of Korea | 2.500% | 6/29/41 | 13,175 | 10,544 | ||
9 | FMS Wertmanagement | 2.750% | 1/30/24 | 5,345 | 5,318 | |
3 | Hong Kong Government International Bond | 1.750% | 11/24/31 | 1,400 | 1,217 | |
3 | Hydro-Quebec | 8.050% | 7/7/24 | 8,490 | 9,238 | |
3 | Hydro-Quebec | 8.500% | 12/1/29 | 5,546 | 7,261 | |
Inter-American Development Bank | 3.000% | 10/4/23 | 19,736 | 19,731 | ||
Inter-American Development Bank | 0.250% | 11/15/23 | 77,705 | 74,849 | ||
Inter-American Development Bank | 2.625% | 1/16/24 | 27,083 | 26,911 | ||
Inter-American Development Bank | 3.000% | 2/21/24 | 34,799 | 34,768 | ||
5 | Inter-American Development Bank | 3.250% | 7/1/24 | 15,000 | 15,036 | |
Inter-American Development Bank | 0.500% | 9/23/24 | 30,914 | 29,222 | ||
Inter-American Development Bank | 2.125% | 1/15/25 | 32,465 | 31,713 | ||
3 | Inter-American Development Bank | 1.750% | 3/14/25 | 43,285 | 41,791 | |
Inter-American Development Bank | 0.875% | 4/3/25 | 35,952 | 33,861 | ||
Inter-American Development Bank | 7.000% | 6/15/25 | 5,849 | 6,460 | ||
Inter-American Development Bank | 0.625% | 7/15/25 | 63,837 | 59,254 | ||
3 | Inter-American Development Bank | 0.875% | 4/20/26 | 80,109 | 73,575 | |
3 | Inter-American Development Bank | 2.000% | 6/2/26 | 37,240 | 35,645 | |
Inter-American Development Bank | 2.000% | 7/23/26 | 26,728 | 25,555 | ||
Inter-American Development Bank | 1.500% | 1/13/27 | 3,055 | 2,845 | ||
Inter-American Development Bank | 2.375% | 7/7/27 | 50,205 | 48,367 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Inter-American Development Bank | 0.625% | 9/16/27 | 40,050 | 35,182 | ||
Inter-American Development Bank | 1.125% | 7/20/28 | 27,502 | 24,396 | ||
Inter-American Development Bank | 3.125% | 9/18/28 | 42,004 | 41,840 | ||
Inter-American Development Bank | 2.250% | 6/18/29 | 22,505 | 21,161 | ||
3 | Inter-American Development Bank | 1.125% | 1/13/31 | 30,055 | 25,482 | |
3 | Inter-American Development Bank | 3.875% | 10/28/41 | 4,720 | 4,809 | |
Inter-American Development Bank | 3.200% | 8/7/42 | 11,792 | 10,894 | ||
Inter-American Development Bank | 4.375% | 1/24/44 | 11,750 | 12,954 | ||
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 79,745 | 79,731 | ||
International Bank for Reconstruction & Development | 0.250% | 11/24/23 | 88,490 | 85,186 | ||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 54,780 | 54,280 | ||
3 | International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 55,997 | 54,215 | |
3 | International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 74,181 | 73,239 | |
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 39,710 | 38,328 | ||
3 | International Bank for Reconstruction & Development | 2.125% | 3/3/25 | 5,046 | 4,925 | |
International Bank for Reconstruction & Development | 0.750% | 3/11/25 | 21,128 | 19,867 | ||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 92,185 | 86,133 | ||
International Bank for Reconstruction & Development | 0.375% | 7/28/25 | 91,129 | 83,881 | ||
3 | International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 29,408 | 28,865 | |
International Bank for Reconstruction & Development | 0.500% | 10/28/25 | 97,017 | 89,034 | ||
3 | International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 16,012 | 16,006 | |
International Bank for Reconstruction & Development | 8.875% | 3/1/26 | 1,050 | 1,239 | ||
International Bank for Reconstruction & Development | 0.875% | 7/15/26 | 35,990 | 32,927 | ||
3 | International Bank for Reconstruction & Development | 1.875% | 10/27/26 | 9,101 | 8,640 | |
3 | International Bank for Reconstruction & Development | 2.500% | 11/22/27 | 24,044 | 23,253 | |
International Bank for Reconstruction & Development | 0.750% | 11/24/27 | 59,958 | 52,813 | ||
3 | International Bank for Reconstruction & Development | 1.375% | 4/20/28 | 35,037 | 31,674 | |
International Bank for Reconstruction & Development | 1.125% | 9/13/28 | 32,695 | 28,915 | ||
3 | International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 16,555 | 15,017 | |
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 26,665 | 22,399 | ||
International Bank for Reconstruction & Development | 0.750% | 8/26/30 | 52,875 | 43,772 | ||
International Bank for Reconstruction & Development | 1.250% | 2/10/31 | 57,300 | 49,045 | ||
International Bank for Reconstruction & Development | 1.625% | 11/3/31 | 103,650 | 90,643 | ||
International Bank for Reconstruction & Development | 2.500% | 3/29/32 | 35,495 | 33,447 | ||
3 | International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 10,790 | 12,225 | |
3 | International Finance Corp. | 2.875% | 7/31/23 | 25,350 | 25,319 | |
3 | International Finance Corp. | 1.375% | 10/16/24 | 22,430 | 21,620 | |
3 | International Finance Corp. | 0.375% | 7/16/25 | 6,350 | 5,851 | |
3 | International Finance Corp. | 2.125% | 4/7/26 | 24,895 | 23,982 | |
International Finance Corp. | 0.750% | 8/27/30 | 10,075 | 8,349 | ||
3,10 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 11,250 | 11,225 | |
10 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 5,187 | 5,199 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,10 | Japan Bank for International Cooperation | 3.375% | 7/31/23 | 1,650 | 1,655 | |
10 | Japan Bank for International Cooperation | 0.375% | 9/15/23 | 35,185 | 34,088 | |
10 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 22,290 | 22,368 | |
3,10 | Japan Bank for International Cooperation | 0.500% | 4/15/24 | 6,000 | 5,725 | |
3,10 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 23,500 | 23,198 | |
3,10 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 20,705 | 20,631 | |
3,10 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 13,378 | 12,965 | |
3,10 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 37,444 | 36,434 | |
10 | Japan Bank for International Cooperation | 2.875% | 4/14/25 | 1,080 | 1,068 | |
10 | Japan Bank for International Cooperation | 0.625% | 7/15/25 | 33,758 | 31,192 | |
3,10 | Japan Bank for International Cooperation | 2.750% | 1/21/26 | 10,592 | 10,363 | |
3,10 | Japan Bank for International Cooperation | 2.375% | 4/20/26 | 2,796 | 2,694 | |
3,10 | Japan Bank for International Cooperation | 2.250% | 11/4/26 | 32,155 | 30,730 | |
10 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 34,191 | 33,383 | |
10 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 9,250 | 9,023 | |
10 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 31,290 | 30,223 | |
10 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 14,144 | 14,045 | |
10 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 22,065 | 22,078 | |
10 | Japan Bank for International Cooperation | 2.125% | 2/16/29 | 19,415 | 17,924 | |
10 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 12,722 | 11,555 | |
10 | Japan Bank for International Cooperation | 1.250% | 1/21/31 | 16,230 | 13,677 | |
10 | Japan Bank for International Cooperation | 1.875% | 4/15/31 | 17,750 | 15,659 | |
10 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 11,760 | 11,384 | |
10 | Japan International Cooperation Agency | 3.250% | 5/25/27 | 30,000 | 29,691 | |
10 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 5,250 | 5,216 | |
10 | Japan International Cooperation Agency | 1.000% | 7/22/30 | 6,450 | 5,333 | |
10 | Japan International Cooperation Agency | 1.750% | 4/28/31 | 3,600 | 3,130 | |
9 | KFW | 0.250% | 10/19/23 | 98,675 | 95,256 | |
9 | KFW | 2.625% | 2/28/24 | 26,423 | 26,246 | |
9 | KFW | 0.250% | 3/8/24 | 55,225 | 52,713 | |
9 | KFW | 1.375% | 8/5/24 | 36,801 | 35,576 | |
9 | KFW | 0.500% | 9/20/24 | 68,730 | 64,992 | |
9 | KFW | 2.500% | 11/20/24 | 65,011 | 64,167 | |
9 | KFW | 1.250% | 1/31/25 | 59,998 | 57,314 | |
9 | KFW | 2.000% | 5/2/25 | 22,947 | 22,268 | |
9 | KFW | 0.375% | 7/18/25 | 101,069 | 93,069 | |
9 | KFW | 0.625% | 1/22/26 | 90,150 | 82,547 | |
9 | KFW | 1.000% | 10/1/26 | 53,975 | 49,441 | |
9 | KFW | 3.000% | 5/20/27 | 27,705 | 27,519 | |
9 | KFW | 2.875% | 4/3/28 | 22,944 | 22,587 | |
9 | KFW | 1.750% | 9/14/29 | 17,208 | 15,676 | |
9 | KFW | 0.750% | 9/30/30 | 30,875 | 25,599 | |
9 | KFW | 0.000% | 4/18/36 | 20,967 | 13,289 | |
9 | KFW | 0.000% | 6/29/37 | 40,645 | 24,416 | |
Korea Development Bank | 3.750% | 1/22/24 | 23,949 | 24,122 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Korea Development Bank | 3.250% | 2/19/24 | 4,100 | 4,099 | ||
Korea Development Bank | 2.125% | 10/1/24 | 6,630 | 6,454 | ||
Korea Development Bank | 0.750% | 1/25/25 | 10,965 | 10,244 | ||
Korea Development Bank | 3.375% | 9/16/25 | 1,975 | 1,966 | ||
Korea Development Bank | 0.800% | 4/27/26 | 300 | 272 | ||
Korea Development Bank | 2.000% | 9/12/26 | 2,000 | 1,881 | ||
Korea Development Bank | 1.375% | 4/25/27 | 8,320 | 7,497 | ||
Korea Development Bank | 1.625% | 1/19/31 | 13,900 | 11,711 | ||
Korea Development Bank | 2.000% | 10/25/31 | 10,091 | 8,605 | ||
9 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 14,850 | 14,871 | |
9 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 38,897 | 37,903 | |
3,9 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 13,190 | 12,241 | |
9 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 25,150 | 24,610 | |
9 | Landwirtschaftliche Rentenbank | 0.875% | 3/30/26 | 18,000 | 16,538 | |
3,9 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 18,175 | 17,211 | |
3,9 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 14,574 | 14,054 | |
9 | Landwirtschaftliche Rentenbank | 0.875% | 9/3/30 | 26,525 | 22,183 | |
Nordic Investment Bank | 2.875% | 7/19/23 | 13,850 | 13,849 | ||
Nordic Investment Bank | 2.250% | 5/21/24 | 12,715 | 12,522 | ||
Nordic Investment Bank | 0.375% | 9/20/24 | 5,600 | 5,280 | ||
Nordic Investment Bank | 0.375% | 9/11/25 | 27,545 | 25,268 | ||
3 | Nordic Investment Bank | 0.500% | 1/21/26 | 19,000 | 17,321 | |
North American Development Bank | 2.400% | 10/26/22 | 1,658 | 1,655 | ||
11 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 12,451 | 12,465 | |
11 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 15,455 | 14,840 | |
11 | Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | 34,175 | 31,304 | |
3,11 | Oesterreichische Kontrollbank AG | 0.500% | 2/2/26 | 24,000 | 21,836 | |
3 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 11,345 | 11,455 | |
3 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 27,244 | 27,599 | |
3 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 23,539 | 23,838 | |
3 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 8,957 | 11,199 | |
3 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 6,905 | 6,315 | |
3 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 43,536 | 43,611 | |
3 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 33,985 | 33,468 | |
3,12 | Petroleos Mexicanos | 2.290% | 2/15/24 | 475 | 459 | |
12 | Petroleos Mexicanos | 2.378% | 4/15/25 | 848 | 795 | |
Province of Alberta | 3.350% | 11/1/23 | 32,128 | 32,219 | ||
Province of Alberta | 2.950% | 1/23/24 | 15,224 | 15,186 | ||
Province of Alberta | 1.875% | 11/13/24 | 29,203 | 28,332 | ||
Province of Alberta | 1.000% | 5/20/25 | 20,085 | 18,874 | ||
Province of Alberta | 3.300% | 3/15/28 | 20,010 | 19,847 | ||
Province of Alberta | 1.300% | 7/22/30 | 43,040 | 36,565 | ||
3 | Province of British Columbia | 1.750% | 9/27/24 | 17,927 | 17,422 | |
3 | Province of British Columbia | 6.500% | 1/15/26 | 266 | 292 | |
Province of British Columbia | 2.250% | 6/2/26 | 8,519 | 8,198 | ||
Province of British Columbia | 0.900% | 7/20/26 | 19,186 | 17,464 | ||
Province of British Columbia | 1.300% | 1/29/31 | 15,990 | 13,512 | ||
Province of British Columbia | 7.250% | 9/1/36 | 65 | 91 | ||
3 | Province of Manitoba | 2.600% | 4/16/24 | 19,675 | 19,496 | |
Province of Manitoba | 3.050% | 5/14/24 | 2,404 | 2,399 | ||
Province of Manitoba | 2.125% | 6/22/26 | 5,308 | 5,062 | ||
3 | Province of Manitoba | 1.500% | 10/25/28 | 10,735 | 9,560 | |
Province of New Brunswick | 3.625% | 2/24/28 | 6,700 | 6,772 | ||
Province of Ontario | 3.400% | 10/17/23 | 52,625 | 52,838 | ||
Province of Ontario | 3.050% | 1/29/24 | 14,318 | 14,315 | ||
Province of Ontario | 3.200% | 5/16/24 | 7,607 | 7,611 | ||
Province of Ontario | 2.500% | 4/27/26 | 21,388 | 20,752 | ||
Province of Ontario | 2.300% | 6/15/26 | 42,700 | 41,078 | ||
Province of Ontario | 3.100% | 5/19/27 | 42,300 | 41,769 | ||
Province of Ontario | 2.000% | 10/2/29 | 32,195 | 29,206 | ||
Province of Ontario | 1.125% | 10/7/30 | 24,210 | 20,204 | ||
Province of Ontario | 1.600% | 2/25/31 | 45,560 | 39,196 | ||
Province of Ontario | 1.800% | 10/14/31 | 39,180 | 33,845 | ||
3 | Province of Quebec | 7.500% | 7/15/23 | 300 | 314 | |
3 | Province of Quebec | 7.125% | 2/9/24 | 10,810 | 11,452 | |
3 | Province of Quebec | 2.500% | 4/9/24 | 2,500 | 2,472 | |
3 | Province of Quebec | 2.875% | 10/16/24 | 19,488 | 19,383 | |
3 | Province of Quebec | 1.500% | 2/11/25 | 16,597 | 15,926 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Province of Quebec | 0.600% | 7/23/25 | 32,855 | 30,370 | ||
Province of Quebec | 2.500% | 4/20/26 | 24,450 | 23,753 | ||
Province of Quebec | 2.750% | 4/12/27 | 46,505 | 45,332 | ||
3 | Province of Quebec | 7.500% | 9/15/29 | 18,058 | 22,512 | |
Province of Quebec | 1.350% | 5/28/30 | 19,400 | 16,612 | ||
Province of Quebec | 1.900% | 4/21/31 | 92,105 | 81,434 | ||
Province of Saskatchewan | 3.250% | 6/8/27 | 9,100 | 9,054 | ||
Republic of Chile | 2.250% | 10/30/22 | 2,485 | 2,480 | ||
Republic of Chile | 3.125% | 3/27/25 | 7,020 | 6,852 | ||
Republic of Chile | 3.125% | 1/21/26 | 12,218 | 11,803 | ||
3 | Republic of Chile | 2.750% | 1/31/27 | 13,629 | 12,736 | |
3 | Republic of Chile | 3.240% | 2/6/28 | 28,101 | 26,460 | |
3 | Republic of Chile | 2.450% | 1/31/31 | 22,765 | 19,427 | |
3 | Republic of Chile | 2.550% | 7/27/33 | 45,795 | 37,411 | |
3 | Republic of Chile | 3.500% | 1/31/34 | 16,817 | 14,955 | |
3 | Republic of Chile | 3.100% | 5/7/41 | 34,610 | 26,414 | |
3 | Republic of Chile | 4.340% | 3/7/42 | 10,670 | 9,507 | |
3 | Republic of Chile | 3.500% | 1/25/50 | 29,836 | 22,958 | |
3 | Republic of Chile | 4.000% | 1/31/52 | 19,960 | 16,551 | |
3 | Republic of Chile | 3.100% | 1/22/61 | 11,737 | 7,938 | |
3 | Republic of Chile | 3.250% | 9/21/71 | 5,069 | 3,384 | |
Republic of Finland | 6.950% | 2/15/26 | 2,770 | 3,100 | ||
Republic of Hungary | 5.750% | 11/22/23 | 4,236 | 4,321 | ||
Republic of Hungary | 5.375% | 3/25/24 | 31,186 | 31,804 | ||
Republic of Hungary | 7.625% | 3/29/41 | 17,909 | 20,667 | ||
Republic of Indonesia | 4.450% | 2/11/24 | 250 | 252 | ||
Republic of Indonesia | 3.500% | 1/11/28 | 14,817 | 14,148 | ||
Republic of Indonesia | 4.100% | 4/24/28 | 19,789 | 19,452 | ||
Republic of Indonesia | 4.750% | 2/11/29 | 22,112 | 22,304 | ||
Republic of Indonesia | 3.400% | 9/18/29 | 7,702 | 7,149 | ||
Republic of Indonesia | 2.850% | 2/14/30 | 8,696 | 7,743 | ||
Republic of Indonesia | 3.850% | 10/15/30 | 20,537 | 19,509 | ||
Republic of Indonesia | 1.850% | 3/12/31 | 18,240 | 14,764 | ||
3 | Republic of Indonesia | 2.150% | 7/28/31 | 3,240 | 2,655 | |
3 | Republic of Indonesia | 3.550% | 3/31/32 | 11,915 | 10,807 | |
Republic of Indonesia | 4.350% | 1/11/48 | 40,812 | 35,559 | ||
Republic of Indonesia | 5.350% | 2/11/49 | 19,300 | 18,933 | ||
Republic of Indonesia | 3.700% | 10/30/49 | 10,425 | 8,363 | ||
Republic of Indonesia | 3.500% | 2/14/50 | 5,525 | 4,357 | ||
Republic of Indonesia | 4.200% | 10/15/50 | 22,889 | 19,673 | ||
Republic of Indonesia | 3.050% | 3/12/51 | 13,830 | 10,502 | ||
3 | Republic of Indonesia | 4.300% | 3/31/52 | 3,730 | 3,252 | |
3 | Republic of Indonesia | 3.200% | 9/23/61 | 1,020 | 719 | |
Republic of Indonesia | 4.450% | 4/15/70 | 16,655 | 14,195 | ||
Republic of Indonesia | 3.350% | 3/12/71 | 8,895 | 6,261 | ||
Republic of Italy | 6.875% | 9/27/23 | 39,689 | 41,233 | ||
Republic of Italy | 0.875% | 5/6/24 | 24,335 | 23,010 | ||
Republic of Italy | 2.375% | 10/17/24 | 35,229 | 34,111 | ||
Republic of Italy | 1.250% | 2/17/26 | 34,570 | 30,876 | ||
Republic of Italy | 2.875% | 10/17/29 | 21,311 | 18,829 | ||
Republic of Italy | 5.375% | 6/15/33 | 30,755 | 32,279 | ||
Republic of Italy | 4.000% | 10/17/49 | 31,195 | 25,723 | ||
Republic of Italy | 3.875% | 5/6/51 | 37,602 | 30,291 | ||
Republic of Korea | 3.875% | 9/11/23 | 4,205 | 4,244 | ||
Republic of Korea | 2.000% | 6/19/24 | 500 | 488 | ||
Republic of Korea | 5.625% | 11/3/25 | 2,525 | 2,688 | ||
Republic of Korea | 2.750% | 1/19/27 | 54,327 | 52,896 | ||
Republic of Korea | 3.500% | 9/20/28 | 450 | 450 | ||
Republic of Korea | 2.500% | 6/19/29 | 12,925 | 12,245 | ||
Republic of Korea | 1.000% | 9/16/30 | 11,360 | 9,455 | ||
Republic of Korea | 1.750% | 10/15/31 | 8,525 | 7,447 | ||
Republic of Korea | 4.125% | 6/10/44 | 7,842 | 8,191 | ||
Republic of Korea | 3.875% | 9/20/48 | 8,223 | 8,292 | ||
3 | Republic of Panama | 4.000% | 9/22/24 | 18,169 | 18,156 | |
3 | Republic of Panama | 3.750% | 3/16/25 | 25,038 | 24,750 | |
Republic of Panama | 7.125% | 1/29/26 | 14,719 | 15,954 | ||
Republic of Panama | 8.875% | 9/30/27 | 9,807 | 11,557 | ||
3 | Republic of Panama | 3.875% | 3/17/28 | 21,350 | 20,374 | |
Republic of Panama | 9.375% | 4/1/29 | 12,695 | 15,509 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Republic of Panama | 3.160% | 1/23/30 | 9,915 | 8,827 | |
3 | Republic of Panama | 2.252% | 9/29/32 | 25,220 | 19,720 | |
3 | Republic of Panama | 6.700% | 1/26/36 | 28,811 | 31,122 | |
3 | Republic of Panama | 4.500% | 5/15/47 | 13,265 | 10,943 | |
3 | Republic of Panama | 4.500% | 4/16/50 | 44,833 | 36,628 | |
3 | Republic of Panama | 4.300% | 4/29/53 | 21,225 | 16,727 | |
3 | Republic of Panama | 4.500% | 4/1/56 | 36,423 | 29,070 | |
3 | Republic of Panama | 3.870% | 7/23/60 | 23,855 | 16,950 | |
3 | Republic of Panama | 4.500% | 1/19/63 | 17,100 | 13,252 | |
Republic of Peru | 7.350% | 7/21/25 | 7,239 | 7,819 | ||
3 | Republic of Peru | 2.392% | 1/23/26 | 12,530 | 11,648 | |
Republic of Peru | 4.125% | 8/25/27 | 2,399 | 2,352 | ||
Republic of Peru | 2.844% | 6/20/30 | 9,793 | 8,540 | ||
3 | Republic of Peru | 2.783% | 1/23/31 | 53,502 | 45,521 | |
3 | Republic of Peru | 1.862% | 12/1/32 | 18,270 | 13,916 | |
Republic of Peru | 8.750% | 11/21/33 | 36,024 | 45,639 | ||
3 | Republic of Peru | 3.000% | 1/15/34 | 20,205 | 16,580 | |
3 | Republic of Peru | 6.550% | 3/14/37 | 16,341 | 17,806 | |
3 | Republic of Peru | 3.300% | 3/11/41 | 18,527 | 13,962 | |
Republic of Peru | 5.625% | 11/18/50 | 28,198 | 29,270 | ||
3 | Republic of Peru | 3.550% | 3/10/51 | 445 | 332 | |
3 | Republic of Peru | 2.780% | 12/1/60 | 14,998 | 9,281 | |
3 | Republic of Peru | 3.600% | 1/15/72 | 25,025 | 16,897 | |
3 | Republic of Peru | 3.230% | 7/28/21 | 14,508 | 8,930 | |
Republic of Poland | 3.000% | 3/17/23 | 6,034 | 6,010 | ||
Republic of Poland | 4.000% | 1/22/24 | 23,849 | 23,854 | ||
Republic of Poland | 3.250% | 4/6/26 | 26,885 | 26,077 | ||
Republic of the Philippines | 4.200% | 1/21/24 | 1,985 | 2,003 | ||
Republic of the Philippines | 9.500% | 10/21/24 | 1,340 | 1,509 | ||
Republic of the Philippines | 10.625% | 3/16/25 | 25,091 | 29,536 | ||
Republic of the Philippines | 5.500% | 3/30/26 | 20,865 | 21,839 | ||
Republic of the Philippines | 3.229% | 3/29/27 | 6,480 | 6,284 | ||
Republic of the Philippines | 3.000% | 2/1/28 | 17,275 | 16,451 | ||
Republic of the Philippines | 3.750% | 1/14/29 | 23,380 | 22,700 | ||
Republic of the Philippines | 9.500% | 2/2/30 | 21,578 | 27,897 | ||
Republic of the Philippines | 2.457% | 5/5/30 | 12,467 | 10,873 | ||
Republic of the Philippines | 7.750% | 1/14/31 | 29,445 | 35,505 | ||
Republic of the Philippines | 1.648% | 6/10/31 | 7,783 | 6,245 | ||
Republic of the Philippines | 1.950% | 1/6/32 | 6,450 | 5,242 | ||
Republic of the Philippines | 6.375% | 1/15/32 | 10,780 | 12,028 | ||
Republic of the Philippines | 3.556% | 9/29/32 | 8,815 | 8,128 | ||
Republic of the Philippines | 6.375% | 10/23/34 | 39,031 | 43,741 | ||
Republic of the Philippines | 5.000% | 1/13/37 | 4,860 | 4,842 | ||
Republic of the Philippines | 3.950% | 1/20/40 | 40,568 | 35,192 | ||
Republic of the Philippines | 3.700% | 3/1/41 | 21,069 | 17,418 | ||
Republic of the Philippines | 3.700% | 2/2/42 | 25,455 | 21,042 | ||
Republic of the Philippines | 2.950% | 5/5/45 | 28,137 | 20,128 | ||
Republic of the Philippines | 2.650% | 12/10/45 | 9,774 | 6,699 | ||
Republic of the Philippines | 3.200% | 7/6/46 | 29,704 | 22,188 | ||
Republic of the Philippines | 4.200% | 3/29/47 | 5,280 | 4,605 | ||
State of Israel | 2.875% | 3/16/26 | 27,420 | 26,713 | ||
State of Israel | 3.250% | 1/17/28 | 8,300 | 8,108 | ||
State of Israel | 2.500% | 1/15/30 | 3,162 | 2,899 | ||
State of Israel | 2.750% | 7/3/30 | 21,667 | 20,140 | ||
State of Israel | 4.500% | 1/30/43 | 17,580 | 17,331 | ||
State of Israel | 4.125% | 1/17/48 | 12,640 | 11,668 | ||
State of Israel | 3.375% | 1/15/50 | 39,079 | 31,638 | ||
State of Israel | 3.875% | 7/3/50 | 26,960 | 23,698 | ||
State of Israel | 4.500% | 4/3/20 | 18,893 | 17,170 | ||
3 | Svensk Exportkredit AB | 0.250% | 9/29/23 | 17,765 | 17,176 | |
Svensk Exportkredit AB | 0.500% | 11/10/23 | 18,550 | 17,927 | ||
3 | Svensk Exportkredit AB | 0.375% | 3/11/24 | 9,000 | 8,594 | |
3 | Svensk Exportkredit AB | 0.375% | 7/30/24 | 9,762 | 9,242 | |
Svensk Exportkredit AB | 0.625% | 10/7/24 | 19,000 | 17,966 | ||
3 | Svensk Exportkredit AB | 0.625% | 5/14/25 | 27,630 | 25,704 | |
Svensk Exportkredit AB | 0.500% | 8/26/25 | 35,425 | 32,572 | ||
3 | Svensk Exportkredit AB | 2.250% | 3/22/27 | 12,800 | 12,218 | |
3 | Svensk Exportkredit AB | 0.000% | 5/11/37 | 200 | 111 | |
United Mexican States | 3.600% | 1/30/25 | 41,067 | 40,802 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | United Mexican States | 3.900% | 4/27/25 | 16,107 | 16,099 | |
United Mexican States | 4.125% | 1/21/26 | 32,785 | 32,783 | ||
United Mexican States | 4.150% | 3/28/27 | 33,140 | 32,656 | ||
United Mexican States | 3.750% | 1/11/28 | 30,935 | 29,612 | ||
United Mexican States | 4.500% | 4/22/29 | 39,745 | 38,602 | ||
3 | United Mexican States | 3.250% | 4/16/30 | 38,840 | ��� 34,151 | |
3 | United Mexican States | 2.659% | 5/24/31 | 7,690 | 6,321 | |
3 | United Mexican States | 8.300% | 8/15/31 | 3,680 | 4,593 | |
3 | United Mexican States | 4.750% | 4/27/32 | 40,271 | 38,658 | |
3 | United Mexican States | 7.500% | 4/8/33 | 14,865 | 17,750 | |
3 | United Mexican States | 3.500% | 2/12/34 | 29,529 | 24,400 | |
3 | United Mexican States | 6.750% | 9/27/34 | 3,638 | 3,987 | |
United Mexican States | 6.050% | 1/11/40 | 37,574 | 36,814 | ||
3 | United Mexican States | 4.280% | 8/14/41 | 70,523 | 55,745 | |
3 | United Mexican States | 4.750% | 3/8/44 | 50,199 | 41,583 | |
United Mexican States | 5.550% | 1/21/45 | 10,008 | 9,164 | ||
United Mexican States | 4.600% | 1/23/46 | 33,869 | 26,991 | ||
United Mexican States | 4.350% | 1/15/47 | 38,140 | 29,053 | ||
United Mexican States | 4.600% | 2/10/48 | 39,323 | 31,118 | ||
3 | United Mexican States | 4.500% | 1/31/50 | 31,492 | 24,446 | |
3 | United Mexican States | 5.000% | 4/27/51 | 18,405 | 15,231 | |
3 | United Mexican States | 4.400% | 2/12/52 | 41,235 | 30,893 | |
3 | United Mexican States | 3.771% | 5/24/61 | 62,067 | 40,141 | |
3 | United Mexican States | 5.750% | 10/12/10 | 32,217 | 26,936 | |
Total Sovereign Bonds (Cost $11,184,442) | 10,280,942 | |||||
Taxable Municipal Bonds (0.7%) | ||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | 2,420 | 2,404 | ||
Alabama Federal AID Highway Finance Authority Special Obligation Revenue | 2.650% | 9/1/37 | 4,750 | 3,843 | ||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 2,050 | 2,660 | ||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 6.449% | 2/15/44 | 4,895 | 5,829 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.834% | 2/15/41 | 2,300 | 3,095 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.053% | 2/15/43 | 1,000 | 1,168 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 5.939% | 2/15/47 | 8,475 | 9,862 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.270% | 2/15/50 | 2,095 | 2,420 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.499% | 2/15/50 | 1,550 | 2,034 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 8.084% | 2/15/50 | 9,415 | 13,815 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574% | 4/1/31 | 4,000 | 3,656 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 4,075 | 4,998 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 18,010 | 22,983 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 6,275 | 8,625 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 10,390 | 14,303 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 3.126% | 4/1/55 | 6,725 | 5,287 | ||
California GO | 3.375% | 4/1/25 | 5,450 | 5,446 | ||
California GO | 2.650% | 4/1/26 | 5,000 | 4,855 | ||
California GO | 1.700% | 2/1/28 | 5,150 | 4,628 | ||
California GO | 3.500% | 4/1/28 | 7,635 | 7,543 | ||
California GO | 3.050% | 4/1/29 | 600 | 572 | ||
California GO | 2.500% | 10/1/29 | 9,035 | 8,279 | ||
California GO | 1.750% | 11/1/30 | 5,000 | 4,239 | ||
California GO | 4.500% | 4/1/33 | 11,590 | 11,869 | ||
California GO | 7.500% | 4/1/34 | 32,805 | 42,105 | ||
California GO | 4.600% | 4/1/38 | 17,500 | 17,695 | ||
California GO | 7.550% | 4/1/39 | 41,470 | 56,254 | ||
California GO | 7.300% | 10/1/39 | 6,946 | 8,985 | ||
California GO | 7.350% | 11/1/39 | 29,675 | 38,656 | ||
California GO | 7.625% | 3/1/40 | 16,025 | 21,661 | ||
California GO | 7.600% | 11/1/40 | 15,755 | 21,756 | ||
California Health Facilities Financing Authority Revenue | 4.353% | 6/1/41 | 1,000 | 937 | ||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 3,220 | 3,004 | ||
California State University Systemwide Revenue | 2.897% | 11/1/51 | 1,850 | 1,468 | ||
California State University Systemwide Revenue | 2.975% | 11/1/51 | 10,905 | 8,589 | ||
California State University Systemwide Revenue | 2.719% | 11/1/52 | 4,300 | 3,198 | ||
California State University Systemwide Revenue | 2.939% | 11/1/52 | 6,000 | 4,579 | ||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 1,410 | 1,601 | ||
Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | 3.204% | 1/15/51 | 5,000 | 3,883 | ||
Chicago IL GO Prere. | 7.045% | 1/1/23 | 280 | 285 | ||
Chicago IL GO | 7.045% | 1/1/29 | 1,940 | 2,062 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 7,505 | 8,697 | ||
Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | 1,745 | 2,152 | ||
Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | 4,375 | 4,427 | ||
Chicago IL O'Hare International Airport Revenue | 4.572% | 1/1/54 | 9,095 | 9,334 | ||
Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 7,135 | 8,556 | ||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 3,745 | 4,829 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 8,870 | 8,459 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 5,735 | 5,200 | ||
Connecticut GO | 5.090% | 10/1/30 | 8,770 | 9,163 | ||
Connecticut GO | 5.850% | 3/15/32 | 7,595 | 8,510 | ||
Cook County IL GO | 6.229% | 11/15/34 | 4,650 | 5,356 | ||
Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 2,100 | 2,387 | ||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 2,065 | 2,492 | ||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 4,000 | 4,363 | ||
Dallas TX Convention Center Hotel Development Corp Hotel Revenue | 7.088% | 1/1/42 | 4,490 | 5,310 | ||
13 | Dallas TX Independent School District GO | 6.450% | 2/15/35 | 3,750 | 3,889 | |
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 15,350 | 13,336 | ||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 4,500 | 3,644 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Dallas-Fort Worth TX International Airport Revenue | 2.843% | 11/1/46 | 3,600 | 2,799 | ||
Dallas-Fort Worth TX International Airport Revenue | 4.507% | 11/1/51 | 10,050 | 9,768 | ||
District of Columbia Income Tax Revenue (Federally Taxable-Build America Bonds) | 5.591% | 12/1/34 | 5,675 | 6,275 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 4,650 | 4,666 | ||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 4,720 | 5,545 | ||
Energy Northwest Washington Electric Revenue (Columbia Generating Station) | 2.814% | 7/1/24 | 70 | 70 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.258% | 7/1/25 | 20,500 | 19,180 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.705% | 7/1/27 | 13,800 | 12,482 | ||
Florida State Board of Administration Finance Corp. Revenue | 2.154% | 7/1/30 | 16,985 | 14,755 | ||
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | 4,850 | 4,239 | ||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 15,273 | 17,926 | ||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 6,458 | 7,739 | ||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 3,569 | 4,083 | ||
Georgia Water & Wastewater Revenue | 2.257% | 11/1/35 | 2,400 | 1,952 | ||
Golden State Tobacco Securitization Corp. California Revenue | 2.746% | 6/1/34 | 3,550 | 3,060 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.487% | 6/1/36 | 3,000 | 2,519 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.115% | 6/1/38 | 5,700 | 4,783 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.714% | 6/1/41 | 4,700 | 3,815 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.293% | 6/1/42 | 4,700 | 3,791 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.000% | 6/1/46 | 6,545 | 5,752 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.850% | 6/1/50 | 5,200 | 4,686 | ||
Golden State Tobacco Securitization Corp. California Revenue | 4.214% | 6/1/50 | 8,625 | 7,020 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 3.236% | 10/1/52 | 27,320 | 21,872 | ||
Great Lakes MI Water Authority Water Supply System Revenue | 3.473% | 7/1/41 | 1,000 | 870 | ||
Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | 4,100 | 3,459 | ||
Houston TX GO | 6.290% | 3/1/32 | 12,395 | 13,848 | ||
Houston TX GO | 3.961% | 3/1/47 | 1,330 | 1,244 | ||
Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No.2) | 2.861% | 9/1/46 | 2,400 | 1,853 | ||
Illinois GO | 5.100% | 6/1/33 | 85,134 | 85,652 | ||
Illinois GO | 6.630% | 2/1/35 | 2,930 | 3,120 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 4,980 | 5,739 | ||
Indiana Finance Authority Revenue (Ohio River Bridges East End Crossing Project) | 3.051% | 1/1/51 | 5,225 | 4,219 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | 6,300 | 6,268 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 7,980 | 8,191 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | 4,165 | 3,474 | ||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 1,925 | 2,052 | ||
Kansas Development Finance Authority Revenue | 4.927% | 4/15/45 | 900 | 943 | ||
14 | Kansas Development Finance Authority Revenue | 2.774% | 5/1/51 | 4,750 | 3,655 | |
15 | Kansas Development Finance Authority Revenue (Employees Retirement System) | 5.501% | 5/1/34 | 4,300 | 4,679 | |
Los Angeles CA Community College District GO | 1.606% | 8/1/28 | 9,595 | 8,535 | ||
Los Angeles CA Community College District GO | 1.806% | 8/1/30 | 8,300 | 7,159 | ||
Los Angeles CA Community College District GO | 2.106% | 8/1/32 | 13,140 | 11,152 | ||
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 3,025 | 4,166 | ||
15 | Los Angeles CA Department of Airports International Revenue | 4.242% | 5/15/48 | 3,225 | 2,954 | |
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 3,925 | 4,542 | ||
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 2,700 | 3,441 | ||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 5,060 | 6,596 | ||
Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | 2,075 | 2,240 | ||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 14,640 | 16,264 | ||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 17,485 | 20,887 | ||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 8,110 | 9,042 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 2,200 | 2,874 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds | 3.615% | 2/1/29 | 9,600 | 9,597 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds | 4.145% | 2/1/33 | 9,400 | 9,403 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds | 4.275% | 2/1/36 | 2,225 | 2,213 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds | 4.475% | 8/1/39 | 11,100 | 10,988 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.052% | 7/1/40 | 3,900 | 3,087 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.197% | 7/1/50 | 3,900 | 2,961 | ||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 2,330 | 2,677 | ||
Massachusetts GO | 4.500% | 8/1/31 | 400 | 411 | ||
Massachusetts GO | 5.456% | 12/1/39 | 5,350 | 5,942 | ||
Massachusetts GO | 2.514% | 7/1/41 | 13,650 | 10,579 | ||
Massachusetts GO | 2.813% | 9/1/43 | 10,415 | 8,197 | ||
Massachusetts GO | 2.900% | 9/1/49 | 5,415 | 4,222 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 1.753% | 8/15/30 | 3,000 | 2,583 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 3,100 | 3,473 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 7,605 | 6,423 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 2.950% | 5/15/43 | 5,510 | 4,226 | ||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 4,275 | 4,870 | ||
Massachusetts Water Resources Authority Revenue | 2.823% | 8/1/41 | 3,500 | 2,885 | ||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 2,260 | 2,752 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 6,325 | 8,277 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 6,205 | 5,790 | ||
Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | 2,025 | 1,709 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 4,490 | 4,027 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 6,225 | 5,361 | ||
Michigan State Building Authority Revenue Refunding Taxable BDS 2020 II | 2.705% | 10/15/40 | 6,300 | 4,776 | ||
Michigan State University Revenue | 4.496% | 8/15/48 | 2,600 | 2,548 | ||
Michigan State University Revenue | 4.165% | 8/15/22 | 1,810 | 1,526 | ||
Michigan Strategic Fund Limited Obligation Revenue | 3.225% | 9/1/47 | 4,000 | 3,092 | ||
Mississippi GO | 5.245% | 11/1/34 | 1,375 | 1,495 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.229% | 5/15/50 | 4,815 | 4,048 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 5,750 | 5,153 | ||
16 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 15,550 | 17,470 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 12,050 | 12,623 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.081% | 6/15/39 | 5,035 | 4,530 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.561% | 12/15/40 | 8,105 | 9,408 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.131% | 6/15/42 | 5,410 | 4,698 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 18,650 | 24,751 | ||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 24,238 | 31,283 | ||
New York City NY GO | 5.517% | 10/1/37 | 9,550 | 10,717 | ||
New York City NY GO | 6.271% | 12/1/37 | 3,200 | 3,820 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 1,435 | 1,703 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 395 | 467 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 2,900 | 3,513 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 1,050 | 1,280 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 4,675 | 5,372 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 19,200 | 23,284 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 4,675 | 5,111 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 8,550 | 9,399 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 5.871% | 11/15/39 | 1,950 | 2,169 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.668% | 11/15/39 | 1,935 | 2,312 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.814% | 11/15/40 | 720 | 870 | ||
New York Metropolitan Transportation Authority Revenue (Climate Bond Certified) | 5.175% | 11/15/49 | 10,350 | 10,679 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 20,105 | 26,963 | ||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 11,425 | 9,653 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 2.202% | 3/15/34 | 8,600 | 7,021 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.110% | 2/15/39 | 2,650 | 2,271 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 2,170 | 2,400 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.600% | 3/15/40 | 865 | 958 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | 9,795 | 8,034 | ||
New York State Thruway Authority General Revenue | 2.900% | 1/1/35 | 5,015 | 4,388 | ||
New York State Thruway Authority General Revenue | 3.500% | 1/1/42 | 2,000 | 1,703 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 4,000 | 3,903 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 5,775 | 6,255 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
North Texas Tollway Authority System Revenue | 3.011% | 1/1/43 | 1,950 | 1,572 | ||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 10,855 | 14,624 | ||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 9,285 | 10,085 | ||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 5,285 | 4,885 | ||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 3,860 | 3,871 | ||
Ohio Turnpike Commission Revenue | 3.216% | 2/15/48 | 8,675 | 6,768 | ||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 2,550 | 2,687 | ||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 6,040 | 6,888 | ||
Oregon GO | 5.892% | 6/1/27 | 5,230 | 5,586 | ||
14 | Oregon GO | 3.424% | 3/1/60 | 7,680 | 6,246 | |
15 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 1,200 | 1,261 | |
16 | Oregon School Boards Association GO | 5.680% | 6/30/28 | 1,575 | 1,673 | |
Pennsylvania State University | 2.790% | 9/1/43 | 7,400 | 5,980 | ||
Pennsylvania State University | 2.840% | 9/1/50 | 5,415 | 4,211 | ||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 4,390 | 4,834 | ||
Philadelphia PA Water & Wastewater Revenue | 2.926% | 7/1/45 | 3,800 | 2,988 | ||
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 2,560 | 2,874 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 23,560 | 26,387 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 12,025 | 13,468 | ||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 6,300 | 6,566 | ||
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 4,625 | 4,670 | ||
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 2,205 | 2,025 | ||
Port Authority of New York & New Jersey Revenue | 3.139% | 2/15/51 | 12,100 | 9,569 | ||
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 2,315 | 2,470 | ||
Port Authority of New York & New Jersey Revenue | 3.175% | 7/15/60 | 5,350 | 4,002 | ||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 28,925 | 28,124 | ||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 5,400 | 5,574 | ||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 5,400 | 4,002 | ||
Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | 2.543% | 9/1/40 | 5,225 | 4,087 | ||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 3,500 | 4,078 | ||
Riverside County CA Pension Obligation Bonds | 3.818% | 2/15/38 | 975 | 923 | ||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 3,275 | 3,661 | ||
Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | 1,325 | 1,110 | ||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 4,815 | 3,744 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.238% | 1/1/42 | 5,000 | 4,211 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 8,700 | 7,778 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 3,525 | 3,108 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sales Tax Securitization Corp. Illinois Revenue | 4.787% | 1/1/48 | 1,795 | 1,825 | ||
Salt River Projects Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 3,880 | 4,132 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 4,085 | 4,853 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 6,750 | 7,884 | ||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 5,150 | 5,246 | ||
San Antonio TX Electric & Gas Systems Revenue | 2.905% | 2/1/48 | 3,900 | 3,039 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 3.248% | 4/1/48 | 1,225 | 1,048 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.911% | 4/1/48 | 3,760 | 4,644 | ||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 11,670 | 14,376 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 3.303% | 11/1/39 | 6,605 | 5,835 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 2.825% | 11/1/41 | 3,825 | 3,041 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 5,175 | 6,950 | ||
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 5,940 | 5,414 | ||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 8,775 | 9,528 | ||
South Carolina Public Service Authority Revenue | 2.388% | 12/1/23 | 2,300 | 2,261 | ||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 8,650 | 10,445 | ||
State Public School Building Authority PA Revenue | 5.000% | 9/15/27 | 2,617 | 2,718 | ||
Texas GO | 5.517% | 4/1/39 | 17,465 | 19,774 | ||
Texas GO | 3.211% | 4/1/44 | 6,000 | 5,126 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | 14,835 | 13,045 | ||
Texas Transportation Commission GO | 4.681% | 4/1/40 | 2,850 | 2,968 | ||
Texas Transportation Commission GO | 2.562% | 4/1/42 | 9,375 | 7,582 | ||
Texas Transportation Commission GO | 2.472% | 10/1/44 | 12,250 | 9,239 | ||
Texas Transportation Commission State Highway Revenue | 5.178% | 4/1/30 | 7,485 | 7,991 | ||
Texas Transportation Commission State Highway Revenue | 4.000% | 10/1/33 | 9,725 | 9,652 | ||
15 | Tucson City AZ COP | 2.856% | 7/1/47 | 4,300 | 3,302 | |
University of California Regents Medical Center Pooled Revenue | 4.132% | 5/15/32 | 2,500 | 2,475 | ||
University of California Regents Medical Center Pooled Revenue | 6.548% | 5/15/48 | 13,925 | 17,291 | ||
University of California Regents Medical Center Pooled Revenue | 6.583% | 5/15/49 | 2,575 | 3,196 | ||
University of California Regents Medical Center Pooled Revenue | 3.006% | 5/15/50 | 7,295 | 5,504 | ||
University of California Regents Medical Center Pooled Revenue | 4.563% | 5/15/53 | 3,600 | 3,535 | ||
University of California Regents Medical Center Pooled Revenue | 3.256% | 5/15/60 | 6,730 | 5,002 | ||
University of California Regents Medical Center Pooled Revenue | 3.706% | 5/15/20 | 3,600 | 2,620 | ||
University of California Revenue | 0.883% | 5/15/25 | 4,075 | 3,794 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
University of California Revenue | 3.063% | 7/1/25 | 12,062 | 11,952 | ||
University of California Revenue | 1.316% | 5/15/27 | 15,685 | 14,066 | ||
University of California Revenue | 1.614% | 5/15/30 | 10,355 | 8,689 | ||
University of California Revenue | 4.601% | 5/15/31 | 5,079 | 5,228 | ||
University of California Revenue | 5.946% | 5/15/45 | 13,025 | 15,139 | ||
University of California Revenue | 3.071% | 5/15/51 | 7,540 | 5,694 | ||
University of California Revenue | 4.858% | 5/15/12 | 17,290 | 16,425 | ||
University of California Revenue | 4.767% | 5/15/15 | 6,058 | 5,648 | ||
University of Michigan Revenue | 2.437% | 4/1/40 | 5,110 | 3,980 | ||
University of Michigan Revenue | 2.562% | 4/1/50 | 2,850 | 2,093 | ||
University of Michigan Revenue | 3.504% | 4/1/52 | 5,555 | 4,913 | ||
University of Michigan Revenue | 4.454% | 4/1/22 | 4,365 | 3,973 | ||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 5,355 | 4,137 | ||
University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education | 3.555% | 9/15/19 | 14,580 | 10,599 | ||
University of Texas Financing System Revenue | 4.794% | 8/15/46 | 2,985 | 3,206 | ||
University of Texas Financing System Revenue | 3.354% | 8/15/47 | 3,200 | 2,780 | ||
University of Texas Financing System Revenue | 2.439% | 8/15/49 | 5,110 | 3,668 | ||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 5,800 | 5,011 | ||
University of Texas Permanent University Fund Revenue | 3.100% | 7/1/49 | 5,715 | 4,784 | ||
University of Virginia Revenue | 2.256% | 9/1/50 | 19,425 | 13,375 | ||
University of Virginia Revenue | 4.179% | 9/1/17 | 3,425 | 2,964 | ||
University of Virginia Revenue | 3.227% | 9/1/19 | 1,395 | 933 | ||
Utah GO | 4.554% | 7/1/24 | 1,410 | 1,430 | ||
Utah GO | 3.539% | 7/1/25 | 8,971 | 9,028 | ||
Washington GO | 5.140% | 8/1/40 | 4,410 | 4,922 | ||
15 | Westchester County NY Local Development Corp. Revenue (Westchester Medical Center) | 3.846% | 11/1/50 | 3,800 | 3,084 | |
15 | Wisconsin General Fund Annual Appropriation Revenue | 5.700% | 5/1/26 | 965 | 1,025 | |
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 3,100 | 3,031 | ||
Wisconsin General Fund Annual Appropriation Revenue | 3.954% | 5/1/36 | 17,995 | 17,719 | ||
Total Taxable Municipal Bonds (Cost $2,076,641) | 1,954,850 |
Coupon | Shares | Market Value• ($000) | ||||
Temporary Cash Investments (0.5%) | ||||||
Money Market Fund (0.5%) | ||||||
17 | Vanguard Market Liquidity Fund (Cost $1,395,793) | 1.417% | 13,965,857 | 1,396,167 | ||
Total Investments (99.9%) (Cost $307,060,672) | 281,373,510 | |||||
Other Assets and Liabilities—Net (0.1%) | 255,820 | |||||
Net Assets (100%) | 281,629,330 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | Securities with a value of $11,636,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
2 | U.S. government-guaranteed. |
3 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
4 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2022. |
6 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
7 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2022, the aggregate value was $1,242,322,000, representing 0.4% of net assets. |
8 | Guaranteed by the Government of Canada. |
9 | Guaranteed by the Federal Republic of Germany. |
10 | Guaranteed by the Government of Japan. |
11 | Guaranteed by the Republic of Austria. |
12 | Guaranteed by the Government of Mexico. |
13 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
14 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
15 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
16 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
17 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
12M—12-month. | |
1YR—1-year. | |
6M—6-month. | |
CMT—Constant Maturing Treasury Rate. | |
COP—Certificate of Participation. | |
GO—General Obligation Bond. | |
LIBOR—London Interbank Offered Rate. | |
Prere.—Prerefunded. | |
REMICS—Real Estate Mortgage Investment Conduits. | |
UMBS—Uniform Mortgage-Backed Securities. | |
USD—U.S. dollar. |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $305,664,879) | 279,977,343 |
Affiliated Issuers (Cost $1,395,793) | 1,396,167 |
Total Investments in Securities | 281,373,510 |
Investment in Vanguard | 10,287 |
Cash | 57,017 |
Receivables for Investment Securities Sold | 2,245,287 |
Receivables for Accrued Income | 1,563,140 |
Receivables for Capital Shares Issued | 86,848 |
Other Assets | 227 |
Total Assets | 285,336,316 |
Liabilities | |
Payables for Investment Securities Purchased | 3,362,432 |
Payables for Capital Shares Redeemed | 312,146 |
Payables for Distributions | 28,228 |
Payables to Vanguard | 4,180 |
Total Liabilities | 3,706,986 |
Net Assets | 281,629,330 |
Statement of Assets and Liabilities (continued) | |
At June 30, 2022, net assets consisted of: | |
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 308,927,507 |
Total Distributable Earnings (Loss) | (27,298,177) |
Net Assets | 281,629,330 |
Investor Shares—Net Assets | |
Applicable to 91,780,493 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 909,146 |
Net Asset Value Per Share—Investor Shares | $9.91 |
ETF Shares—Net Assets | |
Applicable to 1,072,523,018 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 80,661,001 |
Net Asset Value Per Share—ETF Shares | $75.21 |
Admiral Shares—Net Assets | |
Applicable to 10,104,925,094 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 100,095,983 |
Net Asset Value Per Share—Admiral Shares | $9.91 |
Institutional Shares—Net Assets | |
Applicable to 4,328,175,378 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 42,873,276 |
Net Asset Value Per Share—Institutional Shares | $9.91 |
Institutional Plus Shares—Net Assets | |
Applicable to 3,149,560,997 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 31,198,352 |
Net Asset Value Per Share—Institutional Plus Shares | $9.91 |
Institutional Select Shares—Net Assets | |
Applicable to 2,613,832,140 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 25,891,572 |
Net Asset Value Per Share—Institutional Select Shares | $9.91 |
Six Months Ended June 30, 2022 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 3,226,177 |
Total Income | 3,226,177 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 2,767 |
Management and Administrative—Investor Shares | 709 |
Management and Administrative—ETF Shares | 9,115 |
Management and Administrative—Admiral Shares | 22,703 |
Management and Administrative—Institutional Shares | 6,364 |
Management and Administrative—Institutional Plus Shares | 3,924 |
Management and Administrative—Institutional Select Shares | 878 |
Marketing and Distribution—Investor Shares | 36 |
Marketing and Distribution—ETF Shares | 1,421 |
Marketing and Distribution—Admiral Shares | 2,297 |
Marketing and Distribution—Institutional Shares | 878 |
Marketing and Distribution—Institutional Plus Shares | 585 |
Marketing and Distribution—Institutional Select Shares | 189 |
Custodian Fees | 298 |
Shareholders’ Reports—Investor Shares | 1 |
Shareholders’ Reports—ETF Shares | 750 |
Shareholders’ Reports—Admiral Shares | 388 |
Shareholders’ Reports—Institutional Shares | 160 |
Shareholders’ Reports—Institutional Plus Shares | 87 |
Shareholders’ Reports—Institutional Select Shares | — |
Trustees’ Fees and Expenses | 75 |
Other Expenses | 12 |
Total Expenses | 53,637 |
Expenses Paid Indirectly | (26) |
Net Expenses | 53,611 |
Net Investment Income | 3,172,566 |
Realized Net Gain (Loss) on Investment Securities Sold1,2 | (1,412,621) |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | (34,750,138) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (32,990,193) |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $3,709,000, $103,000, and ($423,000), respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes $15,153,000 of net gain (loss) resulting from in-kind redemptions. |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 3,172,566 | 5,860,234 | |
Realized Net Gain (Loss) | (1,412,621) | 720,968 | |
Change in Unrealized Appreciation (Depreciation) | (34,750,138) | (11,638,339) | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (32,990,193) | (5,057,137) | |
Distributions | |||
Investor Shares | (11,055) | (28,087) | |
ETF Shares | (783,010) | (1,642,578) | |
Admiral Shares | (1,215,959) | (2,463,222) | |
Institutional Shares | (519,707) | (1,065,496) | |
Institutional Plus Shares | (381,142) | (750,059) | |
Institutional Select Shares | (316,263) | (573,990) | |
Total Distributions | (3,227,136) | (6,523,432) | |
Capital Share Transactions | |||
Investor Shares | (133,800) | (378,936) | |
ETF Shares | 6,227,197 | 18,772,123 | |
Admiral Shares | (2,990,664) | (106,497) | |
Institutional Shares | (693,956) | (1,897,280) | |
Institutional Plus Shares | (1,015,879) | 4,679,770 | |
Institutional Select Shares | 123,858 | 3,654,537 | |
Net Increase (Decrease) from Capital Share Transactions | 1,516,756 | 24,723,717 | |
Total Increase (Decrease) | (34,700,573) | 13,143,148 | |
Net Assets | |||
Beginning of Period | 316,329,903 | 303,186,755 | |
End of Period | 281,629,330 | 316,329,903 |
Investor Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $11.19 | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 |
Investment Operations | ||||||
Net Investment Income1 | .106 | .202 | .247 | .294 | .279 | .260 |
Net Realized and Unrealized Gain (Loss) on Investments | (1.272) | (.407) | .589 | .597 | (.296) | .105 |
Total from Investment Operations | (1.166) | (.205) | .836 | .891 | (.017) | .365 |
Distributions | ||||||
Dividends from Net Investment Income | (.106) | (.201) | (.247) | (.291) | (.280) | (.260) |
Distributions from Realized Capital Gains | (.008) | (.024) | (.019) | — | (.003) | (.005) |
Total Distributions | (.114) | (.225) | (.266) | (.291) | (.283) | (.265) |
Net Asset Value, End of Period | $9.91 | $11.19 | $11.62 | $11.05 | $10.45 | $10.75 |
Total Return2 | -10.46% | -1.77% | 7.61% | 8.61% | -0.13% | 3.45% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $909 | $1,169 | $1,606 | $1,546 | $4,250 | $5,166 |
Ratio of Total Expenses to Average Net Assets | 0.15%3 | 0.15% | 0.15% | 0.15% | 0.15% | 0.15% |
Ratio of Net Investment Income to Average Net Assets | 2.05% | 1.78% | 2.15% | 2.74% | 2.68% | 2.42% |
Portfolio Turnover Rate4,5 | 22% | 69% | 79% | 31% | 54% | 55% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.15%. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
5 | Includes 7%, 34%, 29%, 10%, 13%, and 15%, respectively, attributable to mortgage-dollar-roll activity. |
ETF Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $84.77 | $88.03 | $83.71 | $79.16 | $81.46 | $80.64 |
Investment Operations | ||||||
Net Investment Income1 | .851 | 1.623 | 1.962 | 2.295 | 2.209 | 2.053 |
Net Realized and Unrealized Gain (Loss) on Investments | (9.659) | (3.085) | 4.455 | 4.535 | (2.280) | .842 |
Total from Investment Operations | (8.808) | (1.462) | 6.417 | 6.830 | (.071) | 2.895 |
Distributions | ||||||
Dividends from Net Investment Income | (.693) | (1.615) | (1.954) | (2.280) | (2.210) | (2.038) |
Distributions from Realized Capital Gains | (.059) | (.183) | (.143) | — | (.019) | (.037) |
Total Distributions | (.752) | (1.798) | (2.097) | (2.280) | (2.229) | (2.075) |
Net Asset Value, End of Period | $75.21 | $84.77 | $88.03 | $83.71 | $79.16 | $81.46 |
Total Return | -10.43% | -1.66% | 7.71% | 8.71% | -0.04% | 3.62% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $80,661 | $84,254 | $68,245 | $48,456 | $36,528 | $37,247 |
Ratio of Total Expenses to Average Net Assets | 0.03%2 | 0.03% | 0.035% | 0.035% | 0.035% | 0.05% |
Ratio of Net Investment Income to Average Net Assets | 2.18% | 1.89% | 2.25% | 2.78% | 2.79% | 2.52% |
Portfolio Turnover Rate3,4 | 22% | 69% | 79% | 31% | 54% | 55% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.03%. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
4 | Includes 7%, 34%, 29%, 10%, 13%, and 15%, respectively, attributable to mortgage-dollar-roll activity. |
Admiral Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $11.19 | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 |
Investment Operations | ||||||
Net Investment Income1 | .111 | .213 | .258 | .301 | .290 | .271 |
Net Realized and Unrealized Gain (Loss) on Investments | (1.272) | (.407) | .590 | .601 | (.297) | .105 |
Total from Investment Operations | (1.161) | (.194) | .848 | .902 | (.007) | .376 |
Distributions | ||||||
Dividends from Net Investment Income | (.111) | (.212) | (.259) | (.302) | (.290) | (.271) |
Distributions from Realized Capital Gains | (.008) | (.024) | (.019) | — | (.003) | (.005) |
Total Distributions | (.119) | (.236) | (.278) | (.302) | (.293) | (.276) |
Net Asset Value, End of Period | $9.91 | $11.19 | $11.62 | $11.05 | $10.45 | $10.75 |
Total Return2 | -10.42% | -1.67% | 7.72% | 8.71% | -0.03% | 3.56% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $100,096 | $116,295 | $120,909 | $107,098 | $88,281 | $82,839 |
Ratio of Total Expenses to Average Net Assets | 0.05%3 | 0.05% | 0.05% | 0.05% | 0.05% | 0.05% |
Ratio of Net Investment Income to Average Net Assets | 2.15% | 1.88% | 2.25% | 2.78% | 2.78% | 2.52% |
Portfolio Turnover Rate4,5 | 22% | 69% | 79% | 31% | 54% | 55% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.05%. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
5 | Includes 7%, 34%, 29%, 10%, 13%, and 15%, respectively, attributable to mortgage-dollar-roll activity. |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $11.19 | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 |
Investment Operations | ||||||
Net Investment Income1 | .112 | .214 | .260 | .303 | .292 | .272 |
Net Realized and Unrealized Gain (Loss) on Investments | (1.272) | (.406) | .590 | .601 | (.297) | .105 |
Total from Investment Operations | (1.160) | (.192) | .850 | .904 | (.005) | .377 |
Distributions | ||||||
Dividends from Net Investment Income | (.112) | (.214) | (.261) | (.304) | (.292) | (.272) |
Distributions from Realized Capital Gains | (.008) | (.024) | (.019) | — | (.003) | (.005) |
Total Distributions | (.120) | (.238) | (.280) | (.304) | (.295) | (.277) |
Net Asset Value, End of Period | $9.91 | $11.19 | $11.62 | $11.05 | $10.45 | $10.75 |
Total Return | -10.41% | -1.65% | 7.74% | 8.73% | -0.01% | 3.57% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $42,873 | $49,162 | $53,018 | $47,477 | $40,728 | $39,101 |
Ratio of Total Expenses to Average Net Assets | 0.035%2 | 0.035% | 0.035% | 0.035% | 0.035% | 0.04% |
Ratio of Net Investment Income to Average Net Assets | 2.17% | 1.90% | 2.26% | 2.79% | 2.79% | 2.53% |
Portfolio Turnover Rate3,4 | 22% | 69% | 79% | 31% | 54% | 55% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.035%. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
4 | Includes 7%, 34%, 29%, 10%, 13%, and 15%, respectively, attributable to mortgage-dollar-roll activity. |
Institutional Plus Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $11.19 | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 |
Investment Operations | ||||||
Net Investment Income1 | .112 | .214 | .260 | .304 | .292 | .273 |
Net Realized and Unrealized Gain (Loss) on Investments | (1.272) | (.406) | .590 | .600 | (.297) | .105 |
Total from Investment Operations | (1.160) | (.192) | .850 | .904 | (.005) | .378 |
Distributions | ||||||
Dividends from Net Investment Income | (.112) | (.214) | (.261) | (.304) | (.292) | (.273) |
Distributions from Realized Capital Gains | (.008) | (.024) | (.019) | — | (.003) | (.005) |
Total Distributions | (.120) | (.238) | (.280) | (.304) | (.295) | (.278) |
Net Asset Value, End of Period | $9.91 | $11.19 | $11.62 | $11.05 | $10.45 | $10.75 |
Total Return | -10.41% | -1.65% | 7.74% | 8.74% | -0.01% | 3.58% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $31,198 | $36,314 | $32,910 | $23,679 | $19,399 | $19,488 |
Ratio of Total Expenses to Average Net Assets | 0.03%2 | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% |
Ratio of Net Investment Income to Average Net Assets | 2.17% | 1.90% | 2.25% | 2.80% | 2.80% | 2.54% |
Portfolio Turnover Rate3,4 | 22% | 69% | 79% | 31% | 54% | 55% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.03%. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
4 | Includes 7%, 34%, 29%, 10%, 13%, and 15%, respectively, attributable to mortgage-dollar-roll activity. |
Institutional Select Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $11.19 | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 |
Investment Operations | ||||||
Net Investment Income1 | .113 | .217 | .262 | .306 | .295 | .275 |
Net Realized and Unrealized Gain (Loss) on Investments | (1.272) | (.407) | .591 | .600 | (.298) | .105 |
Total from Investment Operations | (1.159) | (.190) | .853 | .906 | (.003) | .380 |
Distributions | ||||||
Dividends from Net Investment Income | (.113) | (.216) | (.264) | (.306) | (.294) | (.275) |
Distributions from Realized Capital Gains | (.008) | (.024) | (.019) | — | (.003) | (.005) |
Total Distributions | (.121) | (.240) | (.283) | (.306) | (.297) | (.280) |
Net Asset Value, End of Period | $9.91 | $11.19 | $11.62 | $11.05 | $10.45 | $10.75 |
Total Return | -10.40% | -1.63% | 7.76% | 8.76% | 0.01% | 3.60% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $25,892 | $29,135 | $26,500 | $20,401 | $14,821 | $12,031 |
Ratio of Total Expenses to Average Net Assets | 0.01%2 | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% |
Ratio of Net Investment Income to Average Net Assets | 2.19% | 1.92% | 2.28% | 2.81% | 2.82% | 2.56% |
Portfolio Turnover Rate3,4 | 22% | 69% | 79% | 31% | 54% | 55% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.01%. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
4 | Includes 7%, 34%, 29%, 10%, 13%, and 15%, respectively, attributable to mortgage-dollar-roll activity. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 185,668,138 | — | 185,668,138 |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 7,398,332 | — | 7,398,332 |
Corporate Bonds | — | 74,675,081 | — | 74,675,081 |
Sovereign Bonds | — | 10,280,942 | — | 10,280,942 |
Taxable Municipal Bonds | — | 1,954,850 | — | 1,954,850 |
Temporary Cash Investments | 1,396,167 | — | — | 1,396,167 |
Total | 1,396,167 | 279,977,343 | — | 281,373,510 |
Amount ($000) | |
Tax Cost | 307,617,252 |
Gross Unrealized Appreciation | 534,958 |
Gross Unrealized Depreciation | (26,778,700) |
Net Unrealized Appreciation (Depreciation) | (26,243,742) |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 36,054 | 3,460 | 103,217 | 9,091 | |
Issued in Lieu of Cash Distributions | 11,055 | 1,067 | 28,087 | 2,488 | |
Redeemed | (180,909) | (17,269) | (510,240) | (45,279) | |
Net Increase (Decrease)—Investor Shares | (133,800) | (12,742) | (378,936) | (33,700) | |
ETF Shares | |||||
Issued | 9,444,818 | 119,200 | 26,653,952 | 310,700 | |
Issued in Lieu of Cash Distributions | — | — | — | — | |
Redeemed | (3,217,621) | (40,600) | (7,881,829) | (92,000) | |
Net Increase (Decrease)—ETF Shares | 6,227,197 | 78,600 | 18,772,123 | 218,700 | |
Admiral Shares | |||||
Issued | 8,790,277 | 843,098 | 21,683,837 | 1,914,625 | |
Issued in Lieu of Cash Distributions | 1,088,290 | 105,150 | 2,217,485 | 196,508 | |
Redeemed | (12,869,231) | (1,238,106) | (24,007,819) | (2,123,226) | |
Net Increase (Decrease)—Admiral Shares | (2,990,664) | (289,858) | (106,497) | (12,093) | |
Institutional Shares | |||||
Issued | 3,961,699 | 380,786 | 11,723,944 | 1,035,972 | |
Issued in Lieu of Cash Distributions | 488,329 | 47,193 | 1,002,779 | 88,861 | |
Redeemed | (5,143,984) | (494,059) | (14,624,003) | (1,293,919) | |
Net Increase (Decrease)—Institutional Shares | (693,956) | (66,080) | (1,897,280) | (169,086) | |
Institutional Plus Shares | |||||
Issued | 3,093,550 | 297,313 | 12,467,975 | 1,103,097 | |
Issued in Lieu of Cash Distributions | 362,095 | 34,984 | 711,088 | 63,016 | |
Redeemed | (4,471,524) | (428,611) | (8,499,293) | (752,885) | |
Net Increase (Decrease)—Institutional Plus Shares | (1,015,879) | (96,314) | 4,679,770 | 413,228 | |
Institutional Select Shares | |||||
Issued | 3,023,959 | 285,519 | 6,084,542 | 538,527 | |
Issued in Lieu of Cash Distributions | 316,263 | 30,567 | 573,990 | 50,872 | |
Redeemed | (3,216,364) | (306,400) | (3,003,995) | (266,139) | |
Net Increase (Decrease)—Institutional Select Shares | 123,858 | 9,686 | 3,654,537 | 323,260 |
Who Are Deaf or Hard of Hearing > 800-749-7273
All rights reserved.
U.S. Patent No. 6,879,964.
Vanguard Marketing Corporation, Distributor.
About Your Fund's Expenses | 1 |
Financial Statements | 3 |
Trustees Approve Advisory Arrangement | 93 |
Liquidity Risk Management | 94 |
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended June 30, 2022 | |||
Beginning Account Value 12/31/2021 | Ending Account Value 6/30/2022 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Total Bond Market II Index Fund | |||
Investor Shares | $1,000.00 | $895.60 | $0.42 |
Institutional Shares | 1,000.00 | 895.90 | 0.09 |
Based on Hypothetical 5% Yearly Return | |||
Total Bond Market II Index Fund | |||
Investor Shares | $1,000.00 | $1,024.35 | $0.45 |
Institutional Shares | 1,000.00 | 1,024.70 | 0.10 |
Asset-Backed/Commercial Mortgage-Backed Securities | 2.5% |
Corporate Bonds | 26.8 |
Sovereign Bonds | 3.5 |
Taxable Municipal Bonds | 0.7 |
U.S. Government and Agency Obligations | 66.5 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
U.S. Government and Agency Obligations (66.1%) | ||||||
U.S. Government Securities (44.9%) | ||||||
United States Treasury Note/Bond | 0.250% | 6/15/23 | 367,255 | 357,901 | ||
United States Treasury Note/Bond | 0.125% | 6/30/23 | 626,696 | 609,462 | ||
United States Treasury Note/Bond | 1.375% | 6/30/23 | 254,587 | 250,728 | ||
United States Treasury Note/Bond | 0.125% | 7/15/23 | 357,552 | 347,217 | ||
United States Treasury Note/Bond | 0.125% | 7/31/23 | 895,689 | 868,818 | ||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 133,182 | 130,789 | ||
United States Treasury Note/Bond | 2.750% | 7/31/23 | 86,268 | 86,066 | ||
United States Treasury Note/Bond | 0.125% | 8/15/23 | 510,180 | 494,157 | ||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 209,285 | 208,239 | ||
United States Treasury Note/Bond | 0.125% | 8/31/23 | 529,710 | 512,577 | ||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 344,995 | 338,634 | ||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 50,000 | 49,875 | ||
United States Treasury Note/Bond | 0.125% | 9/15/23 | 477,215 | 461,184 | ||
United States Treasury Note/Bond | 0.250% | 9/30/23 | 431,099 | 416,819 | ||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 152,840 | 149,831 | ||
United States Treasury Note/Bond | 0.125% | 10/15/23 | 626,354 | 603,844 | ||
United States Treasury Note/Bond | 0.375% | 10/31/23 | 384,140 | 371,115 | ||
United States Treasury Note/Bond | 1.625% | 10/31/23 | 100,000 | 98,234 | ||
United States Treasury Note/Bond | 0.250% | 11/15/23 | 818,010 | 787,974 | ||
United States Treasury Note/Bond | 0.500% | 11/30/23 | 31,656 | 30,578 | ||
United States Treasury Note/Bond | 0.125% | 12/15/23 | 1,107,920 | 1,062,911 | ||
United States Treasury Note/Bond | 0.750% | 12/31/23 | 120,690 | 116,730 | ||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 140,863 | 139,322 | ||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 628,073 | 624,736 | ||
United States Treasury Note/Bond | 0.125% | 1/15/24 | 749,478 | 717,391 | ||
United States Treasury Note/Bond | 0.875% | 1/31/24 | 304,596 | 294,697 | ||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 217,225 | 214,713 | ||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 82,769 | 82,135 | ||
1 | United States Treasury Note/Bond | 0.125% | 2/15/24 | 1,209,475 | 1,155,238 | |
United States Treasury Note/Bond | 1.500% | 2/29/24 | 71,122 | 69,444 | ||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 153,000 | 150,897 | ||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 182,842 | 181,071 | ||
1 | United States Treasury Note/Bond | 0.250% | 3/15/24 | 693,961 | 662,407 | |
United States Treasury Note/Bond | 2.125% | 3/31/24 | 150,020 | 147,793 | ||
United States Treasury Note/Bond | 2.250% | 3/31/24 | 92,411 | 91,241 | ||
United States Treasury Note/Bond | 0.375% | 4/15/24 | 429,583 | 410,050 | ||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 280,940 | 275,980 | ||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 314,542 | 310,414 | ||
United States Treasury Note/Bond | 2.500% | 4/30/24 | 383,255 | 379,902 | ||
United States Treasury Note/Bond | 0.250% | 5/15/24 | 755,075 | 717,557 | ||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 244,143 | 239,680 | ||
United States Treasury Note/Bond | 2.500% | 5/31/24 | 18,745 | 18,578 | ||
United States Treasury Note/Bond | 0.250% | 6/15/24 | 675,922 | 640,859 | ||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 355,810 | 347,248 | ||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 230,940 | 226,538 | ||
United States Treasury Note/Bond | 3.000% | 6/30/24 | 3,110 | 3,112 | ||
United States Treasury Note/Bond | 0.375% | 7/15/24 | 821,835 | 779,459 | ||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 262,500 | 255,856 | ||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 195,665 | 192,210 | ||
United States Treasury Note/Bond | 0.375% | 8/15/24 | 1,075,185 | 1,016,890 | ||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 659,320 | 650,563 | ||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 135,000 | 130,043 | ||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 243,460 | 237,678 | ||
United States Treasury Note/Bond | 0.375% | 9/15/24 | 939,615 | 886,468 | ||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 396,425 | 383,417 | ||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 248,720 | 244,056 | ||
United States Treasury Note/Bond | 0.625% | 10/15/24 | 1,571,945 | 1,489,172 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 1.500% | 10/31/24 | 136,061 | 131,426 | ||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 359,393 | 353,216 | ||
United States Treasury Note/Bond | 0.750% | 11/15/24 | 1,187,563 | 1,125,773 | ||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 483,372 | 475,215 | ||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 702,564 | 677,645 | ||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 141,200 | 138,244 | ||
United States Treasury Note/Bond | 1.000% | 12/15/24 | 1,283,267 | 1,221,911 | ||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 40,235 | 38,990 | ||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 285,467 | 280,115 | ||
1 | United States Treasury Note/Bond | 1.125% | 1/15/25 | 1,687,710 | 1,609,126 | |
United States Treasury Note/Bond | 2.500% | 1/31/25 | 262,225 | 258,701 | ||
United States Treasury Note/Bond | 1.500% | 2/15/25 | 1,387,410 | 1,333,214 | ||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 212,509 | 207,030 | ||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 1,024,610 | 974,981 | ||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 333,477 | 330,976 | ||
1 | United States Treasury Note/Bond | 1.750% | 3/15/25 | 1,764,694 | 1,705,687 | |
United States Treasury Note/Bond | 0.500% | 3/31/25 | 840,989 | 784,748 | ||
United States Treasury Note/Bond | 2.625% | 4/15/25 | 759,999 | 751,805 | ||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 603,909 | 560,314 | ||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 267,029 | 265,860 | ||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 256,221 | 249,896 | ||
United States Treasury Note/Bond | 2.750% | 5/15/25 | 656,175 | 651,151 | ||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 481,780 | 444,517 | ||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 174,085 | 173,323 | ||
United States Treasury Note/Bond | 2.875% | 6/15/25 | 560,845 | 558,567 | ||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 441,568 | 406,450 | ||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 179,285 | 177,828 | ||
United States Treasury Note/Bond | 0.250% | 7/31/25 | 480,550 | 441,054 | ||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 233,510 | 232,379 | ||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 189,083 | 183,174 | ||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 40,840 | 45,435 | ||
United States Treasury Note/Bond | 0.250% | 8/31/25 | 466,895 | 427,428 | ||
United States Treasury Note/Bond | 2.750% | 8/31/25 | 186,630 | 184,939 | ||
United States Treasury Note/Bond | 0.250% | 9/30/25 | 407,661 | 372,309 | ||
United States Treasury Note/Bond | 0.250% | 10/31/25 | 683,693 | 622,908 | ||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 434,690 | 423,279 | ||
United States Treasury Note/Bond | 0.375% | 11/30/25 | 422,280 | 385,660 | ||
United States Treasury Note/Bond | 2.875% | 11/30/25 | 226,497 | 225,081 | ||
United States Treasury Note/Bond | 0.375% | 12/31/25 | 304,190 | 277,146 | ||
United States Treasury Note/Bond | 0.375% | 1/31/26 | 813,300 | 739,341 | ||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 534,932 | 508,520 | ||
United States Treasury Note/Bond | 0.500% | 2/28/26 | 726,471 | 661,997 | ||
United States Treasury Note/Bond | 2.500% | 2/28/26 | 34,057 | 33,397 | ||
United States Treasury Note/Bond | 0.750% | 3/31/26 | 514,584 | 472,613 | ||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 287,794 | 279,610 | ||
United States Treasury Note/Bond | 0.750% | 4/30/26 | 311,694 | 285,687 | ||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 145,000 | 141,488 | ||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 534,497 | 506,436 | ||
United States Treasury Note/Bond | 0.750% | 5/31/26 | 431,045 | 394,339 | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 238,579 | 230,452 | ||
United States Treasury Note/Bond | 0.875% | 6/30/26 | 464,552 | 426,372 | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 283,440 | 271,040 | ||
United States Treasury Note/Bond | 0.625% | 7/31/26 | 594,787 | 539,212 | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 282,000 | 269,310 | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 579,832 | 544,408 | ||
United States Treasury Note/Bond | 6.750% | 8/15/26 | 8,800 | 10,036 | ||
United States Treasury Note/Bond | 0.750% | 8/31/26 | 88,294 | 80,347 | ||
United States Treasury Note/Bond | 1.375% | 8/31/26 | 240,805 | 225,002 | ||
United States Treasury Note/Bond | 0.875% | 9/30/26 | 374,245 | 341,791 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 1.625% | 9/30/26 | 56,188 | 52,992 | ||
United States Treasury Note/Bond | 1.125% | 10/31/26 | 407,235 | 375,293 | ||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 291,090 | 274,079 | ||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 366,562 | 350,410 | ||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 36,215 | 41,217 | ||
United States Treasury Note/Bond | 1.250% | 11/30/26 | 59,560 | 55,149 | ||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 180,570 | 169,905 | ||
United States Treasury Note/Bond | 1.250% | 12/31/26 | 386,615 | 357,256 | ||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 221,253 | 209,153 | ||
United States Treasury Note/Bond | 1.500% | 1/31/27 | 820,357 | 765,752 | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 16,056 | 15,479 | ||
United States Treasury Note/Bond | 6.625% | 2/15/27 | 39,650 | 45,560 | ||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 232,870 | 213,294 | ||
United States Treasury Note/Bond | 1.875% | 2/28/27 | 51,676 | 49,052 | ||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 398,965 | 356,076 | ||
United States Treasury Note/Bond | 2.500% | 3/31/27 | 963,245 | 939,766 | ||
United States Treasury Note/Bond | 0.500% | 4/30/27 | 773,350 | 684,294 | ||
United States Treasury Note/Bond | 2.750% | 4/30/27 | 218,435 | 215,466 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 43,030 | 41,645 | ||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 586,412 | 517,692 | ||
United States Treasury Note/Bond | 2.625% | 5/31/27 | 401,695 | 394,101 | ||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 608,125 | 535,815 | ||
United States Treasury Note/Bond | 3.250% | 6/30/27 | 153,780 | 155,270 | ||
United States Treasury Note/Bond | 0.375% | 7/31/27 | 673,115 | 588,239 | ||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 342,539 | 328,891 | ||
United States Treasury Note/Bond | 6.375% | 8/15/27 | 6,850 | 7,902 | ||
United States Treasury Note/Bond | 0.500% | 8/31/27 | 569,230 | 499,321 | ||
United States Treasury Note/Bond | 0.375% | 9/30/27 | 554,655 | 482,290 | ||
United States Treasury Note/Bond | 0.500% | 10/31/27 | 908,957 | 794,059 | ||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 192,761 | 184,779 | ||
1 | United States Treasury Note/Bond | 6.125% | 11/15/27 | 55,808 | 64,057 | |
United States Treasury Note/Bond | 0.625% | 11/30/27 | 1,040,670 | 913,676 | ||
United States Treasury Note/Bond | 0.625% | 12/31/27 | 940,335 | 823,822 | ||
United States Treasury Note/Bond | 0.750% | 1/31/28 | 1,213,165 | 1,068,343 | ||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 182,470 | 179,220 | ||
United States Treasury Note/Bond | 1.125% | 2/29/28 | 786,310 | 706,819 | ||
United States Treasury Note/Bond | 1.250% | 3/31/28 | 1,150,894 | 1,039,581 | ||
United States Treasury Note/Bond | 1.250% | 4/30/28 | 789,609 | 712,252 | ||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 181,973 | 179,812 | ||
United States Treasury Note/Bond | 1.250% | 5/31/28 | 751,770 | 677,063 | ||
United States Treasury Note/Bond | 1.250% | 6/30/28 | 744,896 | 670,057 | ||
United States Treasury Note/Bond | 1.000% | 7/31/28 | 734,818 | 649,855 | ||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 485,152 | 479,239 | ||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 45,575 | 51,635 | ||
United States Treasury Note/Bond | 1.125% | 8/31/28 | 681,390 | 606,437 | ||
United States Treasury Note/Bond | 1.250% | 9/30/28 | 660,660 | 591,704 | ||
United States Treasury Note/Bond | 1.375% | 10/31/28 | 725,620 | 654,192 | ||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 280,130 | 280,655 | ||
1 | United States Treasury Note/Bond | 5.250% | 11/15/28 | 76,342 | 85,813 | |
United States Treasury Note/Bond | 1.500% | 11/30/28 | 585,700 | 531,889 | ||
United States Treasury Note/Bond | 1.375% | 12/31/28 | 594,900 | 536,154 | ||
United States Treasury Note/Bond | 1.750% | 1/31/29 | 799,690 | 737,464 | ||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 76,983 | 74,938 | ||
United States Treasury Note/Bond | 5.250% | 2/15/29 | 52,279 | 59,051 | ||
United States Treasury Note/Bond | 1.875% | 2/28/29 | 658,800 | 612,478 | ||
United States Treasury Note/Bond | 2.375% | 3/31/29 | 1,075,745 | 1,029,690 | ||
United States Treasury Note/Bond | 2.875% | 4/30/29 | 539,175 | 532,857 | ||
United States Treasury Note/Bond | 2.750% | 5/31/29 | 591,385 | 579,742 | ||
United States Treasury Note/Bond | 3.250% | 6/30/29 | 223,680 | 226,301 | ||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 52,706 | 47,979 | ||
United States Treasury Note/Bond | 6.125% | 8/15/29 | 37,930 | 45,362 | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 50,000 | 45,875 | ||
United States Treasury Note/Bond | 1.500% | 2/15/30 | 498,597 | 447,803 | ||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 695,552 | 580,025 | ||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 64,435 | 78,872 | ||
United States Treasury Note/Bond | 0.625% | 8/15/30 | 874,646 | 725,137 | ||
United States Treasury Note/Bond | 0.875% | 11/15/30 | 1,087,583 | 918,158 | ||
United States Treasury Note/Bond | 1.125% | 2/15/31 | 891,790 | 766,103 | ||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 13,675 | 16,068 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 1.625% | 5/15/31 | 1,058,824 | 945,993 | ||
United States Treasury Note/Bond | 1.250% | 8/15/31 | 1,191,026 | 1,025,213 | ||
United States Treasury Note/Bond | 1.375% | 11/15/31 | 1,062,784 | 921,799 | ||
1 | United States Treasury Note/Bond | 1.875% | 2/15/32 | 1,199,492 | 1,086,477 | |
United States Treasury Note/Bond | 2.875% | 5/15/32 | 1,221,828 | 1,208,082 | ||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 105,143 | 123,576 | ||
United States Treasury Note/Bond | 4.750% | 2/15/37 | 121,425 | 146,545 | ||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 98,657 | 121,857 | ||
1 | United States Treasury Note/Bond | 4.375% | 2/15/38 | 204,635 | 238,112 | |
United States Treasury Note/Bond | 4.500% | 5/15/38 | 81,579 | 96,136 | ||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 73,194 | 76,419 | ||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 97,867 | 111,737 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 100,656 | 118,318 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 130,905 | 151,134 | ||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 84,805 | 100,865 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 388,410 | 270,309 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 19,320 | 22,254 | ||
United States Treasury Note/Bond | 1.125% | 8/15/40 | 453,110 | 312,788 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 65,325 | 70,378 | ||
United States Treasury Note/Bond | 1.375% | 11/15/40 | 537,870 | 387,266 | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 91,854 | 103,723 | ||
United States Treasury Note/Bond | 1.875% | 2/15/41 | 605,551 | 474,885 | ||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 78,692 | 94,713 | ||
United States Treasury Note/Bond | 2.250% | 5/15/41 | 557,241 | 464,687 | ||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 90,000 | 103,050 | ||
United States Treasury Note/Bond | 1.750% | 8/15/41 | 714,919 | 543,674 | ||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 95,310 | 100,105 | ||
United States Treasury Note/Bond | 2.000% | 11/15/41 | 621,478 | 493,395 | ||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 113,056 | 108,463 | ||
United States Treasury Note/Bond | 2.375% | 2/15/42 | 466,475 | 395,483 | ||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 128,742 | 123,190 | ||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 118,000 | 110,478 | ||
United States Treasury Note/Bond | 3.250% | 5/15/42 | 454,645 | 443,705 | ||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 172,528 | 154,601 | ||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 243,319 | 217,695 | ||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 204,159 | 193,855 | ||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 328,720 | 299,443 | ||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 229,652 | 235,536 | ||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 257,806 | 269,488 | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 273,494 | 280,417 | ||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 314,400 | 310,175 | ||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 331,150 | 313,609 | ||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 335,089 | 310,324 | ||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 494,882 | 419,567 | ||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 354,154 | 328,422 | ||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 465,506 | 422,738 | ||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 132,327 | 122,940 | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 352,758 | 298,962 | ||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 381,638 | 323,319 | ||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 363,743 | 293,154 | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 239,675 | 218,404 | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 181,279 | 169,213 | ||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 217,051 | 202,841 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 289,418 | 258,758 | ||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 310,732 | 278,251 | ||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 375,470 | 353,763 | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 411,233 | 397,739 | ||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 454,182 | 428,918 | ||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 336,303 | 341,663 | ||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 362,173 | 345,083 | ||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 428,731 | 399,658 | ||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 354,020 | 290,407 | ||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 260,699 | 220,128 | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 471,024 | 365,044 | ||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 593,574 | 377,476 | ||
United States Treasury Note/Bond | 1.375% | 8/15/50 | 651,075 | 428,489 | ||
United States Treasury Note/Bond | 1.625% | 11/15/50 | 680,335 | 478,361 | ||
United States Treasury Note/Bond | 1.875% | 2/15/51 | 741,990 | 556,608 | ||
United States Treasury Note/Bond | 2.375% | 5/15/51 | 736,455 | 621,614 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 2.000% | 8/15/51 | 728,292 | 562,833 | ||
United States Treasury Note/Bond | 1.875% | 11/15/51 | 708,835 | 531,848 | ||
United States Treasury Note/Bond | 2.250% | 2/15/52 | 825,780 | 679,462 | ||
United States Treasury Note/Bond | 2.875% | 5/15/52 | 665,787 | 628,545 | ||
103,139,932 | ||||||
Agency Bonds and Notes (1.1%) | ||||||
2 | AID-Israel | 5.500% | 9/18/23 | 6,500 | 6,680 | |
2 | AID-Israel | 5.500% | 12/4/23 | 7,002 | 7,235 | |
2 | AID-Israel | 5.500% | 4/26/24 | 5,575 | 5,800 | |
2 | AID-Israel | 5.500% | 9/18/33 | 5,150 | 6,062 | |
2 | AID-Jordan | 3.000% | 6/30/25 | 4,325 | 4,308 | |
Federal Farm Credit Banks | 0.500% | 12/1/23 | 30,000 | 28,960 | ||
Federal Farm Credit Banks | 3.500% | 12/20/23 | 5,100 | 5,135 | ||
Federal Farm Credit Banks | 0.900% | 1/18/24 | 14,000 | 13,555 | ||
Federal Farm Credit Banks | 0.250% | 2/26/24 | 22,350 | 21,357 | ||
Federal Farm Credit Banks | 2.625% | 5/3/24 | 14,980 | 14,867 | ||
Federal Farm Credit Banks | 2.625% | 5/16/24 | 43,220 | 42,889 | ||
Federal Farm Credit Banks | 2.625% | 6/10/24 | 16,085 | 15,955 | ||
Federal Farm Credit Banks | 3.100% | 6/28/24 | 33,000 | 33,027 | ||
Federal Farm Credit Banks | 0.875% | 11/18/24 | 10,507 | 9,984 | ||
Federal Farm Credit Banks | 1.125% | 1/6/25 | 11,170 | 10,646 | ||
Federal Farm Credit Banks | 1.750% | 2/14/25 | 19,410 | 18,760 | ||
Federal Farm Credit Banks | 2.510% | 4/1/25 | 9,175 | 9,031 | ||
Federal Home Loan Banks | 0.125% | 8/28/23 | 31,075 | 30,080 | ||
Federal Home Loan Banks | 0.500% | 11/9/23 | 33,500 | 32,405 | ||
Federal Home Loan Banks | 0.625% | 12/22/23 | 21,000 | 20,280 | ||
Federal Home Loan Banks | 2.500% | 2/13/24 | 44,590 | 44,221 | ||
Federal Home Loan Banks | 2.125% | 2/28/24 | 22,475 | 22,149 | ||
Federal Home Loan Banks | 3.250% | 3/8/24 | 29,255 | 29,360 | ||
Federal Home Loan Banks | 2.875% | 6/14/24 | 5,920 | 5,900 | ||
Federal Home Loan Banks | 3.125% | 6/14/24 | 33,200 | 33,210 | ||
Federal Home Loan Banks | 2.750% | 6/28/24 | 29,370 | 29,196 | ||
Federal Home Loan Banks | 1.500% | 8/15/24 | 19,940 | 19,318 | ||
Federal Home Loan Banks | 5.375% | 8/15/24 | 1,585 | 1,661 | ||
Federal Home Loan Banks | 2.875% | 9/13/24 | 1,000 | 996 | ||
3 | Federal Home Loan Banks | 1.000% | 12/20/24 | 21,000 | 19,974 | |
Federal Home Loan Banks | 0.500% | 4/14/25 | 39,015 | 36,338 | ||
Federal Home Loan Banks | 0.375% | 9/4/25 | 8,000 | 7,346 | ||
Federal Home Loan Banks | 1.250% | 12/21/26 | 12,100 | 11,167 | ||
Federal Home Loan Banks | 3.250% | 6/9/28 | 19,510 | 19,538 | ||
Federal Home Loan Banks | 3.250% | 11/16/28 | 62,745 | 63,058 | ||
Federal Home Loan Banks | 5.500% | 7/15/36 | 21,150 | 25,503 | ||
4 | Federal Home Loan Mortgage Corp. | 0.250% | 8/24/23 | 52,625 | 51,029 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 9/8/23 | 48,000 | 46,496 | |
4 | Federal Home Loan Mortgage Corp. | 0.125% | 10/16/23 | 34,910 | 33,662 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 11/6/23 | 86,460 | 83,368 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 12/4/23 | 60,000 | 57,701 | |
4 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 60,000 | 57,622 | |
3,4 | Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | 54,000 | 49,757 | |
4 | Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | 108,000 | 99,121 | |
3,4 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 15,573 | 19,029 | |
4 | Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | 35,401 | 44,370 | |
4 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 40,678 | 50,557 | |
4 | Federal National Mortgage Assn. | 0.250% | 7/10/23 | 30,000 | 29,195 | |
4 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 50,000 | 49,951 | |
4 | Federal National Mortgage Assn. | 0.250% | 11/27/23 | 69,000 | 66,400 | |
4 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 45,214 | 44,845 | |
4 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 41,103 | 40,096 | |
4 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 8,755 | 8,679 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
4 | Federal National Mortgage Assn. | 1.625% | 10/15/24 | 38,890 | 37,674 | |
4 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 43,250 | 41,738 | |
4 | Federal National Mortgage Assn. | 0.625% | 4/22/25 | 2,200 | 2,053 | |
4 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 26,000 | 24,074 | |
4 | Federal National Mortgage Assn. | 0.375% | 8/25/25 | 86,500 | 79,503 | |
4 | Federal National Mortgage Assn. | 0.500% | 11/7/25 | 101,800 | 93,440 | |
4 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 42,302 | 40,814 | |
4 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 30,435 | 28,921 | |
4 | Federal National Mortgage Assn. | 0.750% | 10/8/27 | 98,290 | 86,950 | |
4 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 43,526 | 51,618 | |
4 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 17,956 | 22,483 | |
4 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 44,920 | 56,997 | |
4 | Federal National Mortgage Assn. | 0.875% | 8/5/30 | 121,835 | 100,785 | |
4 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 55,935 | 69,222 | |
4 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 3,396 | 4,137 | |
4 | Federal National Mortgage Assn. | 6.210% | 8/6/38 | 300 | 387 | |
3 | Private Export Funding Corp. | 3.550% | 1/15/24 | 16,425 | 16,476 | |
3 | Private Export Funding Corp. | 2.450% | 7/15/24 | 4,955 | 4,867 | |
3 | Private Export Funding Corp. | 1.750% | 11/15/24 | 3,115 | 2,996 | |
3 | Private Export Funding Corp. | 3.250% | 6/15/25 | 3,250 | 3,234 | |
3 | Private Export Funding Corp. | 1.400% | 7/15/28 | 9,375 | 8,266 | |
Tennessee Valley Authority | 2.875% | 9/15/24 | 12,231 | 12,165 | ||
Tennessee Valley Authority | 0.750% | 5/15/25 | 3,000 | 2,806 | ||
3 | Tennessee Valley Authority | 6.750% | 11/1/25 | 19,581 | 21,820 | |
3 | Tennessee Valley Authority | 2.875% | 2/1/27 | 25,750 | 25,420 | |
Tennessee Valley Authority | 7.125% | 5/1/30 | 9,625 | 12,039 | ||
Tennessee Valley Authority | 1.500% | 9/15/31 | 13,700 | 11,564 | ||
3 | Tennessee Valley Authority | 4.700% | 7/15/33 | 6,375 | 6,900 | |
Tennessee Valley Authority | 4.650% | 6/15/35 | 6,000 | 6,443 | ||
Tennessee Valley Authority | 5.880% | 4/1/36 | 12,795 | 15,420 | ||
Tennessee Valley Authority | 6.150% | 1/15/38 | 665 | 825 | ||
Tennessee Valley Authority | 5.500% | 6/15/38 | 1,436 | 1,687 | ||
Tennessee Valley Authority | 5.250% | 9/15/39 | 22,828 | 25,966 | ||
Tennessee Valley Authority | 3.500% | 12/15/42 | 1,820 | 1,647 | ||
Tennessee Valley Authority | 4.875% | 1/15/48 | 14,320 | 15,857 | ||
Tennessee Valley Authority | 5.375% | 4/1/56 | 17,860 | 22,430 | ||
Tennessee Valley Authority | 4.625% | 9/15/60 | 8,838 | 9,920 | ||
Tennessee Valley Authority | 4.250% | 9/15/65 | 8,050 | 8,445 | ||
2,515,818 | ||||||
Conventional Mortgage-Backed Securities (20.1%) | ||||||
3,4 | Fannie Mae Pool | 6.000% | 11/1/32 | 55 | 59 | |
3,4 | Fannie Mae Pool | 6.500% | 9/1/32 | 33 | 34 | |
3,4 | Freddie Mac Gold Pool | 2.000% | 1/1/28– 12/1/31 | 17,799 | 16,658 | |
3,4 | Freddie Mac Gold Pool | 2.500% | 4/1/27– 3/1/43 | 265,477 | 255,773 | |
3,4 | Freddie Mac Gold Pool | 3.000% | 10/1/26– 4/1/48 | 842,838 | 806,014 | |
3,4 | Freddie Mac Gold Pool | 3.500% | 9/1/25– 3/1/49 | 847,936 | 830,880 | |
3,4 | Freddie Mac Gold Pool | 4.000% | 5/1/23– 2/1/49 | 506,531 | 508,434 | |
3,4 | Freddie Mac Gold Pool | 4.500% | 3/1/23– 1/1/49 | 253,116 | 259,151 | |
3,4 | Freddie Mac Gold Pool | 5.000% | 11/1/22– 11/1/48 | 91,269 | 95,425 | |
3,4 | Freddie Mac Gold Pool | 5.500% | 12/1/22– 6/1/41 | 58,585 | 63,110 | |
3,4 | Freddie Mac Gold Pool | 6.000% | 1/1/24– 5/1/40 | 28,820 | 32,522 | |
3,4 | Freddie Mac Gold Pool | 7.000% | 3/1/26– 12/1/38 | 2,914 | 3,141 | |
3,4 | Freddie Mac Gold Pool | 7.500% | 4/1/27– 2/1/32 | 26 | 28 | |
3,4 | Freddie Mac Gold Pool | 8.000% | 1/1/27– 11/1/31 | 34 | 37 | |
3,4 | Freddie Mac Gold Pool | 8.500% | 6/1/25 | 7 | 7 | |
3 | Ginnie Mae I Pool | 3.000% | 1/15/26– 3/15/45 | 43,999 | 41,979 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Ginnie Mae I Pool | 3.500% | 11/15/25– 5/15/48 | 59,634 | 59,461 | |
3 | Ginnie Mae I Pool | 4.000% | 6/15/24– 5/15/47 | 67,024 | 68,368 | |
3 | Ginnie Mae I Pool | 4.500% | 10/15/24– 2/15/49 | 57,798 | 60,525 | |
3 | Ginnie Mae I Pool | 5.000% | 12/15/32– 11/15/46 | 31,884 | 33,795 | |
3 | Ginnie Mae I Pool | 5.500% | 9/15/40– 2/15/41 | 62 | 67 | |
3 | Ginnie Mae I Pool | 6.000% | 12/15/29– 6/15/41 | 1,158 | 1,271 | |
3 | Ginnie Mae I Pool | 6.500% | 5/15/24– 8/15/39 | 4,013 | 4,255 | |
3 | Ginnie Mae I Pool | 7.000% | 7/15/23– 9/15/36 | 207 | 223 | |
3 | Ginnie Mae I Pool | 7.500% | 12/15/23 | 1 | 1 | |
3 | Ginnie Mae I Pool | 8.000% | 6/15/25– 1/15/27 | 10 | 10 | |
3 | Ginnie Mae II Pool | 1.500% | 3/20/51– 12/20/51 | 56,395 | 48,255 | |
3 | Ginnie Mae II Pool | 2.000% | 8/20/50– 1/20/52 | 2,307,993 | 2,050,276 | |
3,5 | Ginnie Mae II Pool | 2.500% | 6/20/27– 7/15/52 | 2,269,521 | 2,081,324 | |
3,5 | Ginnie Mae II Pool | 3.000% | 10/20/26– 7/15/52 | 2,277,854 | 2,155,140 | |
3,5 | Ginnie Mae II Pool | 3.500% | 9/20/25– 7/15/52 | 1,665,516 | 1,635,070 | |
3,5 | Ginnie Mae II Pool | 4.000% | 9/20/25– 7/15/52 | 818,622 | 825,440 | |
3 | Ginnie Mae II Pool | 4.500% | 8/20/33– 1/20/50 | 365,094 | 378,649 | |
3 | Ginnie Mae II Pool | 5.000% | 12/20/32– 12/20/49 | 112,171 | 119,234 | |
3 | Ginnie Mae II Pool | 5.500% | 8/20/23– 8/20/49 | 3,166 | 3,275 | |
3 | Ginnie Mae II Pool | 6.000% | 9/20/33 | 40 | 44 | |
3 | Ginnie Mae II Pool | 6.500% | 10/20/28– 11/20/39 | 3,798 | 4,191 | |
3 | Ginnie Mae II Pool | 7.000% | 8/20/34– 11/20/38 | 516 | 583 | |
3,4,5 | UMBS Pool | 1.500% | 7/1/35– 9/1/51 | 3,003,731 | 2,588,509 | |
3,4,5 | UMBS Pool | 2.000% | 11/1/27– 7/25/52 | 12,339,079 | 10,869,503 | |
3,4,5 | UMBS Pool | 2.500% | 11/1/26– 7/25/52 | 8,924,482 | 8,127,144 | |
3,4,5 | UMBS Pool | 3.000% | 11/1/23– 7/25/52 | 5,611,173 | 5,294,125 | |
3,4,5 | UMBS Pool | 3.500% | 5/1/25– 7/25/52 | 3,356,505 | 3,267,218 | |
3,4,5 | UMBS Pool | 4.000% | 4/1/24– 7/25/52 | 2,214,356 | 2,207,018 | |
3,4,5 | UMBS Pool | 4.500% | 7/1/23– 7/25/52 | 909,849 | 925,719 | |
3,4 | UMBS Pool | 5.000% | 12/1/22– 3/1/50 | 301,251 | 313,944 | |
3,4 | UMBS Pool | 5.500% | 12/1/22– 6/1/49 | 109,027 | 117,479 | |
3,4 | UMBS Pool | 6.000% | 11/1/22– 5/1/41 | 92,233 | 101,646 | |
3,4 | UMBS Pool | 7.000% | 8/1/27– 12/1/38 | 5,018 | 5,565 | |
3,4 | UMBS Pool | 7.500% | 7/1/30– 12/1/32 | 69 | 74 | |
3,4 | UMBS Pool | 8.000% | 12/1/29 | 6 | 7 | |
46,260,660 | ||||||
Nonconventional Mortgage-Backed Securities (0.0%) | ||||||
3,4 | Fannie Mae Pool | 2.308% | 7/1/43 | 1,180 | 1,187 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.290% | 1.779% | 12/1/41 | 258 | 258 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.310% | 1.560% | 9/1/37 | 555 | 565 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.388% | 1.638% | 10/1/37 | 140 | 142 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.432% | 2.034% | 7/1/36 | 68 | 68 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.481% | 1.849% | 3/1/43 | 857 | 862 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.530% | 1.780% | 12/1/43 | 287 | 289 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.555% | 1.805% | 9/1/43 | 102 | 102 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.596% | 1.846% | 11/1/33 | 27 | 27 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.597% | 1.847% | 8/1/35 | 139 | 142 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.601% | 3.223% | 10/1/37 | 153 | 156 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.606% | 2.510% | 6/1/43 | 298 | 301 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 2.078% | 2/1/36 | 87 | 88 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.627% | 2.127% | 3/1/38 | 75 | 76 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.635% | 1.885% | 11/1/36 | 20 | 19 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.640% | 1.890% | 1/1/42 | 274 | 279 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.658% | 1.908% | 7/1/35 | 162 | 164 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.660% | 1.910% | 9/1/40 | 39 | 40 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.665% | 3.915% | 6/1/36 | 4 | 4 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.670% | 2.045% | 1/1/37 | 33 | 34 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.671% | 2.328% | 10/1/42 | 270 | 278 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.680% | 2.062% | 8/1/39 | 418 | 423 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.684% | 3.403% | 6/1/42 | 340 | 346 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.685% | 1.935% | 12/1/33 | 52 | 52 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.687% | 2.304% | 4/1/36 | 37 | 38 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 1.940% | 10/1/39– 9/1/42 | 679 | 693 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.225% | 5/1/40 | 89 | 92 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.695% | 1.945% | 7/1/39 | 66 | 68 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.698% | 2.712% | 8/1/40 | 107 | 110 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 1.950% | 12/1/40 | 146 | 148 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 2.075% | 7/1/37 | 22 | 23 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.701% | 1.951% | 10/1/42 | 299 | 307 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.705% | 1.955% | 11/1/39 | 61 | 62 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.716% | 2.615% | 5/1/42 | 354 | 358 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.733% | 2.217% | 9/1/43 | 503 | 517 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.735% | 3.485% | 6/1/41 | 70 | 72 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.747% | 2.939% | 7/1/41 | 450 | 468 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.748% | 2.408% | 5/1/35 | 50 | 51 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 2.000% | 10/1/40 | 74 | 76 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 2.172% | 2/1/36 | 63 | 64 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.751% | 2.002% | 9/1/34 | 48 | 48 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.764% | 2.093% | 11/1/39 | 141 | 143 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.770% | 2.408% | 5/1/42 | 134 | 136 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.780% | 2.280% | 2/1/41 | 147 | 149 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.782% | 2.404% | 7/1/42 | 372 | 380 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.794% | 2.136% | 8/1/42 | 687 | 703 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.794% | 2.336% | 3/1/42 | 262 | 272 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 2.447% | 3/1/42 | 280 | 284 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.799% | 2.698% | 2/1/42 | 745 | 766 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.805% | 2.055% | 11/1/41 | 283 | 290 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 2.060% | 11/1/33– 12/1/40 | 344 | 354 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 2.063% | 11/1/41 | 216 | 220 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 2.075% | 1/1/42 | 189 | 193 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 2.206% | 3/1/41 | 175 | 179 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.065% | 11/1/40– 12/1/41 | 554 | 567 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.230% | 2/1/41 | 198 | 202 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.406% | 5/1/41 | 213 | 221 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.820% | 2.070% | 12/1/40 | 45 | 46 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.824% | 2.524% | 9/1/40 | 210 | 218 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.824% | 3.102% | 2/1/42 | 250 | 259 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.825% | 2.575% | 3/1/41 | 248 | 252 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.826% | 4.076% | 7/1/38 | 37 | 38 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 2.308% | 4/1/41 | 275 | 280 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 4.080% | 6/1/41 | 303 | 313 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.834% | 2.154% | 2/1/41 | 110 | 109 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 2.107% | 1/1/40 | 117 | 119 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 3.210% | 5/1/40 | 44 | 46 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.839% | 2.089% | 12/1/39 | 133 | 136 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.840% | 2.090% | 8/1/39 | 141 | 145 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.880% | 2.365% | 11/1/34 | 158 | 162 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.912% | 3.662% | 5/1/36 | 19 | 19 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.914% | 3.289% | 4/1/37 | 119 | 124 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.965% | 2.340% | 4/1/37 | 4 | 4 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 2.130% | 2.630% | 10/1/36 | 89 | 92 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.155% | 2.280% | 12/1/37 | 216 | 221 | |
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.313% | 2.438% | 1/1/35 | 75 | 79 | |
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.058% | 1.592% | 4/1/37 | 239 | 242 | |
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.840% | 2.090% | 8/1/37 | 90 | 93 | |
3,4 | Fannie Mae REMICS | 2.493% | 3/25/23 | 2,854 | 2,837 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.488% | 1.876% | 3/1/37 | 3 | 3 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.532% | 2.077% | 9/1/37 | 14 | 14 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.570% | 2.057% | 3/1/37 | 7 | 7 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% | 1.875% | 1/1/38 | 34 | 35 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 1.890% | 12/1/36– 11/1/43 | 473 | 479 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.310% | 5/1/42 | 56 | 56 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% | 1.910% | 10/1/37 | 111 | 112 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.665% | 1.915% | 12/1/34 | 32 | 32 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% | 2.074% | 2/1/37 | 68 | 70 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% | 1.993% | 1/1/35 | 11 | 11 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% | 1.993% | 12/1/36 | 124 | 121 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% | 1.995% | 12/1/40 | 476 | 480 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 2.000% | 12/1/41 | 258 | 263 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 3.125% | 5/1/38 | 21 | 22 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.765% | 2.015% | 12/1/36 | 13 | 13 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.767% | 2.505% | 6/1/37 | 110 | 112 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.800% | 2.050% | 12/1/35 | 54 | 55 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.814% | 2.116% | 3/1/42 | 114 | 117 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.846% | 2.141% | 2/1/42 | 69 | 70 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.871% | 2.120% | 8/1/37 | 56 | 58 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.130% | 6/1/40– 12/1/40 | 200 | 203 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.223% | 1/1/41 | 420 | 424 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.380% | 3/1/41 | 23 | 23 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.950% | 6/1/41 | 53 | 54 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.255% | 5/1/40 | 9 | 9 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.356% | 5/1/40 | 33 | 33 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.612% | 6/1/40 | 106 | 110 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.887% | 2.323% | 2/1/42 | 142 | 140 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.892% | 2.220% | 9/1/40 | 155 | 161 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 2.150% | 11/1/40 | 197 | 200 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 3.165% | 6/1/40 | 69 | 70 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.201% | 1/1/41 | 55 | 56 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.390% | 2/1/41 | 92 | 93 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.410% | 2/1/41 | 64 | 65 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.995% | 2.451% | 3/1/37 | 69 | 71 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.005% | 2.989% | 5/1/37 | 166 | 170 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% | 2.585% | 3/1/38 | 22 | 22 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.283% | 11/1/36 | 33 | 34 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.375% | 11/1/34 | 171 | 169 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.490% | 2/1/36 | 48 | 50 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 3.366% | 5/1/36 | 32 | 31 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.411% | 2.534% | 10/1/36 | 167 | 173 | |
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355% | 2.020% | 6/1/37 | 79 | 80 | |
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.570% | 1.945% | 3/1/37 | 3 | 3 | |
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% | 2.102% | 1/1/37 | 147 | 151 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 1.625% | 7/20/38– 8/20/41 | 1,273 | 1,276 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 1.750% | 10/20/38– 12/20/43 | 2,437 | 2,438 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 1.875% | 6/20/29– 6/20/43 | 1,860 | 1,877 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.625% | 1/20/41– 3/20/43 | 2,650 | 2,657 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.000% | 5/20/41 | 80 | 83 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.250% | 11/20/40 | 31 | 32 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.375% | 5/20/41 | 57 | 58 | |
33,136 | ||||||
Total U.S. Government and Agency Obligations (Cost $165,170,164) | 151,949,546 | |||||
Asset-Backed/Commercial Mortgage-Backed Securities (2.6%) | ||||||
3 | Ally Auto Receivables Trust Series 2019-2 | 2.260% | 8/15/24 | 1,450 | 1,444 | |
3 | Ally Auto Receivables Trust Series 2019-4 | 1.920% | 1/15/25 | 1,250 | 1,236 | |
3 | Ally Auto Receivables Trust Series 2022-1 | 3.310% | 11/15/26 | 6,450 | 6,391 | |
3 | Ally Auto Receivables Trust Series 2022-1 | 3.450% | 6/15/27 | 550 | 547 | |
3 | American Express Credit Account Master Trust Series 2021-1 | 0.900% | 11/15/26 | 23,050 | 21,741 | |
3 | American Express Credit Account Master Trust Series 2022-2 | 3.390% | 5/15/27 | 40,775 | 40,682 | |
3 | AmeriCredit Automobile Receivables Trust Series 2018-1 | 3.500% | 1/18/24 | 308 | 308 | |
3 | AmeriCredit Automobile Receivables Trust Series 2020-1 | 1.110% | 8/19/24 | 1,282 | 1,280 | |
3 | AmeriCredit Automobile Receivables Trust Series 2020-3 | 0.760% | 12/18/25 | 1,000 | 967 | |
3 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.680% | 10/19/26 | 1,650 | 1,583 | |
3 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.890% | 10/19/26 | 1,025 | 959 | |
3 | AmeriCredit Automobile Receivables Trust Series 2021-2 | 0.340% | 12/18/26 | 950 | 920 | |
3 | AmeriCredit Automobile Receivables Trust Series 2021-3 | 0.760% | 8/18/26 | 850 | 812 | |
3 | AmeriCredit Automobile Receivables Trust Series 2021-3 | 1.170% | 8/18/27 | 425 | 399 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | AmeriCredit Automobile Receivables Trust Series 2021-3 | 1.410% | 8/18/27 | 950 | 875 | |
3 | BA Credit Card Trust Series 2020-A1 | 0.340% | 5/15/26 | 12,600 | 12,082 | |
3 | BA Credit Card Trust Series 2021-A1 | 0.440% | 9/15/26 | 2,990 | 2,835 | |
3 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.429% | 9/15/48 | 974 | 967 | |
3 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.705% | 9/15/48 | 2,525 | 2,486 | |
3 | BANK Series 2017-BNK4 | 3.625% | 5/15/50 | 5,950 | 5,805 | |
3 | BANK Series 2017-BNK5 | 3.390% | 6/15/60 | 7,000 | 6,749 | |
3 | BANK Series 2017-BNK5 | 3.624% | 6/15/60 | 3,500 | 3,318 | |
3 | BANK Series 2017-BNK6 | 3.254% | 7/15/60 | 3,675 | 3,548 | |
3 | BANK Series 2017-BNK6 | 3.518% | 7/15/60 | 9,658 | 9,353 | |
3 | BANK Series 2017-BNK6 | 3.741% | 7/15/60 | 9,929 | 9,460 | |
3 | BANK Series 2017-BNK7 | 3.175% | 9/15/60 | 11,485 | 10,884 | |
3 | BANK Series 2017-BNK7 | 3.435% | 9/15/60 | 4,965 | 4,784 | |
3 | BANK Series 2017-BNK7 | 3.748% | 9/15/60 | 5,225 | 4,989 | |
3 | BANK Series 2017-BNK8 | 3.488% | 11/15/50 | 5,925 | 5,718 | |
3 | BANK Series 2017-BNK8 | 3.731% | 11/15/50 | 1,000 | 953 | |
3 | BANK Series 2017-BNK8 | 4.204% | 11/15/50 | 2,800 | 2,563 | |
3 | BANK Series 2017-BNK9 | 3.279% | 11/15/54 | 6,075 | 5,819 | |
3 | BANK Series 2017-BNK9 | 3.538% | 11/15/54 | 6,150 | 5,946 | |
3 | BANK Series 2018-BN10 | 3.641% | 2/15/61 | 1,425 | 1,405 | |
3 | BANK Series 2018-BN10 | 3.688% | 2/15/61 | 4,375 | 4,257 | |
3 | BANK Series 2018-BN10 | 3.898% | 2/15/61 | 1,650 | 1,567 | |
3 | BANK Series 2018-BN11 | 4.046% | 3/15/61 | 4,275 | 4,232 | |
3 | BANK Series 2018-BN12 | 4.255% | 5/15/61 | 6,200 | 6,199 | |
3 | BANK Series 2018-BN12 | 4.486% | 5/15/61 | 1,650 | 1,624 | |
3 | BANK Series 2018-BN13 | 3.953% | 8/15/61 | 2,235 | 2,198 | |
3 | BANK Series 2018-BN13 | 4.217% | 8/15/61 | 6,200 | 6,186 | |
3 | BANK Series 2018-BN14 | 3.966% | 9/15/60 | 1,990 | 1,956 | |
3 | BANK Series 2018-BN14 | 4.128% | 9/15/60 | 3,110 | 3,117 | |
3 | BANK Series 2018-BN14 | 4.231% | 9/15/60 | 2,425 | 2,420 | |
3 | BANK Series 2018-BN14 | 4.481% | 9/15/60 | 2,600 | 2,547 | |
3 | BANK Series 2018-BN15 | 4.407% | 11/15/61 | 9,060 | 9,126 | |
3 | BANK Series 2019-BN16 | 4.005% | 2/15/52 | 6,850 | 6,745 | |
3 | BANK Series 2019-BN17 | 3.714% | 4/15/52 | 5,070 | 4,905 | |
3 | BANK Series 2019-BN17 | 3.976% | 4/15/52 | 2,125 | 2,016 | |
3 | BANK Series 2019-BN18 | 3.584% | 5/15/62 | 2,925 | 2,801 | |
3 | BANK Series 2019-BN18 | 3.826% | 5/15/62 | 2,050 | 1,928 | |
3 | BANK Series 2019-BN19 | 3.183% | 8/15/61 | 3,415 | 3,185 | |
3 | BANK Series 2019-BN19 | 4.166% | 8/15/61 | 1,575 | 1,410 | |
3 | BANK Series 2019-BN20 | 3.011% | 9/15/62 | 7,785 | 7,172 | |
3 | BANK Series 2019-BN21 | 2.851% | 10/17/52 | 2,570 | 2,340 | |
3 | BANK Series 2019-BN21 | 3.093% | 10/17/52 | 3,275 | 2,921 | |
3 | BANK Series 2019-BN22 | 2.978% | 11/15/62 | 3,645 | 3,343 | |
3 | BANK Series 2019-BN23 | 2.920% | 12/15/52 | 8,290 | 7,569 | |
3 | BANK Series 2019-BN23 | 3.203% | 12/15/52 | 3,125 | 2,831 | |
3 | BANK Series 2019-BN24 | 2.960% | 11/15/62 | 15,788 | 14,436 | |
3 | BANK Series 2019-BN24 | 3.283% | 11/15/62 | 2,900 | 2,631 | |
3 | BANK Series 2020-BN25 | 2.649% | 1/15/63 | 4,035 | 3,608 | |
3 | BANK Series 2020-BN25 | 2.841% | 1/15/63 | 2,970 | 2,588 | |
3 | BANK Series 2020-BN26 | 2.403% | 3/15/63 | 7,635 | 6,699 | |
3 | BANK Series 2020-BN26 | 2.687% | 3/15/63 | 2,410 | 2,092 | |
3 | BANK Series 2020-BN27 | 2.144% | 4/15/63 | 6,675 | 5,744 | |
3 | BANK Series 2020-BN27 | 2.551% | 4/15/63 | 1,950 | 1,669 | |
3 | BANK Series 2020-BN28 | 1.844% | 3/15/63 | 1,950 | 1,623 | |
3 | BANK Series 2020-BN29 | 1.997% | 11/15/53 | 2,775 | 2,330 | |
3 | BANK Series 2020-BN30 | 1.925% | 12/15/53 | 3,425 | 2,859 | |
3 | BANK Series 2020-BN30 | 2.111% | 12/15/53 | 415 | 337 | |
3 | BANK Series 2021-BN31 | 2.036% | 2/15/54 | 2,425 | 2,038 | |
3 | BANK Series 2021-BN31 | 2.211% | 2/15/54 | 1,425 | 1,173 | |
3 | BANK Series 2021-BN32 | 2.643% | 4/15/54 | 4,200 | 3,704 | |
3 | BANK Series 2021-BN33 | 2.556% | 5/15/64 | 2,040 | 1,783 | |
3 | BANK Series 2021-BN34 | 2.438% | 6/15/63 | 7,875 | 6,811 | |
3 | BANK Series 2021-BN35 | 2.285% | 6/15/64 | 4,700 | 4,001 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | BANK Series 2021-BN36 | 2.470% | 9/15/64 | 6,800 | 5,873 | |
3 | BANK Series 2021-BN36 | 2.695% | 9/15/64 | 2,100 | 1,768 | |
3 | BANK Series 2021-BN37 | 2.618% | 11/15/64 | 6,825 | 5,963 | |
3 | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | 3.311% | 2/15/50 | 421 | 406 | |
3 | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | 3.574% | 2/15/50 | 7,560 | 7,367 | |
3 | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | 3.748% | 2/15/50 | 2,800 | 2,661 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C3 | 3.583% | 5/15/52 | 17,550 | 16,820 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C4 | 2.919% | 8/15/52 | 12,610 | 11,560 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C4 | 3.171% | 8/15/52 | 1,050 | 938 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.063% | 11/15/52 | 6,750 | 6,232 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.366% | 11/15/52 | 6,638 | 6,055 | |
3 | Barclays Dryrock Issuance Trust Series 2022-1 | 3.070% | 2/15/28 | 5,200 | 5,141 | |
3 | BBCMS Mortgage Trust Series 2017-C1 | 3.674% | 2/15/50 | 10,625 | 10,380 | |
3 | BBCMS Mortgage Trust Series 2017-C1 | 3.898% | 2/15/50 | 2,900 | 2,789 | |
3 | BBCMS Mortgage Trust Series 2018-C2 | 4.314% | 12/15/51 | 10,125 | 10,137 | |
3 | BBCMS Mortgage Trust Series 2020-C6 | 2.639% | 2/15/53 | 6,080 | 5,435 | |
3 | BBCMS Mortgage Trust Series 2020-C6 | 2.840% | 2/15/53 | 1,600 | 1,410 | |
3 | BBCMS Mortgage Trust Series 2020-C7 | 2.037% | 4/15/53 | 1,750 | 1,495 | |
3 | BBCMS Mortgage Trust Series 2020-C8 | 2.040% | 10/15/53 | 5,790 | 4,892 | |
3 | BBCMS Mortgage Trust Series 2020-C8 | 2.398% | 10/15/53 | 1,205 | 1,006 | |
3 | BBCMS Mortgage Trust Series 2021-C9 | 2.299% | 2/15/54 | 7,175 | 6,151 | |
3 | BBCMS Mortgage Trust Series 2021-C11 | 2.322% | 9/15/54 | 2,550 | 2,172 | |
3 | BBCMS Mortgage Trust Series 2021-C11 | 2.536% | 9/15/54 | 1,075 | 894 | |
3 | BBCMS Mortgage Trust Series 2021-C12 | 2.689% | 11/15/54 | 4,300 | 3,752 | |
3 | BBCMS Mortgage Trust Series 2022-C14 | 2.946% | 2/15/55 | 10,600 | 9,480 | |
3 | BBCMS Trust Series 2021-C10 | 2.492% | 7/15/54 | 7,500 | 6,522 | |
3 | Benchmark Mortgage Trust Series 2018-B1 | 3.666% | 1/15/51 | 4,900 | 4,749 | |
3 | Benchmark Mortgage Trust Series 2018-B1 | 3.878% | 1/15/51 | 2,050 | 1,968 | |
3 | Benchmark Mortgage Trust Series 2018-B2 | 3.662% | 2/15/51 | 3,088 | 3,078 | |
3 | Benchmark Mortgage Trust Series 2018-B2 | 3.882% | 2/15/51 | 14,945 | 14,632 | |
3 | Benchmark Mortgage Trust Series 2018-B2 | 4.084% | 2/15/51 | 5,675 | 5,460 | |
3 | Benchmark Mortgage Trust Series 2018-B3 | 3.848% | 4/10/51 | 1,734 | 1,728 | |
3 | Benchmark Mortgage Trust Series 2018-B3 | 4.025% | 4/10/51 | 10,250 | 10,110 | |
3 | Benchmark Mortgage Trust Series 2018-B4 | 4.121% | 7/15/51 | 2,725 | 2,697 | |
3 | Benchmark Mortgage Trust Series 2018-B4 | 4.311% | 7/15/51 | 4,000 | 3,820 | |
3 | Benchmark Mortgage Trust Series 2018-B5 | 4.208% | 7/15/51 | 2,100 | 2,088 | |
3 | Benchmark Mortgage Trust Series 2018-B5 | 4.419% | 7/15/51 | 1,750 | 1,711 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Benchmark Mortgage Trust Series 2018-B6 | 4.203% | 10/10/51 | 4,205 | 4,202 | |
3 | Benchmark Mortgage Trust Series 2018-B6 | 4.261% | 10/10/51 | 7,075 | 7,057 | |
3 | Benchmark Mortgage Trust Series 2018-B6 | 4.441% | 10/10/51 | 2,175 | 2,137 | |
3 | Benchmark Mortgage Trust Series 2018-B7 | 4.377% | 5/15/53 | 2,225 | 2,227 | |
3 | Benchmark Mortgage Trust Series 2018-B7 | 4.510% | 5/15/53 | 10,266 | 10,366 | |
3 | Benchmark Mortgage Trust Series 2018-B8 | 4.232% | 1/15/52 | 7,265 | 7,241 | |
3 | Benchmark Mortgage Trust Series 2018-B8 | 4.532% | 1/15/52 | 4,000 | 3,931 | |
3 | Benchmark Mortgage Trust Series 2019-B9 | 3.751% | 3/15/52 | 2,600 | 2,521 | |
3 | Benchmark Mortgage Trust Series 2019-B9 | 4.016% | 3/15/52 | 6,509 | 6,393 | |
3 | Benchmark Mortgage Trust Series 2019-B10 | 3.717% | 3/15/62 | 7,425 | 7,154 | |
3 | Benchmark Mortgage Trust Series 2019-B10 | 3.979% | 3/15/62 | 3,200 | 3,037 | |
3 | Benchmark Mortgage Trust Series 2019-B11 | 3.281% | 5/15/52 | 1,950 | 1,842 | |
3 | Benchmark Mortgage Trust Series 2019-B11 | 3.542% | 5/15/52 | 2,550 | 2,435 | |
3 | Benchmark Mortgage Trust Series 2019-B11 | 3.784% | 5/15/52 | 3,350 | 3,123 | |
3 | Benchmark Mortgage Trust Series 2019-B13 | 2.952% | 8/15/57 | 11,712 | 10,733 | |
3 | Benchmark Mortgage Trust Series 2019-B14 | 3.049% | 12/15/62 | 4,215 | 3,879 | |
3 | Benchmark Mortgage Trust Series 2019-B15 | 2.928% | 12/15/72 | 1,055 | 963 | |
3 | Benchmark Mortgage Trust Series 2020-B16 | 2.732% | 2/15/53 | 4,225 | 3,803 | |
3 | Benchmark Mortgage Trust Series 2020-B16 | 2.944% | 2/15/53 | 1,035 | 910 | |
3 | Benchmark Mortgage Trust Series 2020-B17 | 2.211% | 3/15/53 | 2,250 | 2,118 | |
3 | Benchmark Mortgage Trust Series 2020-B17 | 2.289% | 3/15/53 | 14,279 | 12,396 | |
3 | Benchmark Mortgage Trust Series 2020-B17 | 2.583% | 3/15/53 | 1,200 | 1,028 | |
3 | Benchmark Mortgage Trust Series 2020-B19 | 1.850% | 9/15/53 | 2,350 | 1,969 | |
3 | Benchmark Mortgage Trust Series 2020-B19 | 2.148% | 9/15/53 | 775 | 632 | |
3 | Benchmark Mortgage Trust Series 2020-B20 | 2.034% | 10/15/53 | 4,725 | 3,987 | |
3 | Benchmark Mortgage Trust Series 2020-B20 | 2.375% | 10/15/53 | 400 | 333 | |
3 | Benchmark Mortgage Trust Series 2020-B21 | 1.978% | 12/17/53 | 5,950 | 4,986 | |
3 | Benchmark Mortgage Trust Series 2020-B21 | 2.254% | 12/17/53 | 600 | 492 | |
3 | Benchmark Mortgage Trust Series 2020-B22 | 1.973% | 1/15/54 | 14,350 | 12,003 | |
3 | Benchmark Mortgage Trust Series 2020-IG1 | 2.687% | 9/15/43 | 6,365 | 5,648 | |
3 | Benchmark Mortgage Trust Series 2020-IG1 | 2.909% | 9/15/43 | 2,125 | 1,870 | |
3 | Benchmark Mortgage Trust Series 2021-B23 | 2.070% | 2/15/54 | 9,675 | 8,136 | |
3 | Benchmark Mortgage Trust Series 2021-B23 | 2.274% | 2/15/54 | 3,225 | 2,688 | |
3 | Benchmark Mortgage Trust Series 2021-B24 | 2.584% | 3/15/54 | 5,775 | 5,060 | |
3 | Benchmark Mortgage Trust Series 2021-B24 | 2.780% | 3/15/54 | 1,250 | 1,070 | |
3 | Benchmark Mortgage Trust Series 2021-B25 | 2.577% | 4/15/54 | 6,425 | 5,635 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Benchmark Mortgage Trust Series 2021-B25 | 2.847% | 4/15/54 | 3,025 | 2,650 | |
3 | Benchmark Mortgage Trust Series 2021-B26 | 2.613% | 6/15/54 | 7,745 | 6,798 | |
3 | Benchmark Mortgage Trust Series 2021-B28 | 2.224% | 8/15/54 | 4,225 | 3,572 | |
3 | Benchmark Mortgage Trust Series 2021-B29 | 2.284% | 9/15/54 | 850 | 762 | |
3 | Benchmark Mortgage Trust Series 2021-B29 | 2.388% | 9/15/54 | 2,550 | 2,185 | |
3 | Benchmark Mortgage Trust Series 2021-B29 | 2.612% | 9/15/54 | 850 | 712 | |
3 | Benchmark Mortgage Trust Series 2021-B30 | 2.576% | 11/15/54 | 10,550 | 9,160 | |
3 | Benchmark Mortgage Trust Series 2021-B31 | 2.669% | 12/15/54 | 2,000 | 1,750 | |
3 | Benchmark Mortgage Trust Series 2022-B32 | 3.002% | 1/15/55 | 8,550 | 7,696 | |
3 | Benchmark Mortgage Trust Series 2022-B32 | 3.528% | 1/15/55 | 3,425 | 3,068 | |
3 | Benchmark Mortgage Trust Series 2022-B33 | 3.458% | 3/15/55 | 3,350 | 3,131 | |
3 | Benchmark Mortgage Trust Series 2022-B34 | 3.786% | 4/15/55 | 2,675 | 2,572 | |
3 | BMO Mortgage Trust Series 2022-C1 | 3.374% | 2/15/55 | 3,000 | 2,751 | |
3,5 | BMO Mortgage Trust Series 2022-C2 | 1.000% | 7/15/54 | 3,425 | 3,547 | |
3 | BMW Vehicle Lease Trust Series 2021-1 | 0.290% | 1/25/24 | 3,021 | 2,987 | |
3 | BMW Vehicle Lease Trust Series 2021-1 | 0.370% | 7/25/24 | 950 | 921 | |
3 | BMW Vehicle Lease Trust Series 2021-2 | 0.330% | 12/26/24 | 6,925 | 6,722 | |
3 | BMW Vehicle Lease Trust Series 2021-2 | 0.430% | 1/27/25 | 4,675 | 4,439 | |
3 | BMW Vehicle Lease Trust Series 2022-1 | 1.230% | 5/27/25 | 1,100 | 1,050 | |
3 | BMW Vehicle Owner Trust Series 2020-A | 0.480% | 10/25/24 | 536 | 529 | |
3 | BMW Vehicle Owner Trust Series 2020-A | 0.620% | 4/26/27 | 400 | 383 | |
3 | BMW Vehicle Owner Trust Series 2022-A | 3.210% | 8/25/26 | 1,800 | 1,782 | |
3 | BMW Vehicle Owner Trust Series 2022-A | 3.440% | 12/26/28 | 425 | 419 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF1 | 3.786% | 5/15/52 | 5,705 | 5,514 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF2 | 2.874% | 11/15/52 | 6,160 | 5,642 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.006% | 1/15/53 | 6,235 | 5,694 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.298% | 1/15/53 | 2,675 | 2,402 | |
3 | Capital One Multi-Asset Execution Trust Series 2019-A3 | 2.060% | 8/15/28 | 15,250 | 14,440 | |
3 | Capital One Multi-Asset Execution Trust Series 2021-A1 | 0.550% | 7/15/26 | 10,000 | 9,434 | |
3 | Capital One Multi-Asset Execution Trust Series 2021-A2 | 1.390% | 7/15/30 | 24,275 | 21,217 | |
3 | Capital One Multi-Asset Execution Trust Series 2021-A3 | 1.040% | 11/15/26 | 21,375 | 20,210 | |
3 | Capital One Multi-Asset Execution Trust Series 2022-A1 | 2.800% | 3/15/27 | 22,850 | 22,377 | |
3 | Capital One Multi-Asset Execution Trust Series 2022-A2 | 3.490% | 5/15/27 | 21,500 | 21,514 | |
3 | Capital One Prime Auto Receivables Trust Series 2019-1 | 2.510% | 11/15/23 | 403 | 404 | |
3 | Capital One Prime Auto Receivables Trust Series 2019-1 | 2.560% | 10/15/24 | 1,675 | 1,673 | |
3 | Capital One Prime Auto Receivables Trust Series 2020-1 | 1.630% | 8/15/25 | 630 | 617 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Capital One Prime Auto Receivables Trust Series 2021-1 | 0.770% | 9/15/26 | 4,550 | 4,307 | |
3 | Capital One Prime Auto Receivables Trust Series 2021-1 | 1.040% | 4/15/27 | 1,120 | 1,040 | |
3 | Capital One Prime Auto Receivables Trust Series 2022-1 | 3.170% | 4/15/27 | 4,300 | 4,256 | |
3 | Capital One Prime Auto Receivables Trust Series 2022-1 | 3.320% | 9/15/27 | 2,625 | 2,587 | |
3 | CarMax Auto Owner Trust Series 2019-3 | 2.180% | 8/15/24 | 705 | 704 | |
3 | CarMax Auto Owner Trust Series 2019-4 | 2.130% | 7/15/25 | 1,025 | 1,008 | |
3 | CarMax Auto Owner Trust Series 2020-1 | 1.890% | 12/16/24 | 4,396 | 4,367 | |
3 | CarMax Auto Owner Trust Series 2020-1 | 2.030% | 6/16/25 | 635 | 622 | |
3 | CarMax Auto Owner Trust Series 2020-3 | 0.620% | 3/17/25 | 3,606 | 3,555 | |
3 | CarMax Auto Owner Trust Series 2020-3 | 0.770% | 3/16/26 | 600 | 576 | |
3 | CarMax Auto Owner Trust Series 2020-4 | 0.500% | 8/15/25 | 2,950 | 2,887 | |
3 | CarMax Auto Owner Trust Series 2020-4 | 0.630% | 6/15/26 | 775 | 734 | |
3 | CarMax Auto Owner Trust Series 2020-4 | 0.850% | 6/15/26 | 200 | 188 | |
3 | CarMax Auto Owner Trust Series 2021-1 | 0.340% | 12/15/25 | 2,835 | 2,764 | |
3 | CarMax Auto Owner Trust Series 2021-1 | 0.530% | 10/15/26 | 625 | 587 | |
3 | CarMax Auto Owner Trust Series 2021-2 | 0.520% | 2/17/26 | 5,500 | 5,339 | |
3 | CarMax Auto Owner Trust Series 2021-2 | 0.810% | 12/15/26 | 1,275 | 1,193 | |
3 | CarMax Auto Owner Trust Series 2021-4 | 0.560% | 9/15/26 | 5,725 | 5,494 | |
3 | CarMax Auto Owner Trust Series 2021-4 | 0.820% | 4/15/27 | 1,075 | 997 | |
3 | CarMax Auto Owner Trust Series 2022-1 | 1.470% | 12/15/26 | 5,575 | 5,327 | |
3 | CarMax Auto Owner Trust Series 2022-1 | 1.700% | 8/16/27 | 2,150 | 2,005 | |
3 | CarMax Auto Owner Trust Series 2022-2 | 3.490% | 2/16/27 | 5,075 | 5,052 | |
3 | CarMax Auto Owner Trust Series 2022-2 | 3.620% | 9/15/27 | 1,225 | 1,214 | |
3 | Carvana Auto Receivables Trust Series 2021-P2 | 0.490% | 3/10/26 | 1,075 | 1,043 | |
3 | Carvana Auto Receivables Trust Series 2021-P3 | 0.700% | 11/10/26 | 3,625 | 3,459 | |
3 | Carvana Auto Receivables Trust Series 2021-P3 | 1.030% | 6/10/27 | 675 | 620 | |
3 | CCUBS Commercial Mortgage Trust Series 2017-C1 | 3.283% | 11/15/50 | 1,000 | 943 | |
3 | CD Mortgage Trust Series 2016-CD1 | 2.724% | 8/10/49 | 5,650 | 5,343 | |
3 | CD Mortgage Trust Series 2016-CD2 | 3.526% | 11/10/49 | 5,000 | 4,820 | |
3 | CD Mortgage Trust Series 2017-CD3 | 3.453% | 2/10/50 | 1,684 | 1,662 | |
3 | CD Mortgage Trust Series 2017-CD3 | 3.631% | 2/10/50 | 14,170 | 13,805 | |
3 | CD Mortgage Trust Series 2017-CD3 | 3.833% | 2/10/50 | 3,706 | 3,502 | |
3 | CD Mortgage Trust Series 2017-CD4 | 3.514% | 5/10/50 | 4,400 | 4,263 | |
3 | CD Mortgage Trust Series 2017-CD4 | 3.747% | 5/10/50 | 3,000 | 2,870 | |
3 | CD Mortgage Trust Series 2017-CD5 | 3.431% | 8/15/50 | 3,500 | 3,392 | |
3 | CD Mortgage Trust Series 2017-CD6 | 3.332% | 11/13/50 | 2,400 | 2,359 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | CD Mortgage Trust Series 2017-CD6 | 3.456% | 11/13/50 | 4,715 | 4,533 | |
3 | CD Mortgage Trust Series 2017-CD6 | 3.709% | 11/13/50 | 2,825 | 2,675 | |
3 | CD Mortgage Trust Series 2018-CD7 | 4.213% | 8/15/51 | 600 | 601 | |
3 | CD Mortgage Trust Series 2018-CD7 | 4.279% | 8/15/51 | 12,700 | 12,732 | |
3 | CD Mortgage Trust Series 2019-CD8 | 2.657% | 8/15/57 | 3,000 | 2,709 | |
3 | CD Mortgage Trust Series 2019-CD8 | 2.912% | 8/15/57 | 8,460 | 7,746 | |
3 | CenterPoint Energy Transition Bond Co. IV LLC Series 2012-1 | 3.028% | 10/15/25 | 3,063 | 3,039 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C3 | 3.865% | 1/10/48 | 3,650 | 3,602 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.091% | 5/10/58 | 1,225 | 1,207 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.283% | 5/10/58 | 5,050 | 4,905 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.691% | 5/10/58 | 3,600 | 3,434 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C6 | 3.217% | 11/10/49 | 9,700 | 9,367 | |
3 | CFCRE Commercial Mortgage Trust Series 2017-C8 | 3.572% | 6/15/50 | 3,400 | 3,296 | |
3 | CGMS Commercial Mortgage Trust Series 2017-B1 | 3.458% | 8/15/50 | 9,900 | 9,535 | |
3 | CGMS Commercial Mortgage Trust Series 2017-B1 | 3.711% | 8/15/50 | 1,950 | 1,856 | |
3 | Citibank Credit Card Issuance Trust Series 2018-A7 | 3.960% | 10/13/30 | 10,700 | 10,798 | |
3 | Citigroup Commercial Mortgage Trust Series 2012-GC8 | 3.024% | 9/10/45 | 231 | 231 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.093% | 4/10/46 | 2,300 | 2,288 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.422% | 4/10/46 | 1,300 | 1,289 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 3.942% | 9/10/46 | 179 | 179 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.371% | 9/10/46 | 2,800 | 2,804 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.649% | 9/10/46 | 1,700 | 1,699 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 3.675% | 11/10/46 | 150 | 150 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.131% | 11/10/46 | 1,825 | 1,824 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.544% | 11/10/46 | 750 | 748 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 5.095% | 11/10/46 | 750 | 745 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 3.552% | 3/10/47 | 252 | 251 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.023% | 3/10/47 | 1,150 | 1,147 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.345% | 3/10/47 | 955 | 947 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.477% | 5/10/47 | 126 | 126 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.855% | 5/10/47 | 1,675 | 1,662 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 4.328% | 5/10/47 | 1,350 | 1,330 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC23 | 3.622% | 7/10/47 | 2,725 | 2,700 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC25 | 3.635% | 10/10/47 | 6,215 | 6,153 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.137% | 2/10/48 | 7,425 | 7,234 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.571% | 2/10/48 | 3,025 | 2,931 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.192% | 4/10/48 | 2,675 | 2,602 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.758% | 4/10/48 | 2,937 | 2,858 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC31 | 3.762% | 6/10/48 | 2,925 | 2,880 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC33 | 3.515% | 9/10/58 | 4,192 | 4,093 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC33 | 3.778% | 9/10/58 | 3,375 | 3,328 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC35 | 3.549% | 11/10/48 | 1,800 | 1,766 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.003% | 5/10/49 | 1,582 | 1,558 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.209% | 5/10/49 | 3,950 | 3,801 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-C2 | 2.832% | 8/10/49 | 2,500 | 2,363 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-C3 | 2.984% | 11/15/49 | 1,273 | 1,249 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.349% | 2/10/49 | 1,483 | 1,446 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.616% | 2/10/49 | 9,615 | 9,432 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-GC37 | 3.314% | 4/10/49 | 10,750 | 10,442 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.646% | 7/10/49 | 1,525 | 1,429 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.902% | 7/10/49 | 2,350 | 2,240 | |
3 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.209% | 10/12/50 | 1,750 | 1,679 | |
3 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.471% | 10/12/50 | 8,254 | 7,956 | |
3 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.764% | 10/12/50 | 1,575 | 1,483 | |
3 | Citigroup Commercial Mortgage Trust Series 2017-P8 | 3.203% | 9/15/50 | 1,300 | 1,240 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.744% | 3/10/51 | 6,875 | 6,696 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.788% | 3/10/51 | 2,300 | 2,289 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 4.009% | 3/10/51 | 15,475 | 15,258 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-C5 | 3.963% | 6/10/51 | 6,355 | 6,232 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-C5 | 4.228% | 6/10/51 | 1,190 | 1,185 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-C6 | 4.412% | 11/10/51 | 1,900 | 1,912 | |
3 | Citigroup Commercial Mortgage Trust Series 2019-C7 | 3.102% | 12/15/72 | 2,061 | 1,891 | |
3 | Citigroup Commercial Mortgage Trust Series 2019-GC41 | 2.869% | 8/10/56 | 11,210 | 10,268 | |
3 | Citigroup Commercial Mortgage Trust Series 2019-GC43 | 3.038% | 11/10/52 | 12,380 | 11,403 | |
3 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.717% | 2/15/53 | 10,880 | 9,722 | |
3 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.918% | 2/15/53 | 2,100 | 1,854 | |
3 | Citigroup Commercial Mortgage Trust Series 2022-GC48 | 4.580% | 5/15/54 | 5,600 | 5,764 | |
3 | CNH Equipment Trust Series 2021-C | 0.810% | 12/15/26 | 3,175 | 2,989 | |
3 | CNH Equipment Trust Series 2021-C | 1.160% | 10/16/28 | 550 | 501 | |
3 | CNH Equipment Trust Series 2022-A | 2.940% | 7/15/27 | 2,050 | 2,002 | |
3 | CNH Equipment Trust Series 2022-A | 3.030% | 3/15/29 | 1,200 | 1,155 | |
3 | COMM Mortgage Trust Series 2012-CR2 | 3.791% | 8/15/45 | 681 | 681 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | COMM Mortgage Trust Series 2012-CR3 | 2.822% | 10/15/45 | 2,824 | 2,814 | |
3 | COMM Mortgage Trust Series 2012-CR4 | 2.853% | 10/15/45 | 5,344 | 5,334 | |
3 | COMM Mortgage Trust Series 2012-CR5 | 2.771% | 12/10/45 | 1,438 | 1,435 | |
3 | COMM Mortgage Trust Series 2013-CR6 | 3.101% | 3/10/46 | 2,144 | 2,133 | |
3 | COMM Mortgage Trust Series 2013-CR7 | 3.213% | 3/10/46 | 870 | 865 | |
3 | COMM Mortgage Trust Series 2013-CR8 | 3.612% | 6/10/46 | 2,332 | 2,325 | |
3 | COMM Mortgage Trust Series 2013-CR9 | 4.411% | 7/10/45 | 3,320 | 3,321 | |
3 | COMM Mortgage Trust Series 2013-CR10 | 4.210% | 8/10/46 | 660 | 660 | |
3 | COMM Mortgage Trust Series 2013-CR11 | 3.983% | 8/10/50 | 1,749 | 1,744 | |
3 | COMM Mortgage Trust Series 2013-CR11 | 4.258% | 8/10/50 | 7,820 | 7,838 | |
3 | COMM Mortgage Trust Series 2013-CR11 | 4.715% | 8/10/50 | 1,310 | 1,313 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 3.623% | 10/10/46 | 273 | 273 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 3.765% | 10/10/46 | 1,362 | 1,348 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 4.046% | 10/10/46 | 1,125 | 1,119 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 4.300% | 10/10/46 | 750 | 744 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 4.762% | 10/10/46 | 350 | 346 | |
3 | COMM Mortgage Trust Series 2013-CR13 | 3.706% | 11/10/46 | 117 | 116 | |
3 | COMM Mortgage Trust Series 2013-CR13 | 4.194% | 11/10/46 | 3,700 | 3,691 | |
3 | COMM Mortgage Trust Series 2013-CR13 | 4.449% | 11/10/46 | 1,100 | 1,097 | |
3 | COMM Mortgage Trust Series 2013-LC6 | 4.242% | 1/10/46 | 621 | 618 | |
3 | COMM Mortgage Trust Series 2013-LC13 | 4.205% | 8/10/46 | 2,739 | 2,740 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 3.147% | 2/10/47 | 841 | 841 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 4.236% | 2/10/47 | 2,450 | 2,450 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 4.526% | 2/10/47 | 2,725 | 2,718 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 4.742% | 2/10/47 | 2,650 | 2,646 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 3.595% | 2/10/47 | 313 | 313 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 4.074% | 2/10/47 | 1,737 | 1,730 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 4.772% | 2/10/47 | 869 | 874 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 4.822% | 2/10/47 | 1,925 | 1,924 | |
3 | COMM Mortgage Trust Series 2014-CR16 | 3.653% | 4/10/47 | 443 | 443 | |
3 | COMM Mortgage Trust Series 2014-CR16 | 4.278% | 4/10/47 | 1,975 | 1,944 | |
3 | COMM Mortgage Trust Series 2014-CR17 | 3.598% | 5/10/47 | 332 | 331 | |
3 | COMM Mortgage Trust Series 2014-CR17 | 3.977% | 5/10/47 | 2,425 | 2,409 | |
3 | COMM Mortgage Trust Series 2014-CR17 | 4.377% | 5/10/47 | 955 | 940 | |
3 | COMM Mortgage Trust Series 2014-CR18 | 3.452% | 7/15/47 | 735 | 732 | |
3 | COMM Mortgage Trust Series 2014-CR18 | 3.828% | 7/15/47 | 4,955 | 4,919 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | COMM Mortgage Trust Series 2014-CR18 | 4.103% | 7/15/47 | 1,281 | 1,264 | |
3 | COMM Mortgage Trust Series 2014-CR19 | 3.796% | 8/10/47 | 5,775 | 5,714 | |
3 | COMM Mortgage Trust Series 2014-CR19 | 4.080% | 8/10/47 | 1,550 | 1,528 | |
3 | COMM Mortgage Trust Series 2014-CR20 | 3.326% | 11/10/47 | 6,335 | 6,222 | |
3 | COMM Mortgage Trust Series 2014-CR20 | 3.590% | 11/10/47 | 1,995 | 1,969 | |
3 | COMM Mortgage Trust Series 2014-CR21 | 3.528% | 12/10/47 | 5,694 | 5,620 | |
3 | COMM Mortgage Trust Series 2014-LC15 | 4.006% | 4/10/47 | 5,235 | 5,208 | |
3 | COMM Mortgage Trust Series 2014-LC17 | 3.917% | 10/10/47 | 3,207 | 3,166 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 3.472% | 3/10/47 | 221 | 221 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 3.691% | 3/10/47 | 2,857 | 2,841 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 3.961% | 3/10/47 | 1,699 | 1,693 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 4.199% | 3/10/47 | 475 | 469 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 4.701% | 3/10/47 | 301 | 299 | |
3 | COMM Mortgage Trust Series 2014-UBS3 | 3.819% | 6/10/47 | 6,693 | 6,640 | |
3 | COMM Mortgage Trust Series 2014-UBS4 | 3.420% | 8/10/47 | 955 | 943 | |
3 | COMM Mortgage Trust Series 2014-UBS4 | 3.694% | 8/10/47 | 6,000 | 5,928 | |
3 | COMM Mortgage Trust Series 2014-UBS4 | 3.968% | 8/10/47 | 1,502 | 1,469 | |
3 | COMM Mortgage Trust Series 2014-UBS5 | 3.838% | 9/10/47 | 6,275 | 6,215 | |
3 | COMM Mortgage Trust Series 2014-UBS6 | 3.387% | 12/10/47 | 1,881 | 1,867 | |
3 | COMM Mortgage Trust Series 2014-UBS6 | 3.644% | 12/10/47 | 7,500 | 7,393 | |
3 | COMM Mortgage Trust Series 2014-UBS6 | 4.048% | 12/10/47 | 2,275 | 2,239 | |
3 | COMM Mortgage Trust Series 2015-CR22 | 3.309% | 3/10/48 | 5,325 | 5,201 | |
3 | COMM Mortgage Trust Series 2015-CR22 | 3.603% | 3/10/48 | 6,785 | 6,622 | |
3 | COMM Mortgage Trust Series 2015-CR23 | 3.257% | 5/10/48 | 1,233 | 1,215 | |
3 | COMM Mortgage Trust Series 2015-CR23 | 3.497% | 5/10/48 | 5,250 | 5,141 | |
3 | COMM Mortgage Trust Series 2015-CR23 | 3.801% | 5/10/48 | 1,450 | 1,419 | |
3 | COMM Mortgage Trust Series 2015-CR24 | 3.432% | 8/10/48 | 763 | 747 | |
3 | COMM Mortgage Trust Series 2015-CR25 | 3.759% | 8/10/48 | 4,750 | 4,678 | |
3 | COMM Mortgage Trust Series 2015-CR26 | 3.630% | 10/10/48 | 10,885 | 10,677 | |
3 | COMM Mortgage Trust Series 2015-CR27 | 3.404% | 10/10/48 | 2,430 | 2,389 | |
3 | COMM Mortgage Trust Series 2015-CR27 | 3.612% | 10/10/48 | 3,775 | 3,685 | |
3 | COMM Mortgage Trust Series 2015-CR27 | 4.487% | 10/10/48 | 800 | 783 | |
3 | COMM Mortgage Trust Series 2015-DC1 | 3.350% | 2/10/48 | 8,570 | 8,385 | |
3 | COMM Mortgage Trust Series 2015-LC19 | 3.040% | 2/10/48 | 366 | 364 | |
3 | COMM Mortgage Trust Series 2015-LC19 | 3.183% | 2/10/48 | 4,000 | 3,898 | |
3 | COMM Mortgage Trust Series 2015-LC19 | 3.527% | 2/10/48 | 2,125 | 2,047 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | COMM Mortgage Trust Series 2015-LC21 | 3.445% | 7/10/48 | 369 | 361 | |
3 | COMM Mortgage Trust Series 2015-LC23 | 3.774% | 10/10/48 | 7,797 | 7,675 | |
3 | COMM Mortgage Trust Series 2015-PC1 | 3.902% | 7/10/50 | 5,915 | 5,852 | |
3 | COMM Mortgage Trust Series 2016-CR28 | 3.762% | 2/10/49 | 10,970 | 10,710 | |
3 | COMM Mortgage Trust Series 2016-DC2 | 3.550% | 2/10/49 | 3,190 | 3,178 | |
3 | COMM Mortgage Trust Series 2017-COR2 | 3.317% | 9/10/50 | 500 | 491 | |
3 | COMM Mortgage Trust Series 2017-COR2 | 3.510% | 9/10/50 | 1,450 | 1,397 | |
3 | COMM Mortgage Trust Series 2018-COR3 | 3.961% | 5/10/51 | 2,500 | 2,455 | |
3 | COMM Mortgage Trust Series 2018-COR3 | 4.228% | 5/10/51 | 6,620 | 6,558 | |
3 | COMM Mortgage Trust Series 2019-GC44 | 2.950% | 8/15/57 | 34,465 | 31,527 | |
3 | COMM Mortgage Trust Series 2019-GC44 | 3.263% | 8/15/57 | 2,408 | 2,152 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.505% | 4/15/50 | 3,750 | 3,682 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.791% | 4/15/50 | 1,900 | 1,844 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 4.044% | 4/15/50 | 1,525 | 1,438 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.504% | 6/15/57 | 4,650 | 4,557 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.849% | 6/15/57 | 1,800 | 1,740 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.448% | 8/15/48 | 1,623 | 1,608 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.718% | 8/15/48 | 6,700 | 6,586 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 4.262% | 8/15/48 | 1,625 | 1,552 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.617% | 11/15/48 | 1,451 | 1,445 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.808% | 11/15/48 | 8,000 | 7,876 | |
3 | CSAIL Commercial Mortgage Trust Series 2016-C7 | 3.502% | 11/15/49 | 8,375 | 8,106 | |
3 | CSAIL Commercial Mortgage Trust Series 2017-C8 | 3.392% | 6/15/50 | 7,800 | 7,476 | |
3 | CSAIL Commercial Mortgage Trust Series 2017-CX9 | 3.446% | 9/15/50 | 4,175 | 3,995 | |
3 | CSAIL Commercial Mortgage Trust Series 2017-CX10 | 3.458% | 11/15/50 | 5,925 | 5,662 | |
3 | CSAIL Commercial Mortgage Trust Series 2018-CX11 | 4.033% | 4/15/51 | 12,600 | 12,320 | |
3 | CSAIL Commercial Mortgage Trust Series 2018-CX12 | 4.224% | 8/15/51 | 5,950 | 5,881 | |
3 | CSAIL Commercial Mortgage Trust Series 2019-C15 | 4.053% | 3/15/52 | 15,450 | 15,195 | |
3 | CSAIL Commercial Mortgage Trust Series 2019-C16 | 3.329% | 6/15/52 | 12,500 | 11,638 | |
3 | CSAIL Commercial Mortgage Trust Series 2021-C20 | 2.805% | 3/15/54 | 12,575 | 11,131 | |
3 | CSAIL Commercial Mortgage Trust Series 2021-C20 | 3.076% | 3/15/54 | 2,100 | 1,841 | |
3 | DBGS Mortgage Trust Series 2018-C1 | 4.466% | 10/15/51 | 5,873 | 5,896 | |
3 | DBJPM Mortgage Trust Series 2016-C1 | 3.276% | 5/10/49 | 2,600 | 2,506 | |
3 | DBJPM Mortgage Trust Series 2016-C3 | 2.890% | 8/10/49 | 6,575 | 6,236 | |
3 | DBJPM Mortgage Trust Series 2017-C6 | 3.328% | 6/10/50 | 5,975 | 5,723 | |
3 | DBJPM Mortgage Trust Series 2017-C6 | 3.561% | 6/10/50 | 1,600 | 1,513 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | DBJPM Mortgage Trust Series 2020-C9 | 1.926% | 8/15/53 | 6,973 | 5,886 | |
3 | Discover Card Execution Note Trust Series 2021-A1 | 0.580% | 9/15/26 | 9,725 | 9,109 | |
3 | Discover Card Execution Note Trust Series 2021-A2 | 1.030% | 9/15/28 | 8,250 | 7,399 | |
3 | Discover Card Execution Note Trust Series 2022-A1 | 1.960% | 2/15/27 | 11,500 | 11,030 | |
3 | Discover Card Execution Note Trust Series 2022-A2 | 3.320% | 5/15/27 | 21,500 | 21,328 | |
3 | Drive Auto Receivables Trust Series 2019-1 | 4.090% | 6/15/26 | 3,623 | 3,623 | |
3 | Drive Auto Receivables Trust Series 2020-2 | 1.420% | 3/17/25 | 90 | 90 | |
3 | Drive Auto Receivables Trust Series 2021-1 | 0.650% | 7/15/25 | 1,375 | 1,368 | |
3 | Drive Auto Receivables Trust Series 2021-1 | 1.020% | 6/15/27 | 1,175 | 1,141 | |
3 | Drive Auto Receivables Trust Series 2021-2 | 0.580% | 12/15/25 | 3,525 | 3,442 | |
3 | Drive Auto Receivables Trust Series 2021-2 | 0.870% | 10/15/27 | 2,975 | 2,822 | |
3 | Drive Auto Receivables Trust Series 2021-2 | 1.390% | 3/15/29 | 2,550 | 2,364 | |
3 | Drive Auto Receivables Trust Series 2021-3 | 1.110% | 5/15/26 | 975 | 936 | |
3 | Drive Auto Receivables Trust Series 2021-3 | 1.470% | 1/15/27 | 1,125 | 1,073 | |
3 | Exeter Automobile Receivables Trust Series 2020-3A | 1.320% | 7/15/25 | 3,509 | 3,481 | |
3 | Exeter Automobile Receivables Trust Series 2021-1A | 0.500% | 2/18/25 | 752 | 748 | |
3 | Exeter Automobile Receivables Trust Series 2021-1A | 0.740% | 1/15/26 | 3,915 | 3,814 | |
3 | Exeter Automobile Receivables Trust Series 2021-3A | 0.690% | 1/15/26 | 1,900 | 1,859 | |
3 | Exeter Automobile Receivables Trust Series 2021-3A | 0.960% | 10/15/26 | 2,125 | 2,053 | |
3 | Exeter Automobile Receivables Trust Series 2021-3A | 1.550% | 6/15/27 | 3,115 | 2,927 | |
3 | Exeter Automobile Receivables Trust Series 2022-1A | 2.560% | 6/15/28 | 1,300 | 1,241 | |
3 | Exeter Automobile Receivables Trust Series 2022-1A | 3.020% | 6/15/28 | 1,700 | 1,599 | |
3 | Exeter Automobile Receivables Trust Series 2022-2A | 3.650% | 10/15/26 | 1,175 | 1,162 | |
3 | Exeter Automobile Receivables Trust Series 2022-2A | 3.850% | 7/17/28 | 2,150 | 2,095 | |
3 | Exeter Automobile Receivables Trust Series 2022-2A | 4.560% | 7/17/28 | 1,075 | 1,043 | |
3 | Exeter Automobile Receivables Trust Series 2022-3A | 4.860% | 12/15/26 | 1,725 | 1,732 | |
3 | Exeter Automobile Receivables Trust Series 2022-3A | 5.300% | 9/15/27 | 1,725 | 1,734 | |
3 | Exeter Automobile Receivables Trust Series 2022-3A | 6.760% | 9/15/28 | 1,150 | 1,164 | |
3,4 | Fannie Mae-Aces Series 2013-M7 | 2.280% | 12/27/22 | 884 | 880 | |
3,4 | Fannie Mae-Aces Series 2013-M14 | 2.613% | 4/25/23 | 425 | 421 | |
3,4 | Fannie Mae-Aces Series 2013-M14 | 3.329% | 10/25/23 | 5,316 | 5,316 | |
3,4 | Fannie Mae-Aces Series 2014-M2 | 3.513% | 12/25/23 | 4,630 | 4,635 | |
3,4 | Fannie Mae-Aces Series 2014-M3 | 3.501% | 1/25/24 | 1,429 | 1,431 | |
3,4 | Fannie Mae-Aces Series 2014-M4 | 3.346% | 3/25/24 | 3,126 | 3,121 | |
3,4 | Fannie Mae-Aces Series 2014-M7 | 3.329% | 6/25/24 | 5,980 | 5,966 | |
3,4 | Fannie Mae-Aces Series 2014-M8 | 3.056% | 6/25/24 | 3,443 | 3,424 | |
3,4 | Fannie Mae-Aces Series 2014-M9 | 3.103% | 7/25/24 | 4,494 | 4,465 | |
3,4 | Fannie Mae-Aces Series 2014-M13 | 3.021% | 8/25/24 | 3,673 | 3,648 | |
3,4 | Fannie Mae-Aces Series 2015-M1 | 2.532% | 9/25/24 | 7,788 | 7,655 | |
3,4 | Fannie Mae-Aces Series 2015-M2 | 2.620% | 12/25/24 | 4,882 | 4,798 | |
3,4 | Fannie Mae-Aces Series 2015-M3 | 2.723% | 10/25/24 | 3,098 | 3,054 | |
3,4 | Fannie Mae-Aces Series 2015-M4 | 2.509% | 7/25/22 | 18 | 18 | |
3,4 | Fannie Mae-Aces Series 2015-M7 | 2.590% | 12/25/24 | 4,570 | 4,489 | |
3,4 | Fannie Mae-Aces Series 2015-M8 | 2.900% | 1/25/25 | 7,939 | 7,848 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | Fannie Mae-Aces Series 2015-M10 | 3.092% | 4/25/27 | 3,223 | 3,176 | |
3,4 | Fannie Mae-Aces Series 2015-M12 | 2.890% | 5/25/25 | 5,459 | 5,369 | |
3,4 | Fannie Mae-Aces Series 2015-M13 | 2.794% | 6/25/25 | 2,701 | 2,650 | |
3,4 | Fannie Mae-Aces Series 2015-M15 | 2.923% | 10/25/25 | 6,730 | 6,625 | |
3,4 | Fannie Mae-Aces Series 2016-M2 | 2.152% | 1/25/23 | 1,627 | 1,621 | |
3,4 | Fannie Mae-Aces Series 2016-M3 | 2.702% | 2/25/26 | 3,420 | 3,347 | |
3,4 | Fannie Mae-Aces Series 2016-M4 | 2.576% | 3/25/26 | 3,525 | 3,421 | |
3,4 | Fannie Mae-Aces Series 2016-M5 | 2.469% | 4/25/26 | 7,900 | 7,638 | |
3,4 | Fannie Mae-Aces Series 2016-M6 | 2.488% | 5/25/26 | 5,112 | 4,946 | |
3,4 | Fannie Mae-Aces Series 2016-M7 | 2.157% | 10/25/23 | 522 | 517 | |
3,4 | Fannie Mae-Aces Series 2016-M7 | 2.499% | 9/25/26 | 1,733 | 1,677 | |
3,4 | Fannie Mae-Aces Series 2016-M9 | 2.292% | 6/25/26 | 14,000 | 13,363 | |
3,4 | Fannie Mae-Aces Series 2016-M11 | 2.369% | 7/25/26 | 9,650 | 9,272 | |
3,4 | Fannie Mae-Aces Series 2016-M12 | 2.534% | 9/25/26 | 9,400 | 9,072 | |
3,4 | Fannie Mae-Aces Series 2016-M13 | 2.579% | 9/25/26 | 9,027 | 8,698 | |
3,4 | Fannie Mae-Aces Series 2017-M1 | 2.495% | 10/25/26 | 8,438 | 8,080 | |
3,4 | Fannie Mae-Aces Series 2017-M2 | 2.885% | 2/25/27 | 5,579 | 5,431 | |
3,4 | Fannie Mae-Aces Series 2017-M3 | 2.556% | 12/25/26 | 9,905 | 9,543 | |
3,4 | Fannie Mae-Aces Series 2017-M4 | 2.658% | 12/25/26 | 8,229 | 7,945 | |
3,4 | Fannie Mae-Aces Series 2017-M5 | 3.221% | 4/25/29 | 1,352 | 1,324 | |
3,4 | Fannie Mae-Aces Series 2017-M7 | 2.961% | 2/25/27 | 8,850 | 8,600 | |
3,4 | Fannie Mae-Aces Series 2017-M8 | 3.061% | 5/25/27 | 21,146 | 20,790 | |
3,4 | Fannie Mae-Aces Series 2017-M10 | 2.639% | 7/25/24 | 3,995 | 3,941 | |
3,4 | Fannie Mae-Aces Series 2017-M11 | 2.980% | 8/25/29 | 5,100 | 4,909 | |
3,4 | Fannie Mae-Aces Series 2017-M12 | 3.169% | 6/25/27 | 9,960 | 9,816 | |
3,4 | Fannie Mae-Aces Series 2017-M14 | 2.962% | 11/25/27 | 4,030 | 3,915 | |
3,4 | Fannie Mae-Aces Series 2017-M15 | 3.057% | 9/25/27 | 95 | 93 | |
3,4 | Fannie Mae-Aces Series 2017-M15 | 3.209% | 11/25/27 | 11,031 | 10,749 | |
3,4 | Fannie Mae-Aces Series 2018-M1 | 3.091% | 12/25/27 | 540 | 525 | |
3,4 | Fannie Mae-Aces Series 2018-M2 | 3.000% | 1/25/28 | 20,540 | 20,019 | |
3,4 | Fannie Mae-Aces Series 2018-M3 | 3.183% | 2/25/30 | 3,646 | 3,540 | |
3,4 | Fannie Mae-Aces Series 2018-M4 | 3.158% | 3/25/28 | 6,670 | 6,539 | |
3,4 | Fannie Mae-Aces Series 2018-M7 | 3.143% | 3/25/28 | 3,999 | 3,912 | |
3,4 | Fannie Mae-Aces Series 2018-M8 | 3.412% | 6/25/28 | 4,073 | 4,033 | |
3,4 | Fannie Mae-Aces Series 2018-M10 | 3.476% | 7/25/28 | 2,875 | 2,897 | |
3,4 | Fannie Mae-Aces Series 2018-M12 | 3.773% | 8/25/30 | 15,800 | 15,836 | |
3,4 | Fannie Mae-Aces Series 2018-M13 | 3.870% | 9/25/30 | 6,448 | 6,555 | |
3,4 | Fannie Mae-Aces Series 2018-M14 | 3.699% | 8/25/28 | 8,879 | 8,907 | |
3,4 | Fannie Mae-Aces Series 2019-M1 | 3.671% | 9/25/28 | 13,496 | 13,523 | |
3,4 | Fannie Mae-Aces Series 2019-M2 | 3.748% | 11/25/28 | 12,595 | 12,687 | |
3,4 | Fannie Mae-Aces Series 2019-M4 | 3.610% | 2/25/31 | 9,700 | 9,715 | |
3,4 | Fannie Mae-Aces Series 2019-M5 | 3.273% | 2/25/29 | 8,325 | 8,186 | |
3,4 | Fannie Mae-Aces Series 2019-M6 | 3.400% | 3/1/29 | 1,000 | 988 | |
3,4 | Fannie Mae-Aces Series 2019-M7 | 3.143% | 4/25/29 | 9,821 | 9,576 | |
3,4 | Fannie Mae-Aces Series 2019-M9 | 2.937% | 6/25/29 | 18,438 | 17,817 | |
3,4 | Fannie Mae-Aces Series 2019-M12 | 2.885% | 6/25/29 | 24,875 | 23,874 | |
3,4 | Fannie Mae-Aces Series 2019-M18 | 2.469% | 8/25/29 | 11,010 | 10,231 | |
3,4 | Fannie Mae-Aces Series 2019-M18 | 2.577% | 9/25/31 | 7,700 | 7,051 | |
3,4 | Fannie Mae-Aces Series 2019-M21 | 2.350% | 2/25/31 | 7,645 | 7,049 | |
3,4 | Fannie Mae-Aces Series 2019-M22 | 2.522% | 8/25/29 | 14,801 | 13,864 | |
3,4 | Fannie Mae-Aces Series 2019-M25 | 2.330% | 11/25/29 | 7,300 | 6,718 | |
3,4 | Fannie Mae-Aces Series 2020-M1 | 2.151% | 10/25/29 | 9,416 | 9,059 | |
3,4 | Fannie Mae-Aces Series 2020-M1 | 2.444% | 10/25/29 | 19,090 | 17,744 | |
3,4 | Fannie Mae-Aces Series 2020-M5 | 2.210% | 1/25/30 | 5,785 | 5,282 | |
3,4 | Fannie Mae-Aces Series 2020-M14 | 1.784% | 5/25/30 | 7,400 | 6,490 | |
3,4 | Fannie Mae-Aces Series 2020-M20 | 1.435% | 10/25/29 | 800 | 693 | |
3,4 | Fannie Mae-Aces Series 2020-M29 | 1.492% | 5/25/30 | 13,625 | 11,658 | |
3,4 | Fannie Mae-Aces Series 2020-M42 | 1.270% | 7/25/30 | 14,300 | 11,933 | |
3,4 | Fannie Mae-Aces Series 2020-M46 | 1.323% | 5/25/30 | 9,850 | 8,446 | |
3,4 | Fannie Mae-Aces Series 2020-M52 | 1.363% | 10/25/30 | 10,825 | 9,180 | |
3,4 | Fannie Mae-Aces Series 2021-M1 | 1.437% | 11/25/30 | 9,985 | 8,413 | |
3,4 | Fannie Mae-Aces Series 2021-M1G | 1.561% | 11/25/30 | 2,575 | 2,177 | |
3,4 | Fannie Mae-Aces Series 2021-M3G | 1.292% | 1/25/31 | 12,050 | 9,969 | |
3,4 | Fannie Mae-Aces Series 2021-M4 | 1.515% | 2/25/31 | 47,775 | 40,394 | |
3,4 | Fannie Mae-Aces Series 2021-M11 | 1.507% | 3/25/31 | 16,650 | 14,032 | |
3,4 | Fannie Mae-Aces Series 2021-M13 | 1.658% | 4/25/31 | 2,490 | 2,124 | |
3,4 | Fannie Mae-Aces Series 2021-M13 | 1.681% | 3/25/33 | 2,200 | 1,822 | |
3,4 | Fannie Mae-Aces Series 2021-M19 | 1.797% | 10/25/31 | 14,425 | 12,333 | |
3,4 | Fannie Mae-Aces Series 2022-M1 | 1.725% | 10/25/31 | 16,650 | 14,119 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | Fannie Mae-Aces Series 2022-M1G | 1.582% | 9/25/31 | 3,725 | 3,138 | |
3,4 | Fannie Mae-Aces Series 2022-M3 | 1.764% | 11/25/31 | 5,400 | 4,576 | |
3,4 | Fannie Mae-Aces Series 2022-M4 | 2.290% | 5/25/30 | 8,150 | 7,532 | |
3,4 | Fannie Mae-Aces Series 2022-M8 | 2.001% | 12/25/31 | 8,375 | 7,297 | |
3,4 | Fannie Mae-Aces Series 2022-M10 | 2.003% | 1/25/32 | 12,600 | 10,898 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K022 | 2.355% | 7/25/22 | 95 | 95 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K029 | 3.320% | 2/25/23 | 11,099 | 11,094 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K030 | 3.250% | 4/25/23 | 11,119 | 11,109 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K031 | 3.300% | 4/25/23 | 11,806 | 11,807 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K032 | 3.310% | 5/25/23 | 6,620 | 6,614 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K033 | 3.060% | 7/25/23 | 12,875 | 12,839 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K034 | 3.531% | 7/25/23 | 10,633 | 10,645 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K035 | 3.458% | 8/25/23 | 12,781 | 12,781 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K036 | 3.527% | 10/25/23 | 400 | 401 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K037 | 3.490% | 1/25/24 | 575 | 575 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 2.604% | 10/25/23 | 292 | 292 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 3.389% | 3/25/24 | 5,625 | 5,626 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 2.683% | 12/25/23 | 459 | 458 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 3.303% | 7/25/24 | 2,500 | 2,492 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 2.768% | 4/25/24 | 1,511 | 1,503 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 3.241% | 9/25/24 | 26,445 | 26,323 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K041 | 3.171% | 10/25/24 | 9,600 | 9,543 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.267% | 6/25/24 | 608 | 602 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.670% | 12/25/24 | 32,520 | 31,959 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 2.532% | 10/25/23 | 506 | 504 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 3.062% | 12/25/24 | 6,100 | 6,046 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K045 | 3.023% | 1/25/25 | 5,347 | 5,293 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K046 | 3.205% | 3/25/25 | 5,800 | 5,764 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 2.827% | 12/25/24 | 531 | 528 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 3.329% | 5/25/25 | 4,450 | 4,436 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K048 | 3.284% | 6/25/25 | 11,350 | 11,298 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K049 | 3.010% | 7/25/25 | 3,850 | 3,804 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K050 | 3.334% | 8/25/25 | 6,375 | 6,354 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K052 | 3.151% | 11/25/25 | 4,150 | 4,113 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K053 | 2.995% | 12/25/25 | 2,450 | 2,417 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K054 | 2.745% | 1/25/26 | 6,350 | 6,210 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K055 | 2.673% | 3/25/26 | 7,500 | 7,306 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K056 | 2.525% | 5/25/26 | 5,325 | 5,156 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K057 | 2.570% | 7/25/26 | 9,375 | 9,083 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K058 | 2.653% | 8/25/26 | 9,400 | 9,120 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K059 | 3.120% | 9/25/26 | 5,000 | 4,938 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K060 | 3.300% | 10/25/26 | 8,000 | 7,951 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K061 | 3.347% | 11/25/26 | 17,600 | 17,517 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K062 | 3.413% | 12/25/26 | 18,250 | 18,210 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K063 | 3.430% | 1/25/27 | 16,200 | 16,169 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K064 | 3.224% | 3/25/27 | 15,580 | 15,410 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K065 | 3.243% | 4/25/27 | 17,557 | 17,373 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K066 | 3.117% | 6/25/27 | 9,890 | 9,729 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K067 | 3.194% | 7/25/27 | 4,002 | 3,949 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K068 | 3.244% | 8/25/27 | 7,823 | 7,735 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K069 | 3.187% | 9/25/27 | 13,875 | 13,676 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K070 | 3.303% | 11/25/27 | 7,875 | 7,801 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K071 | 3.286% | 11/25/27 | 11,050 | 10,936 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K072 | 3.444% | 12/25/27 | 4,525 | 4,513 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K073 | 3.350% | 1/25/28 | 7,025 | 6,973 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K074 | 3.600% | 1/25/28 | 10,275 | 10,320 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K075 | 3.650% | 2/25/28 | 6,975 | 7,020 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K076 | 3.900% | 4/25/28 | 28,500 | 29,049 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K077 | 3.850% | 5/25/28 | 12,600 | 12,807 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K078 | 3.854% | 6/25/28 | 5,200 | 5,289 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K079 | 3.926% | 6/25/28 | 23,650 | 24,141 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.736% | 4/25/28 | 2,663 | 2,691 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.926% | 7/25/28 | 10,165 | 10,378 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K081 | 3.900% | 8/25/28 | 16,400 | 16,715 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K082 | 3.920% | 9/25/28 | 22,870 | 23,324 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K083 | 4.050% | 9/25/28 | 14,770 | 15,163 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K084 | 3.780% | 10/25/28 | 26,940 | 27,169 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K085 | 4.060% | 10/25/28 | 13,825 | 14,157 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.591% | 10/25/27 | 1,142 | 1,149 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.771% | 12/25/28 | 11,000 | 11,151 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K088 | 3.690% | 1/25/29 | 12,725 | 12,843 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K089 | 3.563% | 1/25/29 | 10,000 | 10,020 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K090 | 3.422% | 2/25/29 | 9,625 | 9,560 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K091 | 3.505% | 3/25/29 | 3,100 | 3,096 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K092 | 3.298% | 4/25/29 | 10,450 | 10,312 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K093 | 2.982% | 5/25/29 | 18,350 | 17,753 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K094 | 2.903% | 6/25/29 | 12,750 | 12,273 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K095 | 2.785% | 6/25/29 | 12,625 | 12,065 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K096 | 2.519% | 7/25/29 | 10,940 | 10,270 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K098 | 2.425% | 8/25/29 | 18,565 | 17,310 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K099 | 2.595% | 9/25/29 | 11,690 | 11,017 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K101 | 2.524% | 10/25/29 | 16,615 | 15,553 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K102 | 2.537% | 10/25/29 | 15,420 | 14,450 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K103 | 2.651% | 11/25/29 | 12,550 | 11,844 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K104 | 2.253% | 1/25/30 | 20,560 | 18,865 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K105 | 1.872% | 1/25/30 | 4,600 | 4,100 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K106 | 2.069% | 1/25/30 | 17,450 | 15,774 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K108 | 1.517% | 3/25/30 | 12,506 | 10,848 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K109 | 1.558% | 4/25/30 | 9,275 | 8,041 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K110 | 1.477% | 4/25/30 | 4,875 | 4,204 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K111 | 1.350% | 5/25/30 | 9,875 | 8,399 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K113 | 1.341% | 6/25/30 | 1,700 | 1,444 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K114 | 1.366% | 6/25/30 | 10,750 | 9,122 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K116 | 1.378% | 7/25/30 | 13,710 | 11,637 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K117 | 1.406% | 8/25/30 | 13,350 | 11,331 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K118 | 1.493% | 9/25/30 | 17,650 | 15,070 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K119 | 1.566% | 9/25/30 | 2,500 | 2,146 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K120 | 1.500% | 10/25/30 | 12,360 | 10,529 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 0.995% | 8/25/30 | 1,314 | 1,152 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 1.547% | 10/25/30 | 7,850 | 6,712 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 0.863% | 11/25/30 | 598 | 530 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 1.521% | 11/25/30 | 7,830 | 6,673 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K123 | 1.621% | 12/25/30 | 24,050 | 20,679 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K124 | 1.658% | 12/25/30 | 11,675 | 10,052 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K125 | 1.846% | 1/25/31 | 85 | 74 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K126 | 2.074% | 1/25/31 | 17,640 | 15,700 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K127 | 2.108% | 1/25/31 | 21,425 | 19,110 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K128 | 2.020% | 3/25/31 | 12,895 | 11,408 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.342% | 9/25/30 | 2,989 | 2,624 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.914% | 5/25/31 | 21,275 | 18,624 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K130 | 1.723% | 6/25/31 | 8,050 | 6,920 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K131 | 1.853% | 7/25/31 | 36,075 | 31,311 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K132 | 2.023% | 8/25/31 | 6,200 | 5,446 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K133 | 2.096% | 9/25/31 | 10,200 | 8,997 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | 1.714% | 7/25/31 | 845 | 758 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | 2.243% | 10/25/31 | 9,600 | 8,572 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K135 | 2.154% | 10/25/31 | 6,275 | 5,561 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K138 | 2.476% | 1/25/32 | 8,350 | 7,591 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K140 | 2.250% | 3/25/54 | 6,200 | 5,518 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K143 | 2.350% | 4/25/55 | 23,377 | 20,967 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K152 | 3.080% | 1/25/31 | 3,500 | 3,373 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.294% | 3/25/29 | 14,900 | 14,723 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.117% | 10/25/31 | 8,100 | 7,792 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.424% | 4/25/32 | 3,300 | 3,287 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.459% | 11/25/32 | 4,475 | 4,415 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 11/25/32 | 4,100 | 4,144 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 4/25/33 | 8,900 | 8,953 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 5/25/33 | 2,925 | 3,005 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 8/25/33 | 3,775 | 3,822 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K158 | 3.900% | 12/25/30 | 9,248 | 9,470 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K159 | 3.950% | 11/25/30 | 3,330 | 3,406 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K723 | 2.454% | 8/25/23 | 4,369 | 4,334 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K724 | 3.062% | 11/25/23 | 9,800 | 9,761 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K725 | 3.002% | 1/25/24 | 16,500 | 16,416 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K726 | 2.905% | 4/25/24 | 5,944 | 5,897 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K727 | 2.946% | 7/25/24 | 14,558 | 14,449 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K728 | 3.064% | 8/25/24 | 17,857 | 17,751 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K729 | 3.136% | 10/25/24 | 50,325 | 50,092 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K730 | 3.590% | 1/25/25 | 12,100 | 12,141 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K731 | 3.600% | 2/25/25 | 10,190 | 10,159 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K732 | 3.700% | 5/25/25 | 10,450 | 10,519 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K734 | 3.208% | 2/25/26 | 16,725 | 16,615 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K735 | 2.862% | 5/25/26 | 16,250 | 15,941 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K737 | 2.525% | 10/25/26 | 19,000 | 18,339 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K738 | 1.545% | 1/25/27 | 1,225 | 1,132 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K739 | 1.336% | 9/25/27 | 20,375 | 18,443 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K741 | 1.603% | 12/25/27 | 24,400 | 22,178 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K742 | 1.760% | 3/25/28 | 9,950 | 9,087 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K743 | 1.770% | 5/25/28 | 6,650 | 6,050 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K744 | 1.712% | 7/25/28 | 4,697 | 4,263 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K745 | 1.657% | 8/25/28 | 2,850 | 2,564 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K746 | 2.031% | 9/25/28 | 8,325 | 7,652 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K747 | 2.050% | 11/25/28 | 7,500 | 6,889 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.718% | 1/25/31 | 3,300 | 3,287 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.794% | 1/25/34 | 12,220 | 12,120 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.470% | 3/25/31 | 4,150 | 4,110 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.542% | 3/25/34 | 10,275 | 9,951 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1513 | 2.797% | 8/25/34 | 25,260 | 22,648 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1514 | 2.859% | 10/25/34 | 10,025 | 9,024 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1515 | 1.940% | 2/25/35 | 13,000 | 10,520 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1516 | 1.721% | 5/25/35 | 9,825 | 7,682 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1517 | 1.716% | 7/25/35 | 18,200 | 14,242 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1518 | 1.860% | 10/25/35 | 4,200 | 3,325 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1519 | 2.013% | 12/25/35 | 22,026 | 17,699 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.007% | 7/25/35 | 2,890 | 2,512 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.438% | 2/25/36 | 10,350 | 8,763 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1521 | 2.184% | 8/25/36 | 11,465 | 9,353 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1522 | 2.361% | 10/25/36 | 7,550 | 6,287 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series KC02 | 3.370% | 7/25/25 | 7,637 | 7,580 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series KW01 | 2.853% | 1/25/26 | 7,000 | 6,879 | |
3 | Fifth Third Auto Trust Series 2019-1 | 2.690% | 11/16/26 | 1,875 | 1,873 | |
3 | Ford Credit Auto Lease Trust Series 2021-A | 0.260% | 2/15/24 | 4,618 | 4,588 | |
3 | Ford Credit Auto Lease Trust Series 2021-A | 0.300% | 4/15/24 | 1,000 | 981 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Ford Credit Auto Lease Trust Series 2021-B | 0.370% | 10/15/24 | 6,650 | 6,447 | |
3 | Ford Credit Auto Lease Trust Series 2022-A | 3.370% | 7/15/25 | 675 | 671 | |
3 | Ford Credit Auto Lease Trust Series 2022-A | 3.810% | 8/15/25 | 1,100 | 1,090 | |
3 | Ford Credit Auto Owner Trust Series 2019-A | 2.780% | 9/15/23 | 100 | 100 | |
3 | Ford Credit Auto Owner Trust Series 2019-A | 2.850% | 8/15/24 | 2,925 | 2,924 | |
3 | Ford Credit Auto Owner Trust Series 2020-A | 1.040% | 8/15/24 | 269 | 267 | |
3 | Ford Credit Auto Owner Trust Series 2020-B | 0.560% | 10/15/24 | 3,859 | 3,814 | |
3 | Ford Credit Auto Owner Trust Series 2020-B | 0.790% | 11/15/25 | 1,375 | 1,319 | |
3 | Ford Credit Auto Owner Trust Series 2020-C | 0.410% | 7/15/25 | 3,175 | 3,107 | |
3 | Ford Credit Auto Owner Trust Series 2020-C | 0.510% | 8/15/26 | 1,350 | 1,257 | |
3 | Ford Credit Auto Owner Trust Series 2021-A | 0.300% | 8/15/25 | 7,340 | 7,132 | |
3 | Ford Credit Auto Owner Trust Series 2021-A | 0.490% | 9/15/26 | 2,680 | 2,482 | |
3 | Ford Credit Auto Owner Trust Series 2022-A | 1.290% | 6/15/26 | 2,550 | 2,444 | |
3 | Ford Credit Auto Owner Trust Series 2022-A | 1.560% | 5/15/27 | 650 | 606 | |
3 | Ford Credit Auto Owner Trust Series 2022-B | 3.740% | 9/15/26 | 3,425 | 3,430 | |
3 | Ford Credit Auto Owner Trust Series 2022-B | 3.930% | 8/15/27 | 975 | 978 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2018-4 | 4.060% | 11/15/30 | 8,785 | 8,672 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2019-2 | 3.060% | 4/15/26 | 8,275 | 8,138 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2019-4 | 2.440% | 9/15/26 | 8,585 | 8,339 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2020-1 | 0.700% | 9/15/25 | 11,745 | 11,338 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2020-2 | 1.060% | 9/15/27 | 9,765 | 8,992 | |
3 | GM Financial Automobile Leasing Trust Series 2020-2 | 0.800% | 7/20/23 | 231 | 231 | |
3 | GM Financial Automobile Leasing Trust Series 2020-3 | 0.760% | 10/21/24 | 400 | 393 | |
3 | GM Financial Automobile Leasing Trust Series 2021-1 | 0.330% | 2/20/25 | 840 | 819 | |
3 | GM Financial Automobile Leasing Trust Series 2021-1 | 0.540% | 2/20/25 | 510 | 493 | |
3 | GM Financial Automobile Leasing Trust Series 2021-2 | 0.340% | 5/20/24 | 4,675 | 4,588 | |
3 | GM Financial Automobile Leasing Trust Series 2021-2 | 0.410% | 5/20/25 | 700 | 672 | |
3 | GM Financial Automobile Leasing Trust Series 2021-3 | 0.390% | 10/21/24 | 6,350 | 6,149 | |
3 | GM Financial Automobile Leasing Trust Series 2021-3 | 0.500% | 7/21/25 | 1,025 | 974 | |
3 | GM Financial Automobile Leasing Trust Series 2022-1 | 1.900% | 3/20/25 | 9,425 | 9,171 | |
3 | GM Financial Automobile Leasing Trust Series 2022-1 | 1.960% | 2/20/26 | 1,950 | 1,882 | |
3 | GM Financial Automobile Leasing Trust Series 2022-2 | 3.420% | 6/20/25 | 4,325 | 4,301 | |
3 | GM Financial Automobile Leasing Trust Series 2022-2 | 3.540% | 5/20/26 | 1,300 | 1,294 | |
3 | GM Financial Automobile Leasing Trust Series 2022-2 | 4.020% | 5/20/26 | 425 | 425 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-1 | 1.900% | 3/17/25 | 1,265 | 1,246 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.450% | 4/16/25 | 5,193 | 5,108 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.580% | 1/16/26 | 1,175 | 1,120 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.380% | 8/18/25 | 4,547 | 4,447 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.500% | 2/17/26 | 685 | 647 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.350% | 10/16/25 | 3,761 | 3,674 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.540% | 5/17/27 | 11,330 | 10,666 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.510% | 4/16/26 | 2,735 | 2,646 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.820% | 10/16/26 | 850 | 798 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-3 | 0.480% | 6/16/26 | 5,200 | 4,991 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-3 | 0.730% | 8/16/27 | 2,575 | 2,395 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-4 | 0.680% | 9/16/26 | 3,050 | 2,898 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-4 | 0.990% | 10/18/27 | 1,200 | 1,115 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2022-1 | 1.260% | 11/16/26 | 2,250 | 2,150 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2022-1 | 1.510% | 4/17/28 | 750 | 702 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2022-2 | 3.100% | 2/16/27 | 3,200 | 3,170 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2022-2 | 3.250% | 4/17/28 | 550 | 540 | |
3 | GS Mortgage Securities Corp. II Series 2013-GC10 | 2.943% | 2/10/46 | 3,744 | 3,729 | |
3 | GS Mortgage Securities Corp. II Series 2013-GC10 | 3.279% | 2/10/46 | 1,310 | 1,301 | |
3 | GS Mortgage Securities Trust Series 2012-GCJ9 | 2.773% | 11/10/45 | 2,115 | 2,106 | |
3 | GS Mortgage Securities Trust Series 2013-GC12 | 3.135% | 6/10/46 | 2,255 | 2,233 | |
3 | GS Mortgage Securities Trust Series 2013-GC12 | 3.375% | 6/10/46 | 966 | 956 | |
3 | GS Mortgage Securities Trust Series 2013-GC14 | 3.817% | 8/10/46 | 243 | 243 | |
3 | GS Mortgage Securities Trust Series 2013-GC16 | 3.813% | 11/10/46 | 240 | 241 | |
3 | GS Mortgage Securities Trust Series 2013-GC16 | 4.271% | 11/10/46 | 6,450 | 6,455 | |
3 | GS Mortgage Securities Trust Series 2014-GC18 | 4.074% | 1/10/47 | 15,250 | 15,206 | |
3 | GS Mortgage Securities Trust Series 2014-GC18 | 4.383% | 1/10/47 | 2,750 | 2,732 | |
3 | GS Mortgage Securities Trust Series 2014-GC20 | 3.998% | 4/10/47 | 1,500 | 1,495 | |
3 | GS Mortgage Securities Trust Series 2014-GC22 | 3.467% | 6/10/47 | 516 | 515 | |
3 | GS Mortgage Securities Trust Series 2014-GC22 | 3.516% | 6/10/47 | 124 | 124 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | GS Mortgage Securities Trust Series 2014-GC22 | 3.862% | 6/10/47 | 1,350 | 1,342 | |
3 | GS Mortgage Securities Trust Series 2014-GC24 | 3.931% | 9/10/47 | 6,282 | 6,228 | |
3 | GS Mortgage Securities Trust Series 2014-GC24 | 4.644% | 9/10/47 | 1,175 | 1,136 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 3.365% | 11/10/47 | 1,080 | 1,068 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 3.629% | 11/10/47 | 7,475 | 7,374 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 3.964% | 11/10/47 | 1,325 | 1,289 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 4.215% | 11/10/47 | 1,125 | 1,094 | |
3 | GS Mortgage Securities Trust Series 2015-GC28 | 3.396% | 2/10/48 | 4,400 | 4,325 | |
3 | GS Mortgage Securities Trust Series 2015-GC30 | 3.382% | 5/10/50 | 4,675 | 4,565 | |
3 | GS Mortgage Securities Trust Series 2015-GC32 | 3.513% | 7/10/48 | 2,339 | 2,314 | |
3 | GS Mortgage Securities Trust Series 2015-GC32 | 3.764% | 7/10/48 | 1,425 | 1,410 | |
3 | GS Mortgage Securities Trust Series 2015-GC34 | 3.244% | 10/10/48 | 2,996 | 2,925 | |
3 | GS Mortgage Securities Trust Series 2015-GC34 | 3.278% | 10/10/48 | 2,627 | 2,590 | |
3 | GS Mortgage Securities Trust Series 2015-GC34 | 3.506% | 10/10/48 | 3,400 | 3,317 | |
3 | GS Mortgage Securities Trust Series 2016-GS2 | 3.050% | 5/10/49 | 2,700 | 2,592 | |
3 | GS Mortgage Securities Trust Series 2016-GS3 | 2.850% | 10/10/49 | 7,125 | 6,762 | |
3 | GS Mortgage Securities Trust Series 2016-GS4 | 3.178% | 11/10/49 | 712 | 681 | |
3 | GS Mortgage Securities Trust Series 2016-GS4 | 3.442% | 11/10/49 | 2,450 | 2,360 | |
3 | GS Mortgage Securities Trust Series 2016-GS4 | 3.645% | 11/10/49 | 1,825 | 1,722 | |
3 | GS Mortgage Securities Trust Series 2017-GS5 | 3.674% | 3/10/50 | 5,750 | 5,607 | |
3 | GS Mortgage Securities Trust Series 2017-GS5 | 3.826% | 3/10/50 | 2,300 | 2,207 | |
3 | GS Mortgage Securities Trust Series 2017-GS6 | 3.433% | 5/10/50 | 9,000 | 8,696 | |
3 | GS Mortgage Securities Trust Series 2017-GS6 | 3.638% | 5/10/50 | 600 | 572 | |
3 | GS Mortgage Securities Trust Series 2017-GS6 | 4.322% | 5/10/50 | 850 | 796 | |
3 | GS Mortgage Securities Trust Series 2017-GS7 | 3.430% | 8/10/50 | 14,339 | 13,857 | |
3 | GS Mortgage Securities Trust Series 2017-GS7 | 3.663% | 8/10/50 | 3,700 | 3,471 | |
3 | GS Mortgage Securities Trust Series 2017-GS8 | 3.205% | 11/10/50 | 13,910 | 13,245 | |
3 | GS Mortgage Securities Trust Series 2019-GC39 | 3.567% | 5/10/52 | 5,775 | 5,527 | |
3 | GS Mortgage Securities Trust Series 2019-GC40 | 2.904% | 7/10/52 | 5,200 | 4,774 | |
3 | GS Mortgage Securities Trust Series 2019-GC40 | 3.160% | 7/10/52 | 6,250 | 5,811 | |
3 | GS Mortgage Securities Trust Series 2019-GC42 | 3.001% | 9/1/52 | 12,280 | 11,352 | |
3 | GS Mortgage Securities Trust Series 2019-GC42 | 3.212% | 9/1/52 | 2,875 | 2,591 | |
3 | GS Mortgage Securities Trust Series 2019-GSA1 | 3.048% | 11/10/52 | 5,535 | 5,109 | |
3 | GS Mortgage Securities Trust Series 2020-GC45 | 2.911% | 2/13/53 | 5,910 | 5,389 | |
3 | GS Mortgage Securities Trust Series 2020-GC45 | 3.173% | 2/13/53 | 1,690 | 1,518 | |
3 | GS Mortgage Securities Trust Series 2020-GC47 | 2.377% | 5/12/53 | 2,780 | 2,422 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | GS Mortgage Securities Trust Series 2020-GSA2 | 2.012% | 12/12/53 | 5,175 | 4,310 | |
3 | GS Mortgage Securities Trust Series 2020-GSA2 | 2.224% | 12/12/53 | 800 | 644 | |
3 | Harley-Davidson Motorcycle Trust Series 2021-B | 0.560% | 11/16/26 | 8,050 | 7,742 | |
3 | Harley-Davidson Motorcycle Trust Series 2021-B | 0.820% | 5/15/29 | 1,500 | 1,413 | |
3 | Harley-Davidson Motorcycle Trust Series 2022-A | 3.060% | 2/15/27 | 1,225 | 1,209 | |
3 | Harley-Davidson Motorcycle Trust Series 2022-A | 3.260% | 1/15/30 | 850 | 831 | |
3 | Honda Auto Receivables Owner Trust Series 2020-1 | 1.630% | 10/21/26 | 765 | 754 | |
3 | Honda Auto Receivables Owner Trust Series 2020-3 | 0.460% | 4/19/27 | 875 | 836 | |
3 | Honda Auto Receivables Owner Trust Series 2021-1 | 0.270% | 4/21/25 | 4,785 | 4,673 | |
3 | Honda Auto Receivables Owner Trust Series 2021-1 | 0.420% | 1/21/28 | 2,040 | 1,913 | |
3 | Honda Auto Receivables Owner Trust Series 2021-2 | 0.330% | 8/15/25 | 6,375 | 6,173 | |
3 | Honda Auto Receivables Owner Trust Series 2021-3 | 0.410% | 11/18/25 | 3,400 | 3,255 | |
3 | Honda Auto Receivables Owner Trust Series 2021-3 | 0.600% | 12/20/27 | 750 | 693 | |
3 | Honda Auto Receivables Owner Trust Series 2021-4 | 0.880% | 1/21/26 | 4,700 | 4,490 | |
3 | Honda Auto Receivables Owner Trust Series 2021-4 | 1.140% | 6/21/28 | 850 | 791 | |
3 | Honda Auto Receivables Owner Trust Series 2022-1 | 1.880% | 5/15/26 | 2,250 | 2,180 | |
3 | Honda Auto Receivables Owner Trust Series 2022-1 | 2.040% | 12/15/28 | 875 | 829 | |
3 | Hyundai Auto Receivables Trust Series 2019-B | 2.000% | 4/15/25 | 750 | 743 | |
3 | Hyundai Auto Receivables Trust Series 2020-A | 1.410% | 11/15/24 | 327 | 324 | |
3 | Hyundai Auto Receivables Trust Series 2020-B | 0.480% | 12/16/24 | 1,243 | 1,226 | |
3 | Hyundai Auto Receivables Trust Series 2020-B | 0.620% | 12/15/25 | 775 | 749 | |
3 | Hyundai Auto Receivables Trust Series 2020-C | 0.380% | 5/15/25 | 2,208 | 2,164 | |
3 | Hyundai Auto Receivables Trust Series 2020-C | 0.490% | 11/16/26 | 600 | 566 | |
3 | Hyundai Auto Receivables Trust Series 2021-A | 0.380% | 9/15/25 | 1,900 | 1,840 | |
3 | Hyundai Auto Receivables Trust Series 2021-A | 0.620% | 5/17/27 | 850 | 794 | |
3 | Hyundai Auto Receivables Trust Series 2021-C | 0.740% | 5/15/26 | 2,575 | 2,457 | |
3 | Hyundai Auto Receivables Trust Series 2021-C | 1.030% | 12/15/27 | 1,075 | 995 | |
3 | John Deere Owner Trust Series 2021-B | 0.520% | 3/16/26 | 4,675 | 4,420 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-C8 | 2.829% | 10/15/45 | 437 | 436 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-LC9 | 2.840% | 12/15/47 | 1,402 | 1,397 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.143% | 12/15/47 | 2,347 | 2,333 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.372% | 12/15/47 | 1,042 | 1,035 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.674% | 12/15/46 | 312 | 312 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.881% | 12/15/46 | 896 | 889 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.166% | 12/15/46 | 4,900 | 4,884 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.517% | 12/15/46 | 1,250 | 1,247 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 5.106% | 12/15/46 | 1,250 | 1,250 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 2.960% | 4/15/46 | 6,766 | 6,706 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 3.499% | 4/15/46 | 1,725 | 1,695 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2014-C20 | 3.805% | 7/15/47 | 2,045 | 2,030 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2015-JP1 | 3.914% | 1/15/49 | 2,825 | 2,799 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 2.870% | 8/15/49 | 9,250 | 8,763 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 3.397% | 8/15/49 | 1,225 | 1,136 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.648% | 12/15/49 | 3,675 | 3,581 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.870% | 12/15/49 | 2,950 | 2,849 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 3.664% | 7/15/45 | 1,982 | 1,973 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 4.171% | 7/15/45 | 655 | 650 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 3.761% | 8/15/46 | 257 | 256 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.133% | 8/15/46 | 1,990 | 1,980 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.409% | 8/15/46 | 740 | 736 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 3.659% | 11/15/45 | 123 | 123 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.131% | 11/15/45 | 3,920 | 3,916 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.420% | 11/15/45 | 2,010 | 2,007 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 3.705% | 1/15/47 | 371 | 370 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.199% | 1/15/47 | 4,320 | 4,315 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.458% | 1/15/47 | 775 | 774 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 5.049% | 1/15/47 | 1,163 | 1,151 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.079% | 2/15/47 | 18,760 | 18,687 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.439% | 2/15/47 | 771 | 766 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.947% | 2/15/47 | 935 | 921 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.669% | 4/15/47 | 522 | 521 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.997% | 4/15/47 | 1,900 | 1,892 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 4.243% | 4/15/47 | 1,525 | 1,507 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.428% | 8/15/47 | 362 | 360 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.775% | 8/15/47 | 950 | 943 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.997% | 8/15/47 | 575 | 564 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 3.801% | 9/15/47 | 5,850 | 5,804 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 4.110% | 9/15/47 | 1,550 | 1,511 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 3.934% | 9/15/47 | 2,919 | 2,903 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 4.202% | 9/15/47 | 1,722 | 1,696 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 2.940% | 11/15/47 | 45 | 44 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.639% | 11/15/47 | 1,525 | 1,504 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.914% | 11/15/47 | 2,750 | 2,687 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 3.672% | 11/15/47 | 6,825 | 6,743 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 4.065% | 11/15/47 | 1,900 | 1,864 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.494% | 1/15/48 | 12,720 | 12,512 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.800% | 1/15/48 | 1,875 | 1,812 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.951% | 1/15/48 | 1,875 | 1,830 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.017% | 2/15/48 | 2,134 | 2,101 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.042% | 10/15/48 | 693 | 683 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.532% | 10/15/48 | 1,125 | 1,079 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.304% | 5/15/48 | 1,599 | 1,589 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.611% | 5/15/48 | 2,900 | 2,840 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.559% | 7/15/48 | 2,036 | 2,025 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.822% | 7/15/48 | 3,600 | 3,545 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 4.226% | 7/15/48 | 1,850 | 1,824 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.540% | 8/15/48 | 1,066 | 1,055 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.801% | 8/15/48 | 13,783 | 13,466 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.358% | 11/15/48 | 2,755 | 2,736 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.598% | 11/15/48 | 3,575 | 3,482 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C33 | 3.770% | 12/15/48 | 2,610 | 2,578 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | 3.316% | 3/17/49 | 2,052 | 2,034 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | 3.723% | 3/15/50 | 10,950 | 10,697 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | 3.876% | 3/15/50 | 2,300 | 2,209 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.490% | 7/15/50 | 8,800 | 8,499 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.744% | 7/15/50 | 2,800 | 2,658 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP7 | 3.454% | 9/15/50 | 1,250 | 1,202 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 | 4.029% | 3/10/52 | 13,805 | 13,506 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.386% | 6/13/52 | 9,375 | 8,805 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.669% | 6/13/52 | 825 | 769 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.144% | 6/15/49 | 2,580 | 2,480 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.484% | 6/15/49 | 1,250 | 1,169 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2016-C4 | 3.141% | 12/15/49 | 800 | 765 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.414% | 3/15/50 | 2,306 | 2,231 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.694% | 3/15/50 | 13,400 | 13,080 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.858% | 3/15/50 | 3,975 | 3,819 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.409% | 10/15/50 | 2,825 | 2,709 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.713% | 10/15/50 | 1,775 | 1,723 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.211% | 6/15/51 | 11,960 | 11,829 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.421% | 6/15/51 | 1,525 | 1,501 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 | 3.057% | 11/13/52 | 12,525 | 11,463 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 | 2.180% | 5/13/53 | 2,750 | 2,361 | |
3 | Mercedes-Benz Auto Lease Trust Series 2020-B | 0.500% | 6/15/26 | 480 | 471 | |
3 | Mercedes-Benz Auto Lease Trust Series 2021-A | 0.250% | 1/16/24 | 3,112 | 3,077 | |
3 | Mercedes-Benz Auto Lease Trust Series 2021-A | 0.320% | 10/15/26 | 1,425 | 1,378 | |
3 | Mercedes-Benz Auto Lease Trust Series 2021-B | 0.400% | 11/15/24 | 2,750 | 2,663 | |
3 | Mercedes-Benz Auto Lease Trust Series 2021-B | 0.510% | 3/15/27 | 1,175 | 1,114 | |
3 | Mercedes-Benz Auto Receivables Trust Series 2020-1 | 0.770% | 10/15/26 | 400 | 381 | |
3 | Mercedes-Benz Auto Receivables Trust Series 2021-1 | 0.460% | 6/15/26 | 3,650 | 3,491 | |
3 | Mercedes-Benz Auto Receivables Trust Series 2021-1 | 0.730% | 12/15/27 | 600 | 550 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2012-C6 | 2.858% | 11/15/45 | 1,340 | 1,338 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 | 2.918% | 2/15/46 | 1,707 | 1,699 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 | 3.214% | 2/15/46 | 341 | 338 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8 | 3.134% | 12/15/48 | 1,895 | 1,891 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8 | 3.376% | 12/15/48 | 1,000 | 991 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 | 3.102% | 5/15/46 | 1,275 | 1,265 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 | 3.456% | 5/15/46 | 1,125 | 1,115 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C10 | 4.209% | 7/15/46 | 1,780 | 1,774 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.295% | 8/15/46 | 990 | 985 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.495% | 8/15/46 | 490 | 483 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C12 | 3.824% | 10/15/46 | 172 | 172 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C12 | 4.259% | 10/15/46 | 3,360 | 3,347 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.039% | 11/15/46 | 2,200 | 2,193 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.907% | 11/15/46 | 1,100 | 1,096 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 4.064% | 2/15/47 | 3,005 | 3,006 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 5.022% | 2/15/47 | 1,150 | 1,155 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.477% | 6/15/47 | 286 | 284 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.892% | 6/15/47 | 2,875 | 2,867 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 4.476% | 6/15/47 | 1,150 | 1,125 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 3.923% | 10/15/47 | 1,000 | 996 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 4.607% | 10/15/47 | 1,150 | 1,128 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.326% | 12/15/47 | 957 | 947 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.526% | 12/15/47 | 3,275 | 3,230 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.069% | 2/15/48 | 808 | 801 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.249% | 2/15/48 | 6,650 | 6,493 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C21 | 3.338% | 3/15/48 | 8,100 | 7,937 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.040% | 4/15/48 | 1,850 | 1,832 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.306% | 4/15/48 | 2,950 | 2,877 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.883% | 4/15/48 | 1,875 | 1,816 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.398% | 7/15/50 | 602 | 598 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.719% | 7/15/50 | 8,650 | 8,540 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C24 | 3.732% | 5/15/48 | 5,265 | 5,180 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.383% | 10/15/48 | 2,167 | 2,145 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.635% | 10/15/48 | 4,575 | 4,484 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.323% | 10/15/48 | 1,527 | 1,518 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.531% | 10/15/48 | 2,825 | 2,778 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.557% | 12/15/47 | 1,193 | 1,184 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.753% | 12/15/47 | 2,175 | 2,139 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.272% | 1/15/49 | 6,032 | 5,880 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.288% | 1/15/49 | 1,380 | 1,367 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.544% | 1/15/49 | 7,000 | 6,824 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | 3.140% | 5/15/49 | 1,204 | 1,184 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | 3.325% | 5/15/49 | 1,550 | 1,497 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30 | 2.860% | 9/15/49 | 7,300 | 6,935 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 | 3.102% | 11/15/49 | 9,400 | 9,000 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.720% | 12/15/49 | 8,350 | 8,147 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.994% | 12/15/49 | 3,050 | 2,963 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.599% | 5/15/50 | 6,500 | 6,313 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.852% | 5/15/50 | 3,800 | 3,636 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.276% | 11/15/52 | 3,600 | 3,449 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.536% | 11/15/52 | 5,250 | 5,070 | |
3 | Morgan Stanley Capital I Series 2017-HR2 | 3.587% | 12/15/50 | 1,125 | 1,086 | |
3 | Morgan Stanley Capital I Trust Series 2015-MS1 | 3.779% | 5/15/48 | 1,360 | 1,345 | |
3 | Morgan Stanley Capital I Trust Series 2015-UBS8 | 3.809% | 12/15/48 | 3,525 | 3,481 | |
3 | Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.049% | 11/15/49 | 3,650 | 3,485 | |
3 | Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.282% | 11/15/49 | 2,951 | 2,782 | |
3 | Morgan Stanley Capital I Trust Series 2016-UB11 | 2.782% | 8/15/49 | 7,300 | 6,914 | |
3 | Morgan Stanley Capital I Trust Series 2016-UB12 | 3.596% | 12/15/49 | 7,350 | 7,150 | |
3 | Morgan Stanley Capital I Trust Series 2016-UB12 | 3.778% | 12/15/49 | 3,000 | 2,858 | |
3 | Morgan Stanley Capital I Trust Series 2016-UBS9 | 3.329% | 3/15/49 | 574 | 560 | |
3 | Morgan Stanley Capital I Trust Series 2017-H1 | 3.530% | 6/15/50 | 6,750 | 6,532 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Morgan Stanley Capital I Trust Series 2018-H4 | 4.310% | 12/15/51 | 9,875 | 9,765 | |
3 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.417% | 6/15/52 | 11,660 | 10,907 | |
3 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.700% | 6/15/52 | 1,450 | 1,347 | |
3 | Morgan Stanley Capital I Trust Series 2019-H7 | 3.261% | 7/15/52 | 5,650 | 5,244 | |
3 | Morgan Stanley Capital I Trust Series 2019-L2 | 3.806% | 3/15/52 | 3,025 | 2,939 | |
3 | Morgan Stanley Capital I Trust Series 2019-L2 | 4.071% | 3/15/52 | 6,700 | 6,570 | |
3 | Morgan Stanley Capital I Trust Series 2019-L3 | 3.127% | 11/15/52 | 8,435 | 7,761 | |
3 | Morgan Stanley Capital I Trust Series 2020-HR8 | 2.041% | 7/15/53 | 7,000 | 5,928 | |
3 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.698% | 2/15/53 | 8,495 | 7,583 | |
3 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.880% | 2/15/53 | 1,275 | 1,125 | |
3 | Morgan Stanley Capital I Trust Series 2021-L6 | 2.444% | 6/15/54 | 4,275 | 3,647 | |
3 | Morgan Stanley Capital I Trust Series 2021-L6 | 2.749% | 6/15/54 | 750 | 629 | |
3 | Morgan Stanley Capital I Trust Series 2021-L6 | 2.951% | 6/15/54 | 450 | 380 | |
3 | Morgan Stanley Capital I Trust Series 2021-L7 | 2.574% | 10/15/54 | 8,465 | 7,268 | |
3 | Morgan Stanley Capital I Trust Series 2022-L8 | 3.922% | 4/15/55 | 8,550 | 8,171 | |
3 | Nissan Auto Lease Trust Series 2020-A | 1.880% | 4/15/25 | 150 | 150 | |
3 | Nissan Auto Lease Trust Series 2021-A | 0.520% | 8/15/24 | 4,025 | 3,909 | |
3 | Nissan Auto Lease Trust Series 2021-A | 0.650% | 7/15/26 | 850 | 816 | |
3 | Nissan Auto Lease Trust Series 2022-A | 3.870% | 7/15/27 | 1,075 | 1,078 | |
3 | Nissan Auto Receivables Owner Trust Series 2019-C | 1.950% | 5/15/26 | 1,650 | 1,621 | |
3 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.550% | 7/15/24 | 1,125 | 1,114 | |
3 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.710% | 2/16/27 | 600 | 579 | |
3 | Nissan Auto Receivables Owner Trust Series 2021-A | 0.330% | 10/15/25 | 5,640 | 5,422 | |
3 | Nissan Auto Receivables Owner Trust Series 2021-A | 0.570% | 9/15/27 | 2,650 | 2,439 | |
3 | Nissan Auto Receivables Owner Trust Series 2022-A | 1.860% | 8/17/26 | 2,775 | 2,675 | |
3 | Nissan Auto Receivables Owner Trust Series 2022-A | 2.070% | 12/17/29 | 1,725 | 1,624 | |
3 | PSNH Funding LLC 3 Series 2018-1 | 3.506% | 8/1/28 | 975 | 965 | |
3 | PSNH Funding LLC 3 Series 2018-1 | 3.814% | 2/1/35 | 2,200 | 2,147 | |
3 | Santander Drive Auto Receivables Trust Series 2020-2 | 1.460% | 9/15/25 | 1,302 | 1,296 | |
3 | Santander Drive Auto Receivables Trust Series 2020-3 | 0.690% | 3/17/25 | 156 | 156 | |
3 | Santander Drive Auto Receivables Trust Series 2020-3 | 1.120% | 1/15/26 | 1,175 | 1,167 | |
3 | Santander Drive Auto Receivables Trust Series 2020-4 | 0.730% | 3/17/25 | 557 | 556 | |
3 | Santander Drive Auto Receivables Trust Series 2021-1 | 0.500% | 4/15/25 | 3,936 | 3,924 | |
3 | Santander Drive Auto Receivables Trust Series 2021-1 | 0.750% | 2/17/26 | 2,325 | 2,270 | |
3 | Santander Drive Auto Receivables Trust Series 2021-2 | 0.590% | 9/15/25 | 1,600 | 1,587 | |
3 | Santander Drive Auto Receivables Trust Series 2021-2 | 0.900% | 6/15/26 | 3,600 | 3,487 | |
3 | Santander Drive Auto Receivables Trust Series 2021-2 | 1.350% | 7/15/27 | 3,140 | 2,976 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Santander Drive Auto Receivables Trust Series 2021-3 | 0.950% | 9/15/27 | 2,150 | 2,070 | |
3 | Santander Drive Auto Receivables Trust Series 2021-3 | 1.330% | 9/15/27 | 3,000 | 2,860 | |
3 | Santander Drive Auto Receivables Trust Series 2021-4 | 0.880% | 6/15/26 | 4,875 | 4,728 | |
3 | Santander Drive Auto Receivables Trust Series 2021-4 | 1.260% | 2/16/27 | 2,550 | 2,433 | |
3 | Santander Drive Auto Receivables Trust Series 2021-4 | 1.670% | 10/15/27 | 1,100 | 1,017 | |
3 | Santander Drive Auto Receivables Trust Series 2022-1 | 2.360% | 8/17/26 | 3,425 | 3,309 | |
3 | Santander Drive Auto Receivables Trust Series 2022-1 | 2.560% | 4/17/28 | 1,700 | 1,606 | |
3 | Santander Drive Auto Receivables Trust Series 2022-2 | 3.440% | 9/15/27 | 3,000 | 2,933 | |
3 | Santander Drive Auto Receivables Trust Series 2022-2 | 3.760% | 7/16/29 | 2,125 | 2,056 | |
3 | Santander Drive Auto Receivables Trust Series 2022-3 | 4.130% | 8/16/27 | 2,275 | 2,261 | |
3 | SG Commercial Mortgage Securities Trust Series 2016-C5 | 3.055% | 10/10/48 | 5,975 | 5,697 | |
3 | Synchrony Card Funding LLC Series 2022-A1 | 3.370% | 4/15/28 | 10,725 | 10,655 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-A | 1.680% | 5/15/25 | 4,040 | 3,961 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-B | 1.360% | 8/15/24 | 276 | 274 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-C | 0.440% | 10/15/24 | 1,235 | 1,219 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.350% | 1/15/25 | 2,705 | 2,659 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.470% | 1/15/26 | 645 | 609 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-A | 0.260% | 5/15/25 | 2,750 | 2,685 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-A | 0.390% | 6/15/26 | 1,100 | 1,018 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-B | 0.260% | 11/17/25 | 17,075 | 16,432 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-B | 0.530% | 10/15/26 | 2,125 | 1,947 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-C | 0.430% | 1/15/26 | 5,925 | 5,643 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-C | 0.720% | 1/15/27 | 1,300 | 1,188 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-D | 0.710% | 4/15/26 | 2,975 | 2,841 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-D | 1.020% | 3/15/27 | 950 | 873 | |
3 | Toyota Auto Receivables Owner Trust Series 2022-B | 2.930% | 9/15/26 | 3,850 | 3,806 | |
3 | Toyota Auto Receivables Owner Trust Series 2022-B | 3.110% | 8/16/27 | 875 | 857 | |
3 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.460% | 6/15/50 | 7,950 | 7,592 | |
3 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.724% | 6/15/50 | 3,400 | 3,123 | |
3 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.487% | 8/15/50 | 5,850 | 5,643 | |
3 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.740% | 8/15/50 | 1,550 | 1,458 | |
3 | UBS Commercial Mortgage Trust Series 2017-C3 | 3.426% | 8/15/50 | 7,325 | 7,020 | |
3 | UBS Commercial Mortgage Trust Series 2017-C3 | 3.739% | 8/15/50 | 2,900 | 2,714 | |
3 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.301% | 10/15/50 | 4,700 | 4,485 | |
3 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.563% | 10/15/50 | 5,875 | 5,663 | |
3 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.836% | 10/15/50 | 2,594 | 2,472 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | UBS Commercial Mortgage Trust Series 2017-C5 | 3.474% | 11/15/50 | 3,950 | 3,817 | |
3 | UBS Commercial Mortgage Trust Series 2017-C7 | 3.679% | 12/15/50 | 5,700 | 5,521 | |
3 | UBS Commercial Mortgage Trust Series 2017-C7 | 4.061% | 12/15/50 | 3,000 | 2,870 | |
3 | UBS Commercial Mortgage Trust Series 2018-C8 | 3.720% | 2/15/51 | 6,125 | 6,002 | |
3 | UBS Commercial Mortgage Trust Series 2018-C8 | 3.983% | 2/15/51 | 2,500 | 2,459 | |
3 | UBS Commercial Mortgage Trust Series 2018-C8 | 4.215% | 2/15/51 | 3,250 | 3,163 | |
3 | UBS Commercial Mortgage Trust Series 2018-C9 | 4.117% | 3/15/51 | 12,275 | 12,165 | |
3 | UBS Commercial Mortgage Trust Series 2018-C10 | 4.313% | 5/15/51 | 8,250 | 8,311 | |
3 | UBS Commercial Mortgage Trust Series 2018-C11 | 4.241% | 6/15/51 | 1,550 | 1,534 | |
3 | UBS Commercial Mortgage Trust Series 2018-C12 | 4.296% | 8/15/51 | 10,265 | 10,252 | |
3 | UBS Commercial Mortgage Trust Series 2018-C12 | 4.587% | 8/15/51 | 4,000 | 3,963 | |
3 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.208% | 10/15/51 | 1,559 | 1,567 | |
3 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.334% | 10/15/51 | 9,825 | 9,827 | |
3 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.585% | 10/15/51 | 1,750 | 1,724 | |
3 | UBS Commercial Mortgage Trust Series 2018-C14 | 4.448% | 12/15/51 | 10,250 | 10,243 | |
3 | UBS Commercial Mortgage Trust Series 2018-C15 | 4.341% | 12/15/51 | 9,375 | 9,389 | |
3 | UBS Commercial Mortgage Trust Series 2019-C16 | 3.605% | 4/15/52 | 4,200 | 3,982 | |
3 | UBS Commercial Mortgage Trust Series 2019-C16 | 3.887% | 4/15/52 | 1,250 | 1,180 | |
3 | UBS Commercial Mortgage Trust Series 2019-C17 | 2.921% | 10/15/52 | 4,910 | 4,441 | |
3 | UBS Commercial Mortgage Trust Series 2019-C18 | 3.035% | 12/15/52 | 2,850 | 2,589 | |
3 | UBS Commercial Mortgage Trust Series 2019-C18 | 3.378% | 12/15/52 | 1,700 | 1,540 | |
3 | UBS-Barclays Commercial Mortgage Trust Series 2012-C4 | 2.850% | 12/10/45 | 6,031 | 6,021 | |
3 | UBS-Barclays Commercial Mortgage Trust Series 2013-C5 | 3.185% | 3/10/46 | 2,724 | 2,711 | |
3 | UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.244% | 4/10/46 | 4,765 | 4,733 | |
3 | UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.469% | 4/10/46 | 700 | 695 | |
3 | Verizon Master Trust Series 2021-1 | 0.500% | 5/20/27 | 28,975 | 27,394 | |
3 | Verizon Master Trust Series 2021-2 | 0.990% | 4/20/28 | 17,700 | 16,693 | |
3 | Verizon Master Trust Series 2022-2 | 1.530% | 7/20/28 | 7,050 | 6,680 | |
3 | Verizon Master Trust Series 2022-4 | 3.400% | 11/20/28 | 9,800 | 9,720 | |
3 | Verizon Owner Trust Series 2020-C | 0.410% | 4/21/25 | 11,405 | 11,151 | |
3 | Volkswagen Auto Loan Enhanced Trust Series 2020-1 | 0.980% | 11/20/24 | 641 | 634 | |
3 | Volkswagen Auto Loan Enhanced Trust Series 2021-1 | 1.020% | 6/22/26 | 6,200 | 5,945 | |
3 | Volkswagen Auto Loan Enhanced Trust Series 2021-1 | 1.260% | 10/20/28 | 850 | 792 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2012-LC5 | 2.918% | 10/15/45 | 399 | 399 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.477% | 8/15/50 | 290 | 289 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.817% | 8/15/50 | 12,090 | 11,937 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 4.020% | 8/15/50 | 400 | 393 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.244% | 12/15/47 | 685 | 680 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.271% | 12/15/47 | 590 | 589 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.405% | 12/15/47 | 3,725 | 3,638 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.808% | 12/15/47 | 10,875 | 10,534 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 2.991% | 2/15/48 | 2,002 | 1,980 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.166% | 2/15/48 | 2,075 | 2,025 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.580% | 2/15/48 | 1,500 | 1,461 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.540% | 5/15/48 | 7,707 | 7,568 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.872% | 5/15/48 | 1,040 | 1,016 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.400% | 6/15/48 | 2,167 | 2,156 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.637% | 6/15/48 | 1,250 | 1,231 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C30 | 3.411% | 9/15/58 | 932 | 910 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C30 | 3.664% | 9/15/58 | 3,015 | 2,968 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C31 | 3.695% | 11/15/48 | 2,861 | 2,812 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 2.978% | 4/15/50 | 551 | 545 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.184% | 4/15/50 | 4,535 | 4,418 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.719% | 4/15/50 | 1,900 | 1,842 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.571% | 9/15/58 | 907 | 898 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.839% | 9/15/58 | 2,000 | 1,979 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 4.207% | 9/15/58 | 1,775 | 1,744 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.632% | 5/15/48 | 21 | 21 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.934% | 5/15/48 | 1,193 | 1,184 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 3.148% | 5/15/48 | 1,500 | 1,462 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS2 | 3.767% | 7/15/58 | 5,000 | 4,941 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.656% | 12/15/48 | 2,043 | 2,033 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.809% | 12/15/48 | 1,800 | 1,778 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-SG1 | 3.789% | 9/15/48 | 7,637 | 7,494 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | 2.652% | 8/15/49 | 8,875 | 8,368 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | 2.814% | 8/15/49 | 1,200 | 1,105 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.324% | 1/15/59 | 1,393 | 1,376 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.560% | 1/15/59 | 4,200 | 4,115 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C33 | 3.426% | 3/15/59 | 1,450 | 1,413 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C34 | 3.096% | 6/15/49 | 2,900 | 2,788 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C36 | 2.807% | 11/15/59 | 2,025 | 1,913 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C36 | 3.065% | 11/15/59 | 1,450 | 1,373 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C37 | 3.794% | 12/15/49 | 2,900 | 2,850 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.825% | 10/15/49 | 2,641 | 2,595 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.942% | 10/15/49 | 6,529 | 6,221 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Wells Fargo Commercial Mortgage Trust Series 2016-LC25 | 3.640% | 12/15/59 | 1,020 | 996 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-NXS6 | 2.918% | 11/15/49 | 455 | 433 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.453% | 7/15/50 | 16,405 | 15,813 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.665% | 7/15/50 | 4,556 | 4,383 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.418% | 9/15/50 | 7,175 | 6,903 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.702% | 9/15/50 | 3,900 | 3,716 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.317% | 10/15/50 | 3,925 | 3,752 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.581% | 10/15/50 | 5,900 | 5,705 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.854% | 10/15/50 | 1,575 | 1,491 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C41 | 3.472% | 11/15/50 | 10,150 | 9,743 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C42 | 3.330% | 12/15/50 | 4,815 | 4,600 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-RB1 | 3.635% | 3/15/50 | 10,000 | 9,733 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-RC1 | 3.631% | 1/15/60 | 15,275 | 14,870 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.012% | 3/15/51 | 12,250 | 12,067 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.152% | 3/15/51 | 2,125 | 2,057 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C44 | 4.212% | 5/15/51 | 8,200 | 8,152 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | 4.184% | 6/15/51 | 12,975 | 12,884 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | 4.152% | 8/15/51 | 10,575 | 10,470 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | 4.442% | 9/15/61 | 17,050 | 17,133 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | 4.302% | 1/15/52 | 5,175 | 5,161 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C49 | 4.023% | 3/15/52 | 10,675 | 10,469 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C50 | 3.729% | 5/15/52 | 6,075 | 5,840 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C51 | 3.311% | 6/15/52 | 8,750 | 8,202 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 2.892% | 8/15/52 | 1,610 | 1,465 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 3.143% | 8/15/52 | 3,775 | 3,363 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C53 | 3.040% | 10/15/52 | 8,225 | 7,535 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C54 | 3.146% | 12/15/52 | 4,985 | 4,593 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2020-C55 | 2.725% | 2/15/53 | 8,735 | 7,825 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2020-C56 | 2.448% | 6/15/53 | 1,565 | 1,369 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2020-C58 | 2.092% | 7/15/53 | 1,990 | 1,673 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2021-C59 | 2.626% | 4/15/54 | 4,650 | 4,058 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C9 | 2.870% | 11/15/45 | 1,612 | 1,606 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C10 | 2.875% | 12/15/45 | 8,500 | 8,469 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C12 | 3.198% | 3/15/48 | 730 | 726 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C12 | 3.560% | 3/15/48 | 495 | 492 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.001% | 5/15/45 | 2,154 | 2,134 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.345% | 5/15/45 | 421 | 417 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.337% | 6/15/46 | 3,250 | 3,221 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.488% | 6/15/46 | 1,725 | 1,709 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 3.720% | 8/15/46 | 118 | 118 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.153% | 8/15/46 | 2,640 | 2,629 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.358% | 8/15/46 | 660 | 655 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 3.963% | 9/15/46 | 417 | 414 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.415% | 9/15/46 | 1,520 | 1,519 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.668% | 9/15/46 | 2,530 | 2,533 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 3.558% | 12/15/46 | 186 | 185 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.023% | 12/15/46 | 925 | 923 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.255% | 12/15/46 | 725 | 720 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.788% | 12/15/46 | 725 | 726 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.162% | 12/15/46 | 7,268 | 7,265 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.387% | 12/15/46 | 375 | 374 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 5.027% | 12/15/46 | 563 | 558 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 4.079% | 3/15/46 | 1,314 | 1,312 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 5.192% | 3/15/46 | 375 | 375 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.618% | 3/15/47 | 157 | 157 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.660% | 3/15/47 | 124 | 124 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.101% | 3/15/47 | 1,450 | 1,444 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.723% | 3/15/47 | 475 | 466 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.638% | 5/15/47 | 269 | 267 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.723% | 5/15/47 | 1,034 | 1,021 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.995% | 5/15/47 | 1,150 | 1,141 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 4.176% | 5/15/47 | 1,220 | 1,193 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.410% | 8/15/47 | 1,577 | 1,546 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.678% | 8/15/47 | 3,000 | 2,947 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C22 | 3.752% | 9/15/57 | 7,572 | 7,510 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C22 | 4.371% | 9/15/57 | 1,200 | 1,184 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.636% | 10/15/57 | 928 | 926 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.917% | 10/15/57 | 1,150 | 1,141 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 4.210% | 10/15/57 | 800 | 791 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C24 | 3.428% | 11/15/47 | 787 | 777 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C24 | 3.607% | 11/15/47 | 2,075 | 2,046 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C25 | 3.631% | 11/15/47 | 5,000 | 4,954 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 3.522% | 3/15/47 | 545 | 544 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.045% | 3/15/47 | 4,415 | 4,404 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.351% | 3/15/47 | 1,840 | 1,820 | |
3 | World Omni Auto Receivables Trust Series 2019-C | 1.960% | 12/16/24 | 1,990 | 1,984 | |
3 | World Omni Auto Receivables Trust Series 2019-C | 2.030% | 12/15/25 | 1,400 | 1,376 | |
3 | World Omni Auto Receivables Trust Series 2020-B | 0.630% | 5/15/25 | 1,387 | 1,366 | |
3 | World Omni Auto Receivables Trust Series 2020-B | 0.820% | 1/15/26 | 425 | 408 | |
3 | World Omni Auto Receivables Trust Series 2020-C | 0.480% | 11/17/25 | 1,993 | 1,954 | |
3 | World Omni Auto Receivables Trust Series 2020-C | 0.610% | 10/15/26 | 775 | 732 | |
3 | World Omni Auto Receivables Trust Series 2021-A | 0.300% | 1/15/26 | 2,435 | 2,372 | |
3 | World Omni Auto Receivables Trust Series 2021-A | 0.480% | 9/15/26 | 675 | 629 | |
3 | World Omni Auto Receivables Trust Series 2021-B | 0.420% | 6/15/26 | 4,015 | 3,867 | |
3 | World Omni Auto Receivables Trust Series 2021-C | 0.440% | 8/17/26 | 4,225 | 4,052 | |
3 | World Omni Auto Receivables Trust Series 2021-C | 0.640% | 9/15/27 | 1,500 | 1,375 | |
3 | World Omni Auto Receivables Trust Series 2021-D | 0.810% | 10/15/26 | 4,225 | 4,020 | |
3 | World Omni Auto Receivables Trust Series 2021-D | 1.100% | 11/15/27 | 2,600 | 2,410 | |
3 | World Omni Auto Receivables Trust Series 2022-A | 1.660% | 5/17/27 | 4,275 | 4,087 | |
3 | World Omni Auto Receivables Trust Series 2022-A | 1.900% | 3/15/28 | 425 | 405 | |
3 | World Omni Auto Receivables Trust Series 2022-B | 3.250% | 7/15/27 | 3,650 | 3,591 | |
3 | World Omni Auto Receivables Trust Series 2022-B | 3.440% | 3/15/28 | �� 1,300 | 1,277 | |
3 | World Omni Automobile Lease Securitization Trust Series 2020-A | 1.700% | 1/17/23 | 852 | 852 | |
3 | World Omni Automobile Lease Securitization Trust Series 2020-A | 1.790% | 6/16/25 | 1,275 | 1,274 | |
3 | World Omni Automobile Lease Securitization Trust Series 2020-B | 0.450% | 2/15/24 | 3,900 | 3,849 | |
3 | World Omni Automobile Lease Securitization Trust Series 2020-B | 0.520% | 2/17/26 | 775 | 755 | |
3 | World Omni Automobile Lease Securitization Trust Series 2021-A | 0.420% | 8/15/24 | 2,350 | 2,268 | |
3 | World Omni Automobile Lease Securitization Trust Series 2021-A | 0.500% | 11/16/26 | 875 | 833 | |
3 | World Omni Select Auto Trust Series 2020-A | 0.550% | 7/15/25 | 418 | 415 | |
3 | World Omni Select Auto Trust Series 2021-A | 0.530% | 3/15/27 | 1,500 | 1,449 | |
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $6,259,609) | 5,840,359 | |||||
Corporate Bonds (26.6%) | ||||||
Communications (2.3%) | ||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 8,000 | 7,868 | ||
Activision Blizzard Inc. | 3.400% | 6/15/27 | 1,700 | 1,651 | ||
Activision Blizzard Inc. | 1.350% | 9/15/30 | 3,800 | 3,052 | ||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 4,930 | 4,769 | ||
Activision Blizzard Inc. | 2.500% | 9/15/50 | 16,100 | 11,043 | ||
Alphabet Inc. | 0.450% | 8/15/25 | 9,500 | 8,739 | ||
Alphabet Inc. | 1.998% | 8/15/26 | 7,675 | 7,270 | ||
Alphabet Inc. | 0.800% | 8/15/27 | 12,295 | 10,681 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Alphabet Inc. | 1.100% | 8/15/30 | 20,600 | 16,899 | ||
Alphabet Inc. | 1.900% | 8/15/40 | 15,000 | 10,722 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 16,100 | 10,820 | ||
Alphabet Inc. | 2.250% | 8/15/60 | 18,000 | 11,724 | ||
America Movil SAB de CV | 3.625% | 4/22/29 | 7,600 | 7,233 | ||
America Movil SAB de CV | 2.875% | 5/7/30 | 6,200 | 5,548 | ||
America Movil SAB de CV | 6.375% | 3/1/35 | 8,615 | 9,837 | ||
America Movil SAB de CV | 6.125% | 11/15/37 | 2,850 | 3,090 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 19,236 | 21,281 | ||
America Movil SAB de CV | 4.375% | 7/16/42 | 10,725 | 9,734 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 22,780 | 21,095 | ||
AT&T Inc. | 0.900% | 3/25/24 | 22,000 | 21,023 | ||
AT&T Inc. | 1.700% | 3/25/26 | 30,900 | 28,260 | ||
AT&T Inc. | 3.800% | 2/15/27 | 17,926 | 17,585 | ||
AT&T Inc. | 4.250% | 3/1/27 | 11,658 | 11,637 | ||
AT&T Inc. | 2.300% | 6/1/27 | 22,330 | 20,394 | ||
AT&T Inc. | 1.650% | 2/1/28 | 22,950 | 19,832 | ||
3 | AT&T Inc. | 4.100% | 2/15/28 | 15,722 | 15,431 | |
AT&T Inc. | 4.350% | 3/1/29 | 31,933 | 31,470 | ||
3 | AT&T Inc. | 4.300% | 2/15/30 | 28,231 | 27,569 | |
AT&T Inc. | 2.750% | 6/1/31 | 30,160 | 26,064 | ||
AT&T Inc. | 2.250% | 2/1/32 | 16,500 | 13,469 | ||
AT&T Inc. | 2.550% | 12/1/33 | 37,320 | 30,267 | ||
AT&T Inc. | 4.500% | 5/15/35 | 21,975 | 20,834 | ||
AT&T Inc. | 4.900% | 8/15/37 | 15,625 | 15,484 | ||
AT&T Inc. | 4.850% | 3/1/39 | 9,600 | 9,159 | ||
AT&T Inc. | 3.500% | 6/1/41 | 20,600 | 16,466 | ||
AT&T Inc. | 4.300% | 12/15/42 | 16,890 | 14,678 | ||
AT&T Inc. | 4.650% | 6/1/44 | 14,105 | 12,843 | ||
AT&T Inc. | 4.350% | 6/15/45 | 15,749 | 13,745 | ||
AT&T Inc. | 4.750% | 5/15/46 | 35,443 | 32,874 | ||
3 | AT&T Inc. | 5.150% | 11/15/46 | 6,241 | 6,161 | |
AT&T Inc. | 4.500% | 3/9/48 | 20,763 | 18,469 | ||
AT&T Inc. | 4.550% | 3/9/49 | 17,065 | 15,515 | ||
AT&T Inc. | 3.650% | 6/1/51 | 31,600 | 24,700 | ||
AT&T Inc. | 3.500% | 9/15/53 | 67,396 | 51,111 | ||
AT&T Inc. | 3.550% | 9/15/55 | 69,900 | 52,384 | ||
AT&T Inc. | 3.800% | 12/1/57 | 61,534 | 47,723 | ||
AT&T Inc. | 3.650% | 9/15/59 | 67,707 | 50,735 | ||
AT&T Inc. | 3.850% | 6/1/60 | 15,844 | 12,270 | ||
Baidu Inc. | 3.875% | 9/29/23 | 8,400 | 8,428 | ||
Baidu Inc. | 4.375% | 5/14/24 | 17,300 | 17,427 | ||
Baidu Inc. | 3.075% | 4/7/25 | 800 | 777 | ||
Baidu Inc. | 4.125% | 6/30/25 | 100 | 100 | ||
Baidu Inc. | 1.720% | 4/9/26 | 9,000 | 8,222 | ||
Baidu Inc. | 1.625% | 2/23/27 | 2,033 | 1,799 | ||
Baidu Inc. | 3.625% | 7/6/27 | 5,375 | 5,180 | ||
Baidu Inc. | 4.375% | 3/29/28 | 4,025 | 3,971 | ||
Baidu Inc. | 4.875% | 11/14/28 | 4,365 | 4,417 | ||
Baidu Inc. | 3.425% | 4/7/30 | 3,436 | 3,152 | ||
Baidu Inc. | 2.375% | 10/9/30 | 5,000 | 4,215 | ||
Baidu Inc. | 2.375% | 8/23/31 | 7,400 | 6,171 | ||
3 | Bell Telephone Co. of Canada or Bell Canada | 3.200% | 2/15/52 | 5,500 | 4,046 | |
Booking Holdings Inc. | 3.650% | 3/15/25 | 7,850 | 7,864 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 11,245 | 11,073 | ||
Booking Holdings Inc. | 3.550% | 3/15/28 | 170 | 164 | ||
Booking Holdings Inc. | 4.625% | 4/13/30 | 27,100 | 26,971 | ||
British Telecommunications plc | 4.500% | 12/4/23 | 2,750 | 2,763 | ||
British Telecommunications plc | 5.125% | 12/4/28 | 4,200 | 4,194 | ||
British Telecommunications plc | 9.625% | 12/15/30 | 28,483 | 35,431 | ||
3 | Charter Communications Operating LLC | 4.500% | 2/1/24 | 19,655 | 19,777 | |
Charter Communications Operating LLC | 4.908% | 7/23/25 | 42,042 | 42,150 | ||
Charter Communications Operating LLC | 3.750% | 2/15/28 | 26,330 | 24,241 | ||
Charter Communications Operating LLC | 4.200% | 3/15/28 | 12,250 | 11,450 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Charter Communications Operating LLC | 2.250% | 1/15/29 | 13,000 | 10,698 | ||
Charter Communications Operating LLC | 5.050% | 3/30/29 | 15,917 | 15,349 | ||
Charter Communications Operating LLC | 2.800% | 4/1/31 | 13,655 | 10,941 | ||
Charter Communications Operating LLC | 2.300% | 2/1/32 | 11,000 | 8,334 | ||
Charter Communications Operating LLC | 4.400% | 4/1/33 | 9,700 | 8,690 | ||
Charter Communications Operating LLC | 6.384% | 10/23/35 | 21,400 | 21,599 | ||
Charter Communications Operating LLC | 5.375% | 4/1/38 | 8,925 | 7,951 | ||
Charter Communications Operating LLC | 3.500% | 6/1/41 | 20,000 | 14,077 | ||
Charter Communications Operating LLC | 3.500% | 3/1/42 | 14,375 | 10,008 | ||
Charter Communications Operating LLC | 6.484% | 10/23/45 | 37,034 | 36,059 | ||
Charter Communications Operating LLC | 5.375% | 5/1/47 | 23,009 | 19,696 | ||
Charter Communications Operating LLC | 5.750% | 4/1/48 | 30,850 | 27,742 | ||
Charter Communications Operating LLC | 5.125% | 7/1/49 | 10,300 | 8,597 | ||
Charter Communications Operating LLC | 4.800% | 3/1/50 | 31,060 | 24,608 | ||
Charter Communications Operating LLC | 3.700% | 4/1/51 | 26,550 | 18,037 | ||
Charter Communications Operating LLC | 3.900% | 6/1/52 | 20,700 | 14,450 | ||
Charter Communications Operating LLC | 5.250% | 4/1/53 | 15,700 | 13,391 | ||
Charter Communications Operating LLC | 6.834% | 10/23/55 | 6,025 | 6,095 | ||
Charter Communications Operating LLC | 3.850% | 4/1/61 | 23,000 | 15,111 | ||
Charter Communications Operating LLC | 4.400% | 12/1/61 | 17,200 | 12,437 | ||
Charter Communications Operating LLC | 3.950% | 6/30/62 | 15,010 | 10,004 | ||
Charter Communications Operating LLC | 5.500% | 4/1/63 | 5,675 | 4,840 | ||
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/22 | 2,075 | 2,123 | ||
Comcast Corp. | 3.700% | 4/15/24 | 10,000 | 10,030 | ||
Comcast Corp. | 3.375% | 2/15/25 | 10,866 | 10,788 | ||
Comcast Corp. | 3.375% | 8/15/25 | 29,213 | 28,868 | ||
Comcast Corp. | 3.950% | 10/15/25 | 27,650 | 27,791 | ||
Comcast Corp. | 3.150% | 3/1/26 | 13,800 | 13,454 | ||
Comcast Corp. | 2.350% | 1/15/27 | 19,515 | 18,204 | ||
Comcast Corp. | 3.300% | 2/1/27 | 19,195 | 18,667 | ||
Comcast Corp. | 3.300% | 4/1/27 | 6,000 | 5,810 | ||
Comcast Corp. | 3.150% | 2/15/28 | 21,300 | 20,303 | ||
Comcast Corp. | 3.550% | 5/1/28 | 7,027 | 6,816 | ||
Comcast Corp. | 4.150% | 10/15/28 | 39,692 | 39,591 | ||
Comcast Corp. | 2.650% | 2/1/30 | 21,500 | 19,201 | ||
Comcast Corp. | 3.400% | 4/1/30 | 26,955 | 25,262 | ||
Comcast Corp. | 4.250% | 10/15/30 | 16,075 | 15,843 | ||
Comcast Corp. | 1.950% | 1/15/31 | 15,866 | 13,196 | ||
Comcast Corp. | 1.500% | 2/15/31 | 10,100 | 8,108 | ||
Comcast Corp. | 4.250% | 1/15/33 | 18,835 | 18,506 | ||
Comcast Corp. | 7.050% | 3/15/33 | 2,200 | 2,643 | ||
Comcast Corp. | 4.200% | 8/15/34 | 5,900 | 5,683 | ||
Comcast Corp. | 5.650% | 6/15/35 | 6,890 | 7,505 | ||
Comcast Corp. | 4.400% | 8/15/35 | 17,305 | 16,787 | ||
Comcast Corp. | 6.500% | 11/15/35 | 2,791 | 3,257 | ||
Comcast Corp. | 3.200% | 7/15/36 | 9,475 | 8,037 | ||
Comcast Corp. | 6.450% | 3/15/37 | 8,723 | 10,300 | ||
Comcast Corp. | 3.900% | 3/1/38 | 11,000 | 9,971 | ||
Comcast Corp. | 4.600% | 10/15/38 | 31,065 | 30,091 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Comcast Corp. | 3.250% | 11/1/39 | 16,000 | 13,152 | ||
Comcast Corp. | 3.750% | 4/1/40 | 20,050 | 17,585 | ||
Comcast Corp. | 4.650% | 7/15/42 | 16,000 | 15,475 | ||
Comcast Corp. | 4.600% | 8/15/45 | 14,092 | 13,384 | ||
Comcast Corp. | 3.400% | 7/15/46 | 14,423 | 11,502 | ||
Comcast Corp. | 4.000% | 8/15/47 | 12,675 | 10,999 | ||
Comcast Corp. | 3.969% | 11/1/47 | 25,986 | 22,473 | ||
Comcast Corp. | 4.000% | 3/1/48 | 10,725 | 9,352 | ||
Comcast Corp. | 4.700% | 10/15/48 | 12,286 | 11,915 | ||
Comcast Corp. | 3.999% | 11/1/49 | 21,111 | 18,438 | ||
Comcast Corp. | 3.450% | 2/1/50 | 15,950 | 12,702 | ||
Comcast Corp. | 2.800% | 1/15/51 | 17,225 | 12,175 | ||
Comcast Corp. | 2.887% | 11/1/51 | 47,234 | 33,779 | ||
Comcast Corp. | 2.450% | 8/15/52 | 14,475 | 9,598 | ||
Comcast Corp. | 4.049% | 11/1/52 | 20,932 | 18,343 | ||
Comcast Corp. | 2.937% | 11/1/56 | 60,887 | 42,252 | ||
Comcast Corp. | 4.950% | 10/15/58 | 11,739 | 11,703 | ||
Comcast Corp. | 2.650% | 8/15/62 | 9,925 | 6,387 | ||
Comcast Corp. | 2.987% | 11/1/63 | 42,622 | 29,118 | ||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 47,657 | 58,874 | ||
Deutsche Telekom International Finance BV | 9.250% | 6/1/32 | 1,000 | 1,328 | ||
Discovery Communications LLC | 3.800% | 3/13/24 | 3,765 | 3,746 | ||
Discovery Communications LLC | 3.900% | 11/15/24 | 5,525 | 5,441 | ||
Discovery Communications LLC | 3.450% | 3/15/25 | 7,161 | 6,915 | ||
Discovery Communications LLC | 3.950% | 6/15/25 | 4,768 | 4,659 | ||
Discovery Communications LLC | 4.900% | 3/11/26 | 9,000 | 9,015 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 28,714 | 26,853 | ||
Discovery Communications LLC | 4.125% | 5/15/29 | 9,900 | 9,094 | ||
Discovery Communications LLC | 3.625% | 5/15/30 | 8,650 | 7,692 | ||
Discovery Communications LLC | 5.000% | 9/20/37 | 5,350 | 4,811 | ||
Discovery Communications LLC | 6.350% | 6/1/40 | 8,215 | 8,118 | ||
Discovery Communications LLC | 4.875% | 4/1/43 | 11,665 | 9,656 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 4,854 | 4,161 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 8,485 | 7,312 | ||
Discovery Communications LLC | 4.650% | 5/15/50 | 10,535 | 8,282 | ||
Discovery Communications LLC | 4.000% | 9/15/55 | 14,685 | 10,258 | ||
Electronic Arts Inc. | 4.800% | 3/1/26 | 3,090 | 3,158 | ||
Electronic Arts Inc. | 1.850% | 2/15/31 | 8,500 | 6,912 | ||
Electronic Arts Inc. | 2.950% | 2/15/51 | 8,500 | 6,221 | ||
Expedia Group Inc. | 5.000% | 2/15/26 | 8,955 | 8,963 | ||
Expedia Group Inc. | 4.625% | 8/1/27 | 7,000 | 6,726 | ||
Expedia Group Inc. | 3.800% | 2/15/28 | 7,958 | 7,258 | ||
Expedia Group Inc. | 3.250% | 2/15/30 | 14,355 | 11,921 | ||
Expedia Group Inc. | 2.950% | 3/15/31 | 9,800 | 7,812 | ||
FactSet Research Systems Inc. | 2.900% | 3/1/27 | 2,000 | 1,874 | ||
Fox Corp. | 4.030% | 1/25/24 | 15,984 | 15,984 | ||
Fox Corp. | 3.050% | 4/7/25 | 21,105 | 20,458 | ||
Fox Corp. | 4.709% | 1/25/29 | 21,325 | 20,939 | ||
Fox Corp. | 3.500% | 4/8/30 | 6,648 | 6,033 | ||
Fox Corp. | 5.476% | 1/25/39 | 15,500 | 15,053 | ||
Fox Corp. | 5.576% | 1/25/49 | 16,820 | 16,392 | ||
Grupo Televisa SAB | 6.625% | 3/18/25 | 2,694 | 2,838 | ||
Grupo Televisa SAB | 4.625% | 1/30/26 | 5,420 | 5,440 | ||
Grupo Televisa SAB | 8.500% | 3/11/32 | 275 | 339 | ||
Grupo Televisa SAB | 6.625% | 1/15/40 | 4,845 | 5,229 | ||
Grupo Televisa SAB | 5.000% | 5/13/45 | 22,660 | 21,066 | ||
Grupo Televisa SAB | 6.125% | 1/31/46 | 4,800 | 5,292 | ||
Grupo Televisa SAB | 5.250% | 5/24/49 | 7,000 | 6,922 | ||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 4,660 | 4,661 | ||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 2,855 | 2,822 | ||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 5,300 | 5,205 | ||
Interpublic Group of Cos. Inc. | 2.400% | 3/1/31 | 6,300 | 5,097 | ||
Interpublic Group of Cos. Inc. | 3.375% | 3/1/41 | 5,000 | 3,737 | ||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 4,300 | 4,198 | ||
Koninklijke KPN NV | 8.375% | 10/1/30 | 5,000 | 5,977 | ||
7 | Magallanes Inc. | 3.428% | 3/15/24 | 18,800 | 18,431 | |
7 | Magallanes Inc. | 3.528% | 3/15/24 | 5,550 | 5,440 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Magallanes Inc. | 3.638% | 3/15/25 | 18,000 | 17,470 | |
7 | Magallanes Inc. | 3.788% | 3/15/25 | 12,000 | 11,640 | |
7 | Magallanes Inc. | 3.755% | 3/15/27 | 42,000 | 39,417 | |
7 | Magallanes Inc. | 4.054% | 3/15/29 | 16,090 | 14,751 | |
7 | Magallanes Inc. | 4.279% | 3/15/32 | 62,000 | 55,390 | |
7 | Magallanes Inc. | 5.050% | 3/15/42 | 47,000 | 39,971 | |
7 | Magallanes Inc. | 5.141% | 3/15/52 | 75,000 | 62,965 | |
7 | Magallanes Inc. | 5.391% | 3/15/62 | 36,100 | 30,276 | |
NBCUniversal Media LLC | 4.450% | 1/15/43 | 12,500 | 11,603 | ||
Omnicom Group Inc. | 3.650% | 11/1/24 | 12,375 | 12,263 | ||
Omnicom Group Inc. | 3.600% | 4/15/26 | 14,726 | 14,323 | ||
Omnicom Group Inc. | 2.450% | 4/30/30 | 9,663 | 8,138 | ||
Omnicom Group Inc. | 4.200% | 6/1/30 | 4,900 | 4,680 | ||
Omnicom Group Inc. | 2.600% | 8/1/31 | 8,000 | 6,699 | ||
Orange SA | 9.000% | 3/1/31 | 26,215 | 33,832 | ||
Orange SA | 5.375% | 1/13/42 | 11,690 | 12,064 | ||
Orange SA | 5.500% | 2/6/44 | 9,815 | 10,326 | ||
Paramount Global | 4.750% | 5/15/25 | 14,062 | 14,208 | ||
Paramount Global | 4.000% | 1/15/26 | 7,225 | 7,061 | ||
Paramount Global | 2.900% | 1/15/27 | 17,869 | 16,464 | ||
Paramount Global | 3.375% | 2/15/28 | 4,150 | 3,814 | ||
Paramount Global | 3.700% | 6/1/28 | 11,019 | 10,270 | ||
Paramount Global | 4.200% | 6/1/29 | 4,000 | 3,766 | ||
Paramount Global | 4.950% | 1/15/31 | 20,150 | 19,189 | ||
Paramount Global | 4.200% | 5/19/32 | 17,670 | 15,662 | ||
Paramount Global | 5.500% | 5/15/33 | 5,200 | 5,043 | ||
Paramount Global | 6.875% | 4/30/36 | 10,910 | 11,338 | ||
Paramount Global | 5.900% | 10/15/40 | 3,375 | 3,169 | ||
Paramount Global | 4.850% | 7/1/42 | 10,293 | 8,566 | ||
Paramount Global | 4.375% | 3/15/43 | 16,940 | 13,121 | ||
Paramount Global | 5.850% | 9/1/43 | 15,499 | 14,476 | ||
Paramount Global | 5.250% | 4/1/44 | 800 | 685 | ||
Paramount Global | 4.900% | 8/15/44 | 10,115 | 8,196 | ||
Paramount Global | 4.600% | 1/15/45 | 1,400 | 1,101 | ||
Paramount Global | 4.950% | 5/19/50 | 10,000 | 8,398 | ||
Rogers Communications Inc. | 4.100% | 10/1/23 | 6,400 | 6,431 | ||
7 | Rogers Communications Inc. | 2.950% | 3/15/25 | 10,000 | 9,669 | |
Rogers Communications Inc. | 3.625% | 12/15/25 | 6,435 | 6,301 | ||
Rogers Communications Inc. | 2.900% | 11/15/26 | 1,500 | 1,417 | ||
7 | Rogers Communications Inc. | 3.200% | 3/15/27 | 11,000 | 10,441 | |
7 | Rogers Communications Inc. | 3.800% | 3/15/32 | 21,100 | 19,324 | |
Rogers Communications Inc. | 7.500% | 8/15/38 | 300 | 362 | ||
7 | Rogers Communications Inc. | 4.500% | 3/15/42 | 16,100 | 14,330 | |
Rogers Communications Inc. | 4.500% | 3/15/43 | 7,615 | 6,544 | ||
Rogers Communications Inc. | 5.450% | 10/1/43 | 4,000 | 3,954 | ||
Rogers Communications Inc. | 5.000% | 3/15/44 | 5,000 | 4,645 | ||
Rogers Communications Inc. | 4.300% | 2/15/48 | 7,850 | 6,575 | ||
Rogers Communications Inc. | 4.350% | 5/1/49 | 11,050 | 9,387 | ||
Rogers Communications Inc. | 3.700% | 11/15/49 | 6,151 | 4,685 | ||
7 | Rogers Communications Inc. | 4.550% | 3/15/52 | 15,900 | 14,021 | |
Take-Two Interactive Software Inc. | 3.300% | 3/28/24 | 6,000 | 5,925 | ||
Take-Two Interactive Software Inc. | 3.550% | 4/14/25 | 4,000 | 3,934 | ||
Take-Two Interactive Software Inc. | 3.700% | 4/14/27 | 4,000 | 3,881 | ||
Take-Two Interactive Software Inc. | 4.000% | 4/14/32 | 3,540 | 3,324 | ||
TCI Communications Inc. | 7.875% | 2/15/26 | 4,775 | 5,360 | ||
TCI Communications Inc. | 7.125% | 2/15/28 | 725 | 818 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 15,575 | 15,258 | ||
Telefonica Emisiones SA | 7.045% | 6/20/36 | 20,699 | 23,371 | ||
Telefonica Emisiones SA | 4.665% | 3/6/38 | 12,770 | 11,372 | ||
Telefonica Emisiones SA | 5.213% | 3/8/47 | 24,482 | 21,832 | ||
Telefonica Emisiones SA | 4.895% | 3/6/48 | 21,481 | 18,370 | ||
Telefonica Emisiones SA | 5.520% | 3/1/49 | 14,095 | 13,097 | ||
Telefonica Europe BV | 8.250% | 9/15/30 | 8,362 | 10,001 | ||
TELUS Corp. | 2.800% | 2/16/27 | 8,525 | 8,111 | ||
TELUS Corp. | 3.400% | 5/13/32 | 5,700 | 5,123 | ||
TELUS Corp. | 4.300% | 6/15/49 | 5,995 | 5,366 | ||
Tencent Music Entertainment Group | 2.000% | 9/3/30 | 3,630 | 2,843 | ||
Thomson Reuters Corp. | 4.300% | 11/23/23 | 6,515 | 6,566 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 5,310 | 5,155 | ||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 3,075 | 3,171 | ||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 4,111 | 4,310 | ||
Thomson Reuters Corp. | 5.650% | 11/23/43 | 2,750 | 2,779 | ||
Time Warner Cable LLC | 6.550% | 5/1/37 | 20,905 | 20,932 | ||
Time Warner Cable LLC | 7.300% | 7/1/38 | 16,248 | 17,023 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 18,117 | 18,142 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 15,510 | 14,227 | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 17,070 | 15,017 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 14,785 | 11,594 | ||
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 6,275 | 7,238 | ||
T-Mobile USA Inc. | 3.500% | 4/15/25 | 30,500 | 29,862 | ||
T-Mobile USA Inc. | 1.500% | 2/15/26 | 10,073 | 9,111 | ||
T-Mobile USA Inc. | 3.750% | 4/15/27 | 53,247 | 51,223 | ||
T-Mobile USA Inc. | 2.050% | 2/15/28 | 20,456 | 17,777 | ||
7 | T-Mobile USA Inc. | 2.400% | 3/15/29 | 3,000 | 2,600 | |
T-Mobile USA Inc. | 3.875% | 4/15/30 | 68,215 | 63,688 | ||
T-Mobile USA Inc. | 2.550% | 2/15/31 | 29,278 | 24,630 | ||
T-Mobile USA Inc. | 2.250% | 11/15/31 | 10,000 | 8,122 | ||
7 | T-Mobile USA Inc. | 2.700% | 3/15/32 | 10,500 | 8,841 | |
T-Mobile USA Inc. | 4.375% | 4/15/40 | 32,252 | 28,878 | ||
T-Mobile USA Inc. | 3.000% | 2/15/41 | 29,210 | 21,701 | ||
T-Mobile USA Inc. | 4.500% | 4/15/50 | 30,880 | 27,435 | ||
T-Mobile USA Inc. | 3.300% | 2/15/51 | 32,337 | 23,601 | ||
7 | T-Mobile USA Inc. | 3.400% | 10/15/52 | 30,655 | 22,608 | |
T-Mobile USA Inc. | 3.600% | 11/15/60 | 13,500 | 9,864 | ||
7 | T-Mobile USA Inc. | 3.600% | 11/15/60 | 9,400 | 6,851 | |
3 | TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | 5,800 | 5,708 | |
TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 15,626 | 15,190 | ||
3 | TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 20,720 | 19,143 | |
3 | TWDC Enterprises 18 Corp. | 2.950% | 6/15/27 | 250 | 239 | |
3 | TWDC Enterprises 18 Corp. | 7.000% | 3/1/32 | 5,223 | 6,202 | |
TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | 4,310 | 4,035 | ||
3 | TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | 11,701 | 10,668 | |
3 | TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | 8,195 | 6,978 | |
3 | TWDC Enterprises 18 Corp. | 4.125% | 6/1/44 | 6,000 | 5,442 | |
3 | TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | 3,000 | 2,294 | |
VeriSign Inc. | 2.700% | 6/15/31 | 6,000 | 4,832 | ||
Verizon Communications Inc. | 3.376% | 2/15/25 | 13,000 | 12,918 | ||
Verizon Communications Inc. | 0.850% | 11/20/25 | 18,525 | 16,796 | ||
Verizon Communications Inc. | 1.450% | 3/20/26 | 19,500 | 17,853 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 15,525 | 14,674 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 26,725 | 26,664 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 15,821 | 15,036 | ||
Verizon Communications Inc. | 2.100% | 3/22/28 | 43,200 | 38,370 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 47,971 | 47,744 | ||
Verizon Communications Inc. | 4.016% | 12/3/29 | 41,471 | 40,234 | ||
Verizon Communications Inc. | 3.150% | 3/22/30 | 37,595 | 34,178 | ||
Verizon Communications Inc. | 1.500% | 9/18/30 | 7,500 | 5,999 | ||
Verizon Communications Inc. | 1.680% | 10/30/30 | 16,168 | 13,008 | ||
Verizon Communications Inc. | 1.750% | 1/20/31 | 22,075 | 17,729 | ||
Verizon Communications Inc. | 2.550% | 3/21/31 | 45,000 | 38,485 | ||
Verizon Communications Inc. | 2.355% | 3/15/32 | 42,350 | 35,132 | ||
Verizon Communications Inc. | 4.500% | 8/10/33 | 36,244 | 35,332 | ||
Verizon Communications Inc. | 4.400% | 11/1/34 | 32,782 | 31,460 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 19,971 | 18,818 | ||
Verizon Communications Inc. | 5.250% | 3/16/37 | 28,230 | 29,171 | ||
Verizon Communications Inc. | 4.812% | 3/15/39 | 17,935 | 17,649 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 34,500 | 25,300 | ||
Verizon Communications Inc. | 3.400% | 3/22/41 | 41,825 | 34,039 | ||
Verizon Communications Inc. | 2.850% | 9/3/41 | 10,600 | 7,946 | ||
Verizon Communications Inc. | 4.750% | 11/1/41 | 6,200 | 5,941 | ||
Verizon Communications Inc. | 4.125% | 8/15/46 | 14,730 | 13,133 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 24,004 | 23,655 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 41,867 | 39,638 | ||
Verizon Communications Inc. | 4.000% | 3/22/50 | 13,350 | 11,526 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 28,400 | 20,156 | ||
Verizon Communications Inc. | 3.550% | 3/22/51 | 33,500 | 26,859 | ||
Verizon Communications Inc. | 2.987% | 10/30/56 | 51,505 | 35,775 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Verizon Communications Inc. | 3.000% | 11/20/60 | 21,000 | 14,301 | ||
Verizon Communications Inc. | 3.700% | 3/22/61 | 35,300 | 27,720 | ||
Vodafone Group plc | 3.750% | 1/16/24 | 16,625 | 16,700 | ||
Vodafone Group plc | 4.125% | 5/30/25 | 16,425 | 16,488 | ||
Vodafone Group plc | 4.375% | 5/30/28 | 35,955 | 35,751 | ||
Vodafone Group plc | 7.875% | 2/15/30 | 1,163 | 1,369 | ||
Vodafone Group plc | 6.250% | 11/30/32 | 4,145 | 4,527 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 8,636 | 9,321 | ||
Vodafone Group plc | 5.000% | 5/30/38 | 19,219 | 18,402 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 8,255 | 7,171 | ||
Vodafone Group plc | 5.250% | 5/30/48 | 28,504 | 27,103 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 18,749 | 17,241 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 12,915 | 10,789 | ||
Vodafone Group plc | 5.125% | 6/19/59 | 5,750 | 5,316 | ||
Walt Disney Co. | 1.750% | 8/30/24 | 16,120 | 15,530 | ||
Walt Disney Co. | 3.700% | 9/15/24 | 10,326 | 10,341 | ||
Walt Disney Co. | 3.350% | 3/24/25 | 18,990 | 18,846 | ||
Walt Disney Co. | 3.700% | 10/15/25 | 8,810 | 8,802 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 19,250 | 17,944 | ||
Walt Disney Co. | 3.375% | 11/15/26 | 11,225 | 10,968 | ||
Walt Disney Co. | 3.700% | 3/23/27 | 12,000 | 11,872 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 15,400 | 13,958 | ||
Walt Disney Co. | 2.000% | 9/1/29 | 20,517 | 17,621 | ||
Walt Disney Co. | 3.800% | 3/22/30 | 9,585 | 9,257 | ||
Walt Disney Co. | 2.650% | 1/13/31 | 22,775 | 20,050 | ||
Walt Disney Co. | 6.550% | 3/15/33 | 2,415 | 2,791 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 9,795 | 11,163 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 13,125 | 15,260 | ||
Walt Disney Co. | 6.150% | 3/1/37 | 14,708 | 16,634 | ||
Walt Disney Co. | 6.650% | 11/15/37 | 6,876 | 8,192 | ||
Walt Disney Co. | 4.625% | 3/23/40 | 7,010 | 6,863 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 16,033 | 13,691 | ||
Walt Disney Co. | 5.400% | 10/1/43 | 6,633 | 6,996 | ||
Walt Disney Co. | 4.750% | 9/15/44 | 12,795 | 12,482 | ||
Walt Disney Co. | 4.950% | 10/15/45 | 2,050 | 2,051 | ||
Walt Disney Co. | 4.750% | 11/15/46 | 6,268 | 6,138 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 20,900 | 14,966 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 7,145 | 7,073 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 21,375 | 17,846 | ||
Walt Disney Co. | 3.800% | 5/13/60 | 10,783 | 9,011 | ||
Weibo Corp. | 3.500% | 7/5/24 | 8,375 | 8,153 | ||
Weibo Corp. | 3.375% | 7/8/30 | 8,565 | 7,050 | ||
WPP Finance 2010 | 3.750% | 9/19/24 | 8,615 | 8,421 | ||
5,279,156 | ||||||
Consumer Discretionary (1.6%) | ||||||
Advance Auto Parts Inc. | 3.900% | 4/15/30 | 11,800 | 10,745 | ||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 22,485 | 22,351 | ||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 34,610 | 33,077 | ||
Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | 12,678 | 10,490 | ||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 5,710 | 5,344 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 10,760 | 9,300 | ||
Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | 12,140 | 8,398 | ||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 19,225 | 15,919 | ||
Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | 16,144 | 11,046 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 10,575 | 8,681 | ||
Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | 10,854 | 7,235 | ||
Amazon.com Inc. | 2.500% | 11/29/22 | 8,505 | 8,505 | ||
Amazon.com Inc. | 2.730% | 4/13/24 | 11,050 | 10,986 | ||
Amazon.com Inc. | 0.450% | 5/12/24 | 26,580 | 25,302 | ||
Amazon.com Inc. | 2.800% | 8/22/24 | 5,000 | 4,956 | ||
Amazon.com Inc. | 3.800% | 12/5/24 | 5,049 | 5,106 | ||
Amazon.com Inc. | 3.000% | 4/13/25 | 11,000 | 10,929 | ||
Amazon.com Inc. | 0.800% | 6/3/25 | 10,160 | 9,456 | ||
Amazon.com Inc. | 5.200% | 12/3/25 | 11,460 | 12,029 | ||
Amazon.com Inc. | 1.000% | 5/12/26 | 24,000 | 21,832 | ||
Amazon.com Inc. | 3.300% | 4/13/27 | 16,585 | 16,278 | ||
Amazon.com Inc. | 1.200% | 6/3/27 | 24,193 | 21,545 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 35,883 | 34,953 | ||
Amazon.com Inc. | 1.650% | 5/12/28 | 24,000 | 21,299 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Amazon.com Inc. | 3.450% | 4/13/29 | 30,000 | 29,200 | ||
Amazon.com Inc. | 2.100% | 5/12/31 | 32,500 | 27,836 | ||
Amazon.com Inc. | 3.600% | 4/13/32 | 15,785 | 15,213 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 11,870 | 12,449 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 53,621 | 50,667 | ||
Amazon.com Inc. | 2.875% | 5/12/41 | 25,000 | 20,047 | ||
Amazon.com Inc. | 4.950% | 12/5/44 | 9,676 | 10,182 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 38,830 | 36,413 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 29,200 | 20,676 | ||
Amazon.com Inc. | 3.100% | 5/12/51 | 19,500 | 15,381 | ||
Amazon.com Inc. | 3.950% | 4/13/52 | 11,720 | 10,794 | ||
Amazon.com Inc. | 4.250% | 8/22/57 | 13,925 | 13,075 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 21,300 | 14,412 | ||
Amazon.com Inc. | 3.250% | 5/12/61 | 22,000 | 16,774 | ||
Amazon.com Inc. | 4.100% | 4/13/62 | 13,390 | 12,116 | ||
3 | American Honda Finance Corp. | 2.600% | 11/16/22 | 4,865 | 4,859 | |
3 | American Honda Finance Corp. | 0.875% | 7/7/23 | 12,300 | 11,997 | |
3 | American Honda Finance Corp. | 3.450% | 7/14/23 | 4,130 | 4,132 | |
3 | American Honda Finance Corp. | 0.650% | 9/8/23 | 15,826 | 15,353 | |
3 | American Honda Finance Corp. | 3.625% | 10/10/23 | 4,175 | 4,188 | |
3 | American Honda Finance Corp. | 2.900% | 2/16/24 | 6,400 | 6,340 | |
3 | American Honda Finance Corp. | 2.400% | 6/27/24 | 4,300 | 4,204 | |
3 | American Honda Finance Corp. | 0.550% | 7/12/24 | 10,000 | 9,409 | |
3 | American Honda Finance Corp. | 2.150% | 9/10/24 | 6,000 | 5,814 | |
3 | American Honda Finance Corp. | 1.200% | 7/8/25 | 5,000 | 4,618 | |
3 | American Honda Finance Corp. | 1.000% | 9/10/25 | 6,000 | 5,469 | |
3 | American Honda Finance Corp. | 2.300% | 9/9/26 | 3,700 | 3,461 | |
3 | American Honda Finance Corp. | 2.350% | 1/8/27 | 4,300 | 4,004 | |
3 | American Honda Finance Corp. | 2.000% | 3/24/28 | 7,700 | 6,828 | |
3 | American Honda Finance Corp. | 2.250% | 1/12/29 | 2,650 | 2,342 | |
3 | American Honda Finance Corp. | 1.800% | 1/13/31 | 11,400 | 9,362 | |
3 | American University | 3.672% | 4/1/49 | 4,830 | 4,128 | |
Aptiv plc | 4.350% | 3/15/29 | 1,400 | 1,326 | ||
Aptiv plc | 3.250% | 3/1/32 | 7,315 | 6,215 | ||
Aptiv plc | 4.400% | 10/1/46 | 4,825 | 3,803 | ||
Aptiv plc | 5.400% | 3/15/49 | 3,890 | 3,562 | ||
Aptiv plc | 3.100% | 12/1/51 | 14,080 | 9,085 | ||
Aptiv plc | 4.150% | 5/1/52 | 4,775 | 3,657 | ||
AutoNation Inc. | 3.500% | 11/15/24 | 7,300 | 7,075 | ||
AutoNation Inc. | 4.500% | 10/1/25 | 9,905 | 9,898 | ||
AutoNation Inc. | 3.800% | 11/15/27 | 6,075 | 5,724 | ||
AutoNation Inc. | 2.400% | 8/1/31 | 2,900 | 2,228 | ||
AutoNation Inc. | 3.850% | 3/1/32 | 10,000 | 8,628 | ||
AutoZone Inc. | 3.125% | 4/18/24 | 3,950 | 3,904 | ||
AutoZone Inc. | 3.250% | 4/15/25 | 8,519 | 8,350 | ||
AutoZone Inc. | 3.625% | 4/15/25 | 9,220 | 9,113 | ||
AutoZone Inc. | 3.125% | 4/21/26 | 5,200 | 5,009 | ||
AutoZone Inc. | 3.750% | 6/1/27 | 5,600 | 5,434 | ||
AutoZone Inc. | 3.750% | 4/18/29 | 9,657 | 9,119 | ||
AutoZone Inc. | 4.000% | 4/15/30 | 15,250 | 14,477 | ||
AutoZone Inc. | 1.650% | 1/15/31 | 5,500 | 4,309 | ||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 9,000 | 8,869 | ||
Best Buy Co. Inc. | 1.950% | 10/1/30 | 3,500 | 2,781 | ||
BorgWarner Inc. | 3.375% | 3/15/25 | 2,788 | 2,733 | ||
BorgWarner Inc. | 2.650% | 7/1/27 | 1,000 | 909 | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 4,115 | 3,333 | ||
3 | Brown University in Providence in the State of Rhode Island & Providence Plant | 2.924% | 9/1/50 | 4,700 | 3,747 | |
Brunswick Corp. | 0.850% | 8/18/24 | 3,500 | 3,230 | ||
Brunswick Corp. | 2.400% | 8/18/31 | 9,580 | 7,095 | ||
Brunswick Corp. | 4.400% | 9/15/32 | 5,375 | 4,650 | ||
Brunswick Corp. | 5.100% | 4/1/52 | 4,375 | 3,250 | ||
3 | California Endowment | 2.498% | 4/1/51 | 1,675 | 1,196 | |
California Institute of Technology | 4.321% | 8/1/45 | 1,606 | 1,597 | ||
California Institute of Technology | 4.700% | 11/1/11 | 5,575 | 5,346 | ||
California Institute of Technology | 3.650% | 9/1/19 | 5,204 | 3,881 | ||
3 | Case Western Reserve University | 5.405% | 6/1/22 | 2,000 | 2,043 | |
Choice Hotels International Inc. | 3.700% | 1/15/31 | 2,650 | 2,327 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Claremont Mckenna College | 3.775% | 1/1/22 | 3,475 | 2,486 | ||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 4,115 | 3,957 | ||
7 | Daimler Finance North America LLC | 0.750% | 3/1/24 | 4,000 | 3,804 | |
7 | Daimler Finance North America LLC | 2.625% | 3/10/30 | 1,000 | 876 | |
Daimler Finance North America LLC | 8.500% | 1/18/31 | 8,820 | 11,159 | ||
7 | Daimler Finance North America LLC | 2.450% | 3/2/31 | 4,000 | 3,401 | |
Darden Restaurants Inc. | 3.850% | 5/1/27 | 4,275 | 4,114 | ||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 3,850 | 3,185 | ||
Dick's Sporting Goods Inc. | 3.150% | 1/15/32 | 7,200 | 5,701 | ||
Dick's Sporting Goods Inc. | 4.100% | 1/15/52 | 7,000 | 4,648 | ||
DR Horton Inc. | 5.750% | 8/15/23 | 4,050 | 4,125 | ||
DR Horton Inc. | 2.500% | 10/15/24 | 5,030 | 4,804 | ||
DR Horton Inc. | 2.600% | 10/15/25 | 4,410 | 4,149 | ||
DR Horton Inc. | 1.400% | 10/15/27 | 2,000 | 1,671 | ||
3 | Duke University | 2.682% | 10/1/44 | 5,500 | 4,226 | |
3 | Duke University | 2.757% | 10/1/50 | 1,050 | 778 | |
3 | Duke University | 2.832% | 10/1/55 | 10,675 | 8,127 | |
eBay Inc. | 3.450% | 8/1/24 | 2,502 | 2,477 | ||
eBay Inc. | 1.900% | 3/11/25 | 15,879 | 14,935 | ||
eBay Inc. | 1.400% | 5/10/26 | 7,900 | 7,109 | ||
eBay Inc. | 3.600% | 6/5/27 | 10,250 | 9,855 | ||
eBay Inc. | 2.700% | 3/11/30 | 25,295 | 21,589 | ||
eBay Inc. | 2.600% | 5/10/31 | 7,900 | 6,563 | ||
eBay Inc. | 4.000% | 7/15/42 | 7,336 | 6,240 | ||
eBay Inc. | 3.650% | 5/10/51 | 10,325 | 7,964 | ||
3 | Emory University | 2.143% | 9/1/30 | 6,300 | 5,509 | |
3 | Emory University | 2.969% | 9/1/50 | 4,300 | 3,409 | |
3 | Ford Foundation | 2.415% | 6/1/50 | 2,745 | 1,907 | |
3 | Ford Foundation | 2.815% | 6/1/70 | 8,638 | 5,876 | |
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 9,750 | 9,779 | ||
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 4,350 | 4,295 | ||
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 5,802 | 5,012 | ||
Fortune Brands Home & Security Inc. | 4.000% | 3/25/32 | 4,750 | 4,206 | ||
Fortune Brands Home & Security Inc. | 4.500% | 3/25/52 | 4,750 | 3,673 | ||
General Motors Co. | 4.875% | 10/2/23 | 23,293 | 23,514 | ||
General Motors Co. | 5.400% | 10/2/23 | 11,000 | 11,168 | ||
General Motors Co. | 4.000% | 4/1/25 | 11,564 | 11,408 | ||
General Motors Co. | 6.125% | 10/1/25 | 32,763 | 33,878 | ||
General Motors Co. | 4.200% | 10/1/27 | 6,794 | 6,451 | ||
General Motors Co. | 6.800% | 10/1/27 | 10,888 | 11,452 | ||
General Motors Co. | 5.000% | 10/1/28 | 6,075 | 5,887 | ||
General Motors Co. | 5.000% | 4/1/35 | 7,731 | 6,926 | ||
General Motors Co. | 6.600% | 4/1/36 | 7,436 | 7,538 | ||
General Motors Co. | 5.150% | 4/1/38 | 11,779 | 10,314 | ||
General Motors Co. | 6.250% | 10/2/43 | 20,970 | 19,995 | ||
General Motors Co. | 5.200% | 4/1/45 | 13,396 | 11,282 | ||
General Motors Co. | 6.750% | 4/1/46 | 19,747 | 19,919 | ||
General Motors Co. | 5.400% | 4/1/48 | 12,275 | 10,749 | ||
General Motors Co. | 5.950% | 4/1/49 | 6,133 | 5,705 | ||
General Motors Financial Co. Inc. | 1.700% | 8/18/23 | 17,160 | 16,745 | ||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 12,371 | 12,494 | ||
General Motors Financial Co. Inc. | 1.050% | 3/8/24 | 8,800 | 8,336 | ||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 3,903 | 3,873 | ||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 17,065 | 16,678 | ||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 9,278 | 9,150 | ||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 13,212 | 12,608 | ||
General Motors Financial Co. Inc. | 3.800% | 4/7/25 | 10,500 | 10,251 | ||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 10,600 | 10,477 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 5,350 | 5,041 | ||
General Motors Financial Co. Inc. | 4.300% | 7/13/25 | 276 | 272 | ||
General Motors Financial Co. Inc. | 1.250% | 1/8/26 | 10,000 | 8,789 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 9,535 | 9,551 | ||
General Motors Financial Co. Inc. | 1.500% | 6/10/26 | 8,660 | 7,571 | ||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 28,102 | 26,842 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 18,050 | 17,318 | ||
General Motors Financial Co. Inc. | 5.000% | 4/9/27 | 9,134 | 8,959 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 8,000 | 7,025 | ||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 7,207 | 6,609 | ||
General Motors Financial Co. Inc. | 2.400% | 4/10/28 | 10,000 | 8,454 | ||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 4,075 | 4,063 | ||
General Motors Financial Co. Inc. | 4.300% | 4/6/29 | 18,130 | 16,704 | ||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 7,300 | 6,321 | ||
General Motors Financial Co. Inc. | 2.350% | 1/8/31 | 4,900 | 3,806 | ||
General Motors Financial Co. Inc. | 2.700% | 6/10/31 | 3,485 | 2,756 | ||
General Motors Financial Co. Inc. | 3.100% | 1/12/32 | 5,000 | 4,018 | ||
Genuine Parts Co. | 1.750% | 2/1/25 | 1,500 | 1,416 | ||
Genuine Parts Co. | 1.875% | 11/1/30 | 6,000 | 4,733 | ||
3 | George Washington University | 4.300% | 9/15/44 | 3,944 | 3,676 | |
George Washington University | 4.868% | 9/15/45 | 1,742 | 1,762 | ||
3 | George Washington University | 4.126% | 9/15/48 | 11,456 | 10,510 | |
3 | Georgetown University | 4.315% | 4/1/49 | 4,837 | 4,414 | |
3 | Georgetown University | 2.943% | 4/1/50 | 3,260 | 2,300 | |
3 | Georgetown University | 5.215% | 10/1/18 | 2,694 | 2,558 | |
Harley-Davidson Inc. | 3.500% | 7/28/25 | 4,000 | 3,869 | ||
Harley-Davidson Inc. | 4.625% | 7/28/45 | 7,485 | 5,750 | ||
Hasbro Inc. | 3.550% | 11/19/26 | 5,000 | 4,778 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 9,500 | 8,723 | ||
Hasbro Inc. | 6.350% | 3/15/40 | 4,625 | 4,746 | ||
Hasbro Inc. | 5.100% | 5/15/44 | 5,413 | 4,860 | ||
Home Depot Inc. | 3.750% | 2/15/24 | 12,134 | 12,231 | ||
Home Depot Inc. | 2.700% | 4/15/25 | 3,000 | 2,945 | ||
Home Depot Inc. | 3.000% | 4/1/26 | 17,400 | 17,076 | ||
Home Depot Inc. | 2.125% | 9/15/26 | 18,853 | 17,848 | ||
Home Depot Inc. | 2.500% | 4/15/27 | 24,813 | 23,494 | ||
Home Depot Inc. | 2.800% | 9/14/27 | 5,480 | 5,226 | ||
Home Depot Inc. | 0.900% | 3/15/28 | 5,000 | 4,258 | ||
Home Depot Inc. | 1.500% | 9/15/28 | 4,000 | 3,488 | ||
Home Depot Inc. | 3.900% | 12/6/28 | 2,290 | 2,291 | ||
Home Depot Inc. | 2.950% | 6/15/29 | 15,455 | 14,443 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 45,205 | 41,034 | ||
Home Depot Inc. | 1.375% | 3/15/31 | 12,200 | 9,837 | ||
Home Depot Inc. | 1.875% | 9/15/31 | 15,900 | 13,251 | ||
Home Depot Inc. | 3.250% | 4/15/32 | 15,000 | 13,991 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 27,531 | 31,624 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 29,650 | 25,165 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 6,215 | 7,092 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 15,212 | 14,226 | ||
Home Depot Inc. | 4.875% | 2/15/44 | 936 | 951 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 4,575 | 4,375 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 6,580 | 6,197 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 8,805 | 7,882 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 8,173 | 7,974 | ||
Home Depot Inc. | 3.125% | 12/15/49 | 31,580 | 24,620 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 20,762 | 16,821 | ||
Home Depot Inc. | 2.375% | 3/15/51 | 9,050 | 6,114 | ||
Home Depot Inc. | 2.750% | 9/15/51 | 18,630 | 13,549 | ||
Home Depot Inc. | 3.625% | 4/15/52 | 14,000 | 11,994 | ||
Home Depot Inc. | 3.500% | 9/15/56 | 8,195 | 6,690 | ||
Honda Motor Co. Ltd. | 2.534% | 3/10/27 | 3,000 | 2,810 | ||
Honda Motor Co. Ltd. | 2.967% | 3/10/32 | 12,000 | 10,769 | ||
Hyatt Hotels Corp. | 3.375% | 7/15/23 | 4,185 | 4,094 | ||
Hyatt Hotels Corp. | 1.300% | 10/1/23 | 2,000 | 1,935 | ||
Hyatt Hotels Corp. | 1.800% | 10/1/24 | 2,000 | 1,893 | ||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 3,629 | 3,616 | ||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 6,805 | 6,423 | ||
Hyatt Hotels Corp. | 6.000% | 4/23/30 | 7,200 | 7,234 | ||
JD.com Inc. | 3.875% | 4/29/26 | 10,884 | 10,666 | ||
JD.com Inc. | 3.375% | 1/14/30 | 3,300 | 3,017 | ||
JD.com Inc. | 4.125% | 1/14/50 | 3,250 | 2,520 | ||
3 | Johns Hopkins University | 4.083% | 7/1/53 | 5,300 | 5,067 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Johns Hopkins University | 2.813% | 1/1/60 | 325 | 234 | |
Kohl's Corp. | 3.375% | 5/1/31 | 5,000 | 4,328 | ||
Kohl's Corp. | 5.550% | 7/17/45 | 3,150 | 2,720 | ||
Lear Corp. | 3.800% | 9/15/27 | 3,256 | 3,077 | ||
Lear Corp. | 4.250% | 5/15/29 | 6,850 | 6,338 | ||
Lear Corp. | 3.500% | 5/30/30 | 3,800 | 3,308 | ||
Lear Corp. | 2.600% | 1/15/32 | 4,650 | 3,626 | ||
Lear Corp. | 5.250% | 5/15/49 | 2,890 | 2,506 | ||
Lear Corp. | 3.550% | 1/15/52 | 4,650 | 3,061 | ||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 3,725 | 3,690 | ||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 12,475 | 11,779 | ||
Leggett & Platt Inc. | 3.500% | 11/15/51 | 8,925 | 6,764 | ||
Leland Stanford Junior University | 1.289% | 6/1/27 | 1,075 | 964 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 11,840 | 10,981 | ||
Leland Stanford Junior University | 2.413% | 6/1/50 | 4,795 | 3,443 | ||
Lennar Corp. | 4.750% | 11/15/22 | 6,700 | 6,705 | ||
Lennar Corp. | 4.875% | 12/15/23 | 2,200 | 2,220 | ||
Lennar Corp. | 4.500% | 4/30/24 | 19,805 | 19,766 | ||
Lennar Corp. | 4.750% | 5/30/25 | 4,700 | 4,715 | ||
Lennar Corp. | 5.250% | 6/1/26 | 11,888 | 11,989 | ||
Lennar Corp. | 4.750% | 11/29/27 | 15,000 | 14,610 | ||
Lowe's Cos. Inc. | 3.875% | 9/15/23 | 13,844 | 13,916 | ||
Lowe's Cos. Inc. | 3.125% | 9/15/24 | 2,950 | 2,905 | ||
Lowe's Cos. Inc. | 4.000% | 4/15/25 | 8,697 | 8,742 | ||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 14,235 | 13,987 | ||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 19,425 | 18,383 | ||
Lowe's Cos. Inc. | 3.350% | 4/1/27 | 5,250 | 5,056 | ||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 7,618 | 7,236 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 8,725 | 7,376 | ||
Lowe's Cos. Inc. | 1.700% | 9/15/28 | 7,730 | 6,590 | ||
Lowe's Cos. Inc. | 6.500% | 3/15/29 | 267 | 296 | ||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 23,780 | 22,469 | ||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 5,255 | 5,195 | ||
Lowe's Cos. Inc. | 1.700% | 10/15/30 | 10,000 | 8,032 | ||
Lowe's Cos. Inc. | 2.625% | 4/1/31 | 26,500 | 22,699 | ||
Lowe's Cos. Inc. | 3.750% | 4/1/32 | 27,250 | 25,289 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/40 | 6,775 | 6,595 | ||
Lowe's Cos. Inc. | 2.800% | 9/15/41 | 18,000 | 13,039 | ||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 541 | 453 | ||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 10,025 | 8,054 | ||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 16,622 | 13,922 | ||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 9,520 | 8,667 | ||
Lowe's Cos. Inc. | 5.125% | 4/15/50 | 4,000 | 3,921 | ||
Lowe's Cos. Inc. | 3.000% | 10/15/50 | 8,468 | 5,904 | ||
Lowe's Cos. Inc. | 3.500% | 4/1/51 | 5,000 | 3,812 | ||
Lowe's Cos. Inc. | 4.250% | 4/1/52 | 19,245 | 16,658 | ||
Lowe's Cos. Inc. | 4.450% | 4/1/62 | 22,750 | 19,442 | ||
Magna International Inc. | 3.625% | 6/15/24 | 9,445 | 9,388 | ||
Magna International Inc. | 4.150% | 10/1/25 | 2,775 | 2,783 | ||
Magna International Inc. | 2.450% | 6/15/30 | 8,000 | 6,822 | ||
Marriott International Inc. | 3.600% | 4/15/24 | 12,525 | 12,406 | ||
Marriott International Inc. | 3.750% | 3/15/25 | 7,409 | 7,313 | ||
3 | Marriott International Inc. | 5.750% | 5/1/25 | 1,650 | 1,709 | |
Marriott International Inc. | 3.750% | 10/1/25 | 4,190 | 4,104 | ||
3 | Marriott International Inc. | 3.125% | 6/15/26 | 10,235 | 9,736 | |
3 | Marriott International Inc. | 4.650% | 12/1/28 | 1,500 | 1,467 | |
3 | Marriott International Inc. | 4.625% | 6/15/30 | 14,100 | 13,448 | |
3 | Marriott International Inc. | 2.850% | 4/15/31 | 23,500 | 19,495 | |
3 | Marriott International Inc. | 3.500% | 10/15/32 | 17,971 | 15,492 | |
Masco Corp. | 3.500% | 11/15/27 | 8,550 | 8,103 | ||
Masco Corp. | 1.500% | 2/15/28 | 5,000 | 4,198 | ||
Masco Corp. | 7.750% | 8/1/29 | 1,144 | 1,317 | ||
Masco Corp. | 2.000% | 10/1/30 | 3,175 | 2,507 | ||
Masco Corp. | 2.000% | 2/15/31 | 9,000 | 7,066 | ||
Masco Corp. | 4.500% | 5/15/47 | 5,900 | 5,028 | ||
Masco Corp. | 3.125% | 2/15/51 | 7,500 | 5,107 | ||
3 | Massachusetts Institute of Technology | 3.959% | 7/1/38 | 145 | 142 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Massachusetts Institute of Technology | 2.989% | 7/1/50 | 3,580 | 2,913 | |
Massachusetts Institute of Technology | 3.067% | 4/1/52 | 5,300 | 4,332 | ||
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 3,881 | 4,594 | ||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 14,957 | 14,901 | ||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 2,265 | 1,899 | ||
3 | McDonald's Corp. | 3.375% | 5/26/25 | 11,655 | 11,547 | |
3 | McDonald's Corp. | 3.300% | 7/1/25 | 6,100 | 6,047 | |
3 | McDonald's Corp. | 3.700% | 1/30/26 | 22,615 | 22,602 | |
3 | McDonald's Corp. | 3.500% | 3/1/27 | 8,960 | 8,772 | |
3 | McDonald's Corp. | 3.500% | 7/1/27 | 9,000 | 8,816 | |
3 | McDonald's Corp. | 3.800% | 4/1/28 | 11,475 | 11,266 | |
3 | McDonald's Corp. | 2.625% | 9/1/29 | 13,110 | 11,754 | |
3 | McDonald's Corp. | 2.125% | 3/1/30 | 6,855 | 5,873 | |
3 | McDonald's Corp. | 3.600% | 7/1/30 | 15,716 | 14,966 | |
3 | McDonald's Corp. | 4.700% | 12/9/35 | 12,900 | 12,851 | |
3 | McDonald's Corp. | 6.300% | 10/15/37 | 425 | 486 | |
3 | McDonald's Corp. | 6.300% | 3/1/38 | 8,053 | 9,193 | |
3 | McDonald's Corp. | 5.700% | 2/1/39 | 7,793 | 8,434 | |
3 | McDonald's Corp. | 3.700% | 2/15/42 | 5,375 | 4,533 | |
3 | McDonald's Corp. | 3.625% | 5/1/43 | 4,300 | 3,557 | |
3 | McDonald's Corp. | 4.600% | 5/26/45 | 8,860 | 8,368 | |
3 | McDonald's Corp. | 4.875% | 12/9/45 | 15,500 | 15,206 | |
3 | McDonald's Corp. | 4.450% | 3/1/47 | 9,890 | 9,202 | |
3 | McDonald's Corp. | 4.450% | 9/1/48 | 3,736 | 3,471 | |
3 | McDonald's Corp. | 3.625% | 9/1/49 | 24,344 | 19,957 | |
3 | McDonald's Corp. | 4.200% | 4/1/50 | 10,000 | 8,987 | |
MDC Holdings Inc. | 2.500% | 1/15/31 | 4,100 | 3,039 | ||
MDC Holdings Inc. | 6.000% | 1/15/43 | 3,000 | 2,467 | ||
Mohawk Industries Inc. | 3.625% | 5/15/30 | 5,625 | 5,020 | ||
NIKE Inc. | 2.400% | 3/27/25 | 9,125 | 8,903 | ||
NIKE Inc. | 2.375% | 11/1/26 | 11,270 | 10,723 | ||
NIKE Inc. | 2.750% | 3/27/27 | 7,374 | 7,096 | ||
NIKE Inc. | 2.850% | 3/27/30 | 17,075 | 15,678 | ||
NIKE Inc. | 3.250% | 3/27/40 | 11,500 | 9,850 | ||
NIKE Inc. | 3.625% | 5/1/43 | 3,025 | 2,670 | ||
NIKE Inc. | 3.875% | 11/1/45 | 2,575 | 2,365 | ||
NIKE Inc. | 3.375% | 11/1/46 | 5,125 | 4,391 | ||
NIKE Inc. | 3.375% | 3/27/50 | 14,000 | 11,906 | ||
3 | Northeastern University | 2.894% | 10/1/50 | 3,140 | 2,308 | |
3 | Northwestern University | 4.643% | 12/1/44 | 9,550 | 9,799 | |
3 | Northwestern University | 2.640% | 12/1/50 | 3,000 | 2,180 | |
3 | Northwestern University | 3.662% | 12/1/57 | 2,100 | 1,819 | |
NVR Inc. | 3.000% | 5/15/30 | 9,072 | 7,787 | ||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 1,525 | 1,494 | ||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 11,795 | 11,399 | ||
O'Reilly Automotive Inc. | 4.350% | 6/1/28 | 1,675 | 1,666 | ||
O'Reilly Automotive Inc. | 3.900% | 6/1/29 | 4,000 | 3,786 | ||
O'Reilly Automotive Inc. | 4.200% | 4/1/30 | 5,500 | 5,306 | ||
O'Reilly Automotive Inc. | 1.750% | 3/15/31 | 3,125 | 2,472 | ||
Owens Corning | 4.200% | 12/1/24 | 6,030 | 6,019 | ||
Owens Corning | 3.400% | 8/15/26 | 2,025 | 1,931 | ||
Owens Corning | 3.950% | 8/15/29 | 4,100 | 3,800 | ||
Owens Corning | 3.875% | 6/1/30 | 4,275 | 3,910 | ||
Owens Corning | 7.000% | 12/1/36 | 1,787 | 1,961 | ||
Owens Corning | 4.300% | 7/15/47 | 8,075 | 6,616 | ||
Owens Corning | 4.400% | 1/30/48 | 4,100 | 3,385 | ||
President & Fellows of Harvard College | 4.875% | 10/15/40 | 3,680 | 3,942 | ||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 6,300 | 5,367 | ||
President & Fellows of Harvard College | 2.517% | 10/15/50 | 6,565 | 4,800 | ||
President & Fellows of Harvard College | 3.745% | 11/15/52 | 5,300 | 4,994 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
President & Fellows of Harvard College | 3.300% | 7/15/56 | 3,300 | 2,805 | ||
PulteGroup Inc. | 5.500% | 3/1/26 | 5,550 | 5,647 | ||
PulteGroup Inc. | 5.000% | 1/15/27 | 16,000 | 15,996 | ||
PulteGroup Inc. | 6.375% | 5/15/33 | 6,462 | 6,639 | ||
PulteGroup Inc. | 6.000% | 2/15/35 | 4,000 | 3,920 | ||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 3,850 | 3,835 | ||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 8,000 | 7,033 | ||
3 | Rockefeller Foundation | 2.492% | 10/1/50 | 10,100 | 7,324 | |
Ross Stores Inc. | 4.600% | 4/15/25 | 6,640 | 6,715 | ||
Ross Stores Inc. | 1.875% | 4/15/31 | 5,000 | 3,957 | ||
Sands China Ltd. | 3.800% | 1/8/26 | 2,565 | 2,048 | ||
Sands China Ltd. | 5.400% | 8/8/28 | 3,050 | 2,347 | ||
Snap-on Inc. | 3.250% | 3/1/27 | 4,475 | 4,367 | ||
Snap-on Inc. | 4.100% | 3/1/48 | 2,600 | 2,368 | ||
Snap-on Inc. | 3.100% | 5/1/50 | 5,225 | 4,084 | ||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 4,724 | 4,636 | ||
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 1,025 | 1,021 | ||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 13,300 | 11,411 | ||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 2,950 | 3,000 | ||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 2,888 | 2,875 | ||
3 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 2,000 | 1,742 | |
Starbucks Corp. | 3.850% | 10/1/23 | 5,400 | 5,439 | ||
Starbucks Corp. | 3.800% | 8/15/25 | 1,354 | 1,351 | ||
Starbucks Corp. | 2.450% | 6/15/26 | 20,813 | 19,642 | ||
Starbucks Corp. | 3.500% | 3/1/28 | 5,575 | 5,347 | ||
Starbucks Corp. | 4.000% | 11/15/28 | 7,100 | 6,939 | ||
Starbucks Corp. | 2.550% | 11/15/30 | 19,650 | 16,758 | ||
Starbucks Corp. | 3.000% | 2/14/32 | 5,000 | 4,345 | ||
Starbucks Corp. | 4.300% | 6/15/45 | 2,535 | 2,235 | ||
Starbucks Corp. | 3.750% | 12/1/47 | 8,500 | 6,935 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 13,801 | 12,568 | ||
Starbucks Corp. | 4.450% | 8/15/49 | 8,000 | 7,202 | ||
Starbucks Corp. | 3.350% | 3/12/50 | 8,000 | 6,017 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 10,700 | 8,369 | ||
Tapestry Inc. | 4.125% | 7/15/27 | 1,496 | 1,438 | ||
Tapestry Inc. | 3.050% | 3/15/32 | 5,000 | 4,071 | ||
Thomas Jefferson University | 3.847% | 11/1/57 | 5,150 | 4,209 | ||
TJX Cos. Inc. | 2.250% | 9/15/26 | 23,275 | 21,840 | ||
TJX Cos. Inc. | 1.150% | 5/15/28 | 7,550 | 6,419 | ||
TJX Cos. Inc. | 3.875% | 4/15/30 | 8,000 | 7,805 | ||
TJX Cos. Inc. | 1.600% | 5/15/31 | 5,600 | 4,515 | ||
Toll Brothers Finance Corp. | 4.350% | 2/15/28 | 7,000 | 6,344 | ||
Toll Brothers Finance Corp. | 3.800% | 11/1/29 | 1,000 | 853 | ||
Toyota Motor Corp. | 3.419% | 7/20/23 | 8,500 | 8,536 | ||
Toyota Motor Corp. | 0.681% | 3/25/24 | 14,000 | 13,362 | ||
Toyota Motor Corp. | 2.358% | 7/2/24 | 11,065 | 10,851 | ||
Toyota Motor Corp. | 1.339% | 3/25/26 | 13,800 | 12,571 | ||
Toyota Motor Corp. | 3.669% | 7/20/28 | 10,000 | 9,802 | ||
3 | Toyota Motor Credit Corp. | 0.500% | 8/14/23 | 12,000 | 11,649 | |
3 | Toyota Motor Credit Corp. | 1.350% | 8/25/23 | 13,500 | 13,221 | |
3 | Toyota Motor Credit Corp. | 3.450% | 9/20/23 | 1,000 | 1,003 | |
3 | Toyota Motor Credit Corp. | 2.250% | 10/18/23 | 4,050 | 3,999 | |
Toyota Motor Credit Corp. | 3.350% | 1/8/24 | 200 | 200 | ||
3 | Toyota Motor Credit Corp. | 0.450% | 1/11/24 | 10,000 | 9,580 | |
3 | Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 4,600 | 4,556 | |
3 | Toyota Motor Credit Corp. | 0.500% | 6/18/24 | 9,000 | 8,503 | |
Toyota Motor Credit Corp. | 0.625% | 9/13/24 | 19,000 | 17,858 | ||
3 | Toyota Motor Credit Corp. | 1.450% | 1/13/25 | 8,000 | 7,585 | |
3 | Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 13,580 | 12,963 | |
3 | Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 3,025 | 3,003 | |
Toyota Motor Credit Corp. | 3.950% | 6/30/25 | 5,000 | 5,024 | ||
3 | Toyota Motor Credit Corp. | 0.800% | 10/16/25 | 8,000 | 7,281 | |
3 | Toyota Motor Credit Corp. | 0.800% | 1/9/26 | 7,000 | 6,330 | |
3 | Toyota Motor Credit Corp. | 1.125% | 6/18/26 | 14,000 | 12,647 | |
3 | Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 7,032 | 6,820 | |
3 | Toyota Motor Credit Corp. | 1.900% | 1/13/27 | 3,800 | 3,489 | |
3 | Toyota Motor Credit Corp. | 1.150% | 8/13/27 | 9,277 | 8,075 | |
3 | Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 13,475 | 12,777 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Toyota Motor Credit Corp. | 1.900% | 4/6/28 | 7,700 | 6,848 | |
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 6,960 | 6,761 | ||
3 | Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 9,575 | 8,293 | |
3 | Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 10,000 | 9,410 | |
3 | Toyota Motor Credit Corp. | 1.650% | 1/10/31 | 5,000 | 4,055 | |
Toyota Motor Credit Corp. | 1.900% | 9/12/31 | 16,000 | 13,168 | ||
3 | Toyota Motor Credit Corp. | 2.400% | 1/13/32 | 2,000 | 1,714 | |
Tractor Supply Co. | 1.750% | 11/1/30 | 5,750 | 4,515 | ||
3 | Trustees of Boston College | 3.129% | 7/1/52 | 4,050 | 3,072 | |
3 | Trustees of Boston University | 4.061% | 10/1/48 | 3,035 | 2,863 | |
Trustees of Princeton University | 5.700% | 3/1/39 | 5,830 | 6,826 | ||
3 | Trustees of Princeton University | 2.516% | 7/1/50 | 7,575 | 5,649 | |
Trustees of Princeton University | 4.201% | 3/1/52 | 3,300 | 3,367 | ||
3 | Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | 3,750 | 2,676 | |
Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | 4,798 | 4,673 | ||
Trustees of the University of Pennsylvania | 3.610% | 2/15/19 | 60 | 46 | ||
3 | University of Chicago | 2.547% | 4/1/50 | 8,050 | 5,847 | |
University of Chicago | 3.000% | 10/1/52 | 2,175 | 1,700 | ||
3 | University of Chicago | 4.003% | 10/1/53 | 5,300 | 5,084 | |
3 | University of Miami | 4.063% | 4/1/52 | 5,300 | 4,777 | |
3 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 8,925 | 7,937 | |
3 | University of Notre Dame du Lac | 3.394% | 2/15/48 | 2,710 | 2,391 | |
3 | University of Southern California | 3.028% | 10/1/39 | 9,251 | 7,820 | |
3 | University of Southern California | 3.841% | 10/1/47 | 9,550 | 8,819 | |
3 | University of Southern California | 2.945% | 10/1/51 | 9,275 | 7,221 | |
University of Southern California | 5.250% | 10/1/11 | 2,250 | 2,323 | ||
3 | University of Southern California | 3.226% | 10/1/20 | 1,975 | 1,297 | |
VF Corp. | 2.400% | 4/23/25 | 6,800 | 6,530 | ||
VF Corp. | 2.800% | 4/23/27 | 2,930 | 2,742 | ||
VF Corp. | 2.950% | 4/23/30 | 10,059 | 8,802 | ||
3 | Washington University | 3.524% | 4/15/54 | 5,620 | 4,911 | |
Washington University | 4.349% | 4/15/22 | 3,775 | 3,235 | ||
Whirlpool Corp. | 4.000% | 3/1/24 | 2,675 | 2,690 | ||
Whirlpool Corp. | 3.700% | 5/1/25 | 800 | 797 | ||
Whirlpool Corp. | 4.750% | 2/26/29 | 16,200 | 16,167 | ||
Whirlpool Corp. | 2.400% | 5/15/31 | 2,850 | 2,373 | ||
Whirlpool Corp. | 4.700% | 5/14/32 | 3,000 | 2,972 | ||
Whirlpool Corp. | 4.500% | 6/1/46 | 4,435 | 3,754 | ||
Whirlpool Corp. | 4.600% | 5/15/50 | 3,500 | 3,007 | ||
3 | William Marsh Rice University | 3.574% | 5/15/45 | 8,510 | 7,488 | |
3 | Yale University | 0.873% | 4/15/25 | 4,775 | 4,480 | |
3 | Yale University | 1.482% | 4/15/30 | 5,300 | 4,493 | |
3 | Yale University | 2.402% | 4/15/50 | 8,065 | 5,745 | |
3,702,643 | ||||||
Consumer Staples (1.8%) | ||||||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 4,325 | 4,825 | ||
Altria Group Inc. | 4.000% | 1/31/24 | 12,883 | 12,910 | ||
Altria Group Inc. | 3.800% | 2/14/24 | 2,700 | 2,692 | ||
Altria Group Inc. | 2.350% | 5/6/25 | 7,125 | 6,719 | ||
Altria Group Inc. | 4.400% | 2/14/26 | 28,775 | 28,170 | ||
Altria Group Inc. | 2.625% | 9/16/26 | 11,294 | 10,324 | ||
Altria Group Inc. | 4.800% | 2/14/29 | 12,775 | 12,107 | ||
Altria Group Inc. | 3.400% | 5/6/30 | 9,000 | 7,670 | ||
Altria Group Inc. | 2.450% | 2/4/32 | 10,200 | 7,682 | ||
Altria Group Inc. | 5.800% | 2/14/39 | 8,860 | 8,084 | ||
Altria Group Inc. | 3.400% | 2/4/41 | 15,500 | 10,299 | ||
Altria Group Inc. | 4.250% | 8/9/42 | 10,376 | 7,626 | ||
Altria Group Inc. | 4.500% | 5/2/43 | 11,209 | 8,305 | ||
Altria Group Inc. | 5.375% | 1/31/44 | 22,457 | 19,349 | ||
Altria Group Inc. | 3.875% | 9/16/46 | 22,539 | 15,181 | ||
Altria Group Inc. | 5.950% | 2/14/49 | 29,638 | 26,012 | ||
Altria Group Inc. | 4.450% | 5/6/50 | 9,990 | 7,176 | ||
Altria Group Inc. | 3.700% | 2/4/51 | 20,710 | 13,315 | ||
Altria Group Inc. | 6.200% | 2/14/59 | 2,521 | 2,352 | ||
3 | Anheuser-Busch Cos. LLC | 3.650% | 2/1/26 | 41,399 | 40,771 | |
3 | Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | 62,511 | 60,006 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | 107,543 | 101,431 | |
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 7,575 | 7,265 | ||
Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 11,598 | 9,596 | ||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 16,086 | 14,528 | ||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 17,992 | 16,828 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 27,072 | 26,736 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 40,427 | 41,198 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 18,870 | 17,683 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 12,615 | 11,541 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 7,575 | 9,815 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 14,781 | 15,013 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | 15,000 | 13,436 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 18,276 | 17,418 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 5,357 | 4,364 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 53,123 | 47,832 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 27,407 | 24,106 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 12,448 | 12,720 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 18,327 | 16,466 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 26,160 | 23,594 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | 4,050 | 4,219 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | 20,655 | 18,109 | ||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 8,750 | 8,380 | ||
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 8,700 | 8,185 | ||
Archer-Daniels-Midland Co. | 2.900% | 3/1/32 | 2,147 | 1,941 | ||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 530 | 594 | ||
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 2,395 | 2,618 | ||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 5,750 | 5,195 | ||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 13,325 | 13,303 | ||
Archer-Daniels-Midland Co. | 2.700% | 9/15/51 | 5,000 | 3,666 | ||
Avery Dennison Corp. | 4.875% | 12/6/28 | 6,887 | 6,899 | ||
Avery Dennison Corp. | 2.650% | 4/30/30 | 8,200 | 6,850 | ||
BAT Capital Corp. | 3.222% | 8/15/24 | 24,380 | 23,715 | ||
BAT Capital Corp. | 2.789% | 9/6/24 | 826 | 797 | ||
BAT Capital Corp. | 3.215% | 9/6/26 | 10,933 | 10,209 | ||
BAT Capital Corp. | 4.700% | 4/2/27 | 26,873 | 26,272 | ||
BAT Capital Corp. | 3.557% | 8/15/27 | 31,770 | 29,092 | ||
BAT Capital Corp. | 2.259% | 3/25/28 | 15,625 | 13,076 | ||
BAT Capital Corp. | 3.462% | 9/6/29 | 7,693 | 6,588 | ||
BAT Capital Corp. | 4.906% | 4/2/30 | 11,805 | 10,965 | ||
BAT Capital Corp. | 2.726% | 3/25/31 | 8,000 | 6,301 | ||
BAT Capital Corp. | 4.742% | 3/16/32 | 10,000 | 8,898 | ||
BAT Capital Corp. | 4.390% | 8/15/37 | 18,725 | 14,881 | ||
BAT Capital Corp. | 3.734% | 9/25/40 | 10,000 | 7,037 | ||
BAT Capital Corp. | 4.540% | 8/15/47 | 21,893 | 16,087 | ||
BAT Capital Corp. | 4.758% | 9/6/49 | 4,025 | 3,034 | ||
BAT Capital Corp. | 5.282% | 4/2/50 | 8,450 | 6,958 | ||
BAT Capital Corp. | 3.984% | 9/25/50 | 7,575 | 5,152 | ||
BAT Capital Corp. | 5.650% | 3/16/52 | 6,250 | 5,342 | ||
BAT International Finance plc | 1.668% | 3/25/26 | 21,509 | 19,077 | ||
BAT International Finance plc | 4.448% | 3/16/28 | 8,000 | 7,566 | ||
Beam Suntory Inc. | 3.250% | 6/15/23 | 1,400 | 1,390 | ||
Brown-Forman Corp. | 3.500% | 4/15/25 | 3,978 | 3,974 | ||
Brown-Forman Corp. | 4.500% | 7/15/45 | 3,895 | 3,587 | ||
Bunge Ltd. Finance Corp. | 1.630% | 8/17/25 | 8,888 | 8,183 | ||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 7,368 | 7,003 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 3,750 | 3,606 | ||
Bunge Ltd. Finance Corp. | 2.750% | 5/14/31 | 12,250 | 10,104 | ||
Campbell Soup Co. | 3.950% | 3/15/25 | 6,660 | 6,649 | ||
Campbell Soup Co. | 3.300% | 3/19/25 | 9,125 | 8,972 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 11,950 | 11,698 | ||
Campbell Soup Co. | 2.375% | 4/24/30 | 9,450 | 7,982 | ||
Campbell Soup Co. | 4.800% | 3/15/48 | 1,500 | 1,399 | ||
Campbell Soup Co. | 3.125% | 4/24/50 | 6,998 | 4,973 | ||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 3,575 | 3,423 | ||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 3,350 | 2,932 | ||
Church & Dwight Co. Inc. | 5.000% | 6/15/52 | 8,000 | 8,193 | ||
Clorox Co. | 3.100% | 10/1/27 | 6,100 | 5,825 | ||
Clorox Co. | 3.900% | 5/15/28 | 3,500 | 3,432 | ||
Clorox Co. | 1.800% | 5/15/30 | 9,313 | 7,614 | ||
Coca-Cola Co. | 1.750% | 9/6/24 | 18,625 | 18,184 | ||
Coca-Cola Co. | 3.375% | 3/25/27 | 3,029 | 3,003 | ||
Coca-Cola Co. | 2.900% | 5/25/27 | 1,875 | 1,828 | ||
Coca-Cola Co. | 1.450% | 6/1/27 | 17,848 | 16,160 | ||
Coca-Cola Co. | 1.500% | 3/5/28 | 6,500 | 5,778 | ||
Coca-Cola Co. | 1.000% | 3/15/28 | 8,000 | 6,902 | ||
Coca-Cola Co. | 2.125% | 9/6/29 | 6,200 | 5,533 | ||
Coca-Cola Co. | 3.450% | 3/25/30 | 10,125 | 9,817 | ||
Coca-Cola Co. | 1.650% | 6/1/30 | 25,093 | 21,267 | ||
Coca-Cola Co. | 2.000% | 3/5/31 | 20,000 | 17,220 | ||
Coca-Cola Co. | 1.375% | 3/15/31 | 18,000 | 14,658 | ||
Coca-Cola Co. | 2.250% | 1/5/32 | 7,000 | 6,099 | ||
Coca-Cola Co. | 4.125% | 3/25/40 | 3,880 | 3,700 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 9,600 | 7,544 | ||
Coca-Cola Co. | 2.875% | 5/5/41 | 6,000 | 4,940 | ||
Coca-Cola Co. | 4.200% | 3/25/50 | 5,775 | 5,647 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 10,475 | 7,813 | ||
Coca-Cola Co. | 3.000% | 3/5/51 | 10,400 | 8,393 | ||
Coca-Cola Co. | 2.500% | 3/15/51 | 22,025 | 16,040 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 3,800 | 2,736 | ||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 8,117 | 8,072 | ||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 13,600 | 12,206 | ||
Coca-Cola Femsa SAB de CV | 1.850% | 9/1/32 | 2,600 | 2,026 | ||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 7,800 | 7,810 | ||
3 | Colgate-Palmolive Co. | 2.250% | 11/15/22 | 14,525 | 14,486 | |
3 | Colgate-Palmolive Co. | 3.250% | 3/15/24 | 4,682 | 4,688 | |
3 | Colgate-Palmolive Co. | 4.000% | 8/15/45 | 4,045 | 3,744 | |
3 | Colgate-Palmolive Co. | 3.700% | 8/1/47 | 7,922 | 7,160 | |
Conagra Brands Inc. | 3.250% | 9/15/22 | 4,300 | 4,320 | ||
Conagra Brands Inc. | 0.500% | 8/11/23 | 4,400 | 4,244 | ||
Conagra Brands Inc. | 4.300% | 5/1/24 | 29,235 | 29,347 | ||
Conagra Brands Inc. | 4.600% | 11/1/25 | 17,225 | 17,312 | ||
Conagra Brands Inc. | 1.375% | 11/1/27 | 8,275 | 6,899 | ||
Conagra Brands Inc. | 7.000% | 10/1/28 | 700 | 753 | ||
Conagra Brands Inc. | 4.850% | 11/1/28 | 7,950 | 7,836 | ||
Conagra Brands Inc. | 8.250% | 9/15/30 | 2,025 | 2,366 | ||
Conagra Brands Inc. | 5.300% | 11/1/38 | 4,530 | 4,278 | ||
Conagra Brands Inc. | 5.400% | 11/1/48 | 4,317 | 4,080 | ||
Constellation Brands Inc. | 4.750% | 11/15/24 | 19,521 | 19,789 | ||
Constellation Brands Inc. | 4.400% | 11/15/25 | 4,375 | 4,395 | ||
Constellation Brands Inc. | 4.750% | 12/1/25 | 4,777 | 4,855 | ||
Constellation Brands Inc. | 3.700% | 12/6/26 | 17,788 | 17,326 | ||
Constellation Brands Inc. | 3.500% | 5/9/27 | 13,275 | 12,751 | ||
Constellation Brands Inc. | 3.600% | 2/15/28 | 7,070 | 6,705 | ||
Constellation Brands Inc. | 3.150% | 8/1/29 | 14,700 | 13,241 | ||
Constellation Brands Inc. | 2.875% | 5/1/30 | 8,308 | 7,219 | ||
Constellation Brands Inc. | 2.250% | 8/1/31 | 4,235 | 3,433 | ||
Constellation Brands Inc. | 4.750% | 5/9/32 | 5,000 | 4,937 | ||
Constellation Brands Inc. | 4.500% | 5/9/47 | 17,883 | 15,886 | ||
Constellation Brands Inc. | 4.100% | 2/15/48 | 4,550 | 3,846 | ||
Constellation Brands Inc. | 5.250% | 11/15/48 | 4,375 | 4,318 | ||
Constellation Brands Inc. | 3.750% | 5/1/50 | 12,925 | 10,316 | ||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 16,000 | 15,887 | ||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 6,532 | 6,364 | ||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 32,824 | 29,460 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 47,373 | 39,962 | ||
Costco Wholesale Corp. | 1.750% | 4/20/32 | 18,100 | 14,899 | ||
Delhaize America LLC | 9.000% | 4/15/31 | 1,930 | 2,514 | ||
Diageo Capital plc | 3.500% | 9/18/23 | 2,000 | 2,007 | ||
Diageo Capital plc | 2.125% | 10/24/24 | 9,400 | 9,075 | ||
Diageo Capital plc | 1.375% | 9/29/25 | 7,500 | 7,003 | ||
Diageo Capital plc | 3.875% | 5/18/28 | 1,000 | 993 | ||
Diageo Capital plc | 2.375% | 10/24/29 | 8,800 | 7,803 | ||
Diageo Capital plc | 2.000% | 4/29/30 | 8,460 | 7,222 | ||
Diageo Capital plc | 2.125% | 4/29/32 | 9,824 | 8,191 | ||
Diageo Capital plc | 5.875% | 9/30/36 | 1,500 | 1,681 | ||
Diageo Capital plc | 3.875% | 4/29/43 | 7,469 | 6,670 | ||
Diageo Investment Corp. | 7.450% | 4/15/35 | 1,450 | 1,846 | ||
Diageo Investment Corp. | 4.250% | 5/11/42 | 1,512 | 1,426 | ||
Dollar General Corp. | 4.150% | 11/1/25 | 7,180 | 7,189 | ||
Dollar General Corp. | 3.875% | 4/15/27 | 5,525 | 5,422 | ||
Dollar General Corp. | 4.125% | 5/1/28 | 4,475 | 4,366 | ||
Dollar General Corp. | 3.500% | 4/3/30 | 9,464 | 8,720 | ||
Dollar General Corp. | 4.125% | 4/3/50 | 10,227 | 8,584 | ||
Dollar Tree Inc. | 4.000% | 5/15/25 | 12,815 | 12,768 | ||
Dollar Tree Inc. | 4.200% | 5/15/28 | 6,270 | 6,086 | ||
Dollar Tree Inc. | 3.375% | 12/1/51 | 4,175 | 2,968 | ||
Estee Lauder Cos. Inc. | 2.000% | 12/1/24 | 150 | 145 | ||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 6,431 | 6,248 | ||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 6,000 | 5,340 | ||
Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | 15,600 | 13,997 | ||
Estee Lauder Cos. Inc. | 1.950% | 3/15/31 | 7,000 | 5,908 | ||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 8,000 | 9,175 | ||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 4,375 | 4,123 | ||
Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 1,880 | 1,749 | ||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 2,052 | 1,629 | ||
Flowers Foods Inc. | 3.500% | 10/1/26 | 3,500 | 3,362 | ||
Flowers Foods Inc. | 2.400% | 3/15/31 | 11,381 | 9,318 | ||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 3,550 | 3,200 | ||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 26,700 | 20,662 | ||
General Mills Inc. | 3.650% | 2/15/24 | 5,885 | 5,921 | ||
General Mills Inc. | 4.000% | 4/17/25 | 1,000 | 1,000 | ||
General Mills Inc. | 3.200% | 2/10/27 | 7,500 | 7,209 | ||
General Mills Inc. | 4.200% | 4/17/28 | 11,675 | 11,569 | ||
General Mills Inc. | 2.875% | 4/15/30 | 9,891 | 8,736 | ||
General Mills Inc. | 2.250% | 10/14/31 | 4,300 | 3,528 | ||
General Mills Inc. | 3.000% | 2/1/51 | 6,265 | 4,547 | ||
7 | GSK Consumer Healthcare Capital US LLC | 3.024% | 3/24/24 | 4,200 | 4,142 | |
7 | GSK Consumer Healthcare Capital US LLC | 3.375% | 3/24/27 | 19,175 | 18,350 | |
7 | GSK Consumer Healthcare Capital US LLC | 3.375% | 3/24/29 | 13,500 | 12,620 | |
7 | GSK Consumer Healthcare Capital US LLC | 3.625% | 3/24/32 | 41,500 | 38,293 | |
7 | GSK Consumer Healthcare Capital US LLC | 4.000% | 3/24/52 | 4,750 | 4,094 | |
Hershey Co. | 2.625% | 5/1/23 | 2,750 | 2,739 | ||
Hershey Co. | 2.050% | 11/15/24 | 2,291 | 2,225 | ||
Hershey Co. | 3.200% | 8/21/25 | 5,028 | 4,978 | ||
Hershey Co. | 2.300% | 8/15/26 | 500 | 475 | ||
Hershey Co. | 2.450% | 11/15/29 | 5,381 | 4,817 | ||
Hershey Co. | 1.700% | 6/1/30 | 2,145 | 1,798 | ||
Hershey Co. | 3.375% | 8/15/46 | 300 | 253 | ||
Hershey Co. | 3.125% | 11/15/49 | 2,035 | 1,606 | ||
Hershey Co. | 2.650% | 6/1/50 | 2,595 | 1,897 | ||
Hormel Foods Corp. | 0.650% | 6/3/24 | 7,000 | 6,668 | ||
Hormel Foods Corp. | 1.700% | 6/3/28 | 6,000 | 5,303 | ||
Hormel Foods Corp. | 1.800% | 6/11/30 | 8,575 | 7,193 | ||
Hormel Foods Corp. | 3.050% | 6/3/51 | 10,002 | 7,645 | ||
Ingredion Inc. | 3.200% | 10/1/26 | 5,041 | 4,819 | ||
Ingredion Inc. | 2.900% | 6/1/30 | 8,075 | 7,011 | ||
Ingredion Inc. | 3.900% | 6/1/50 | 1,650 | 1,327 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
J M Smucker Co. | 3.500% | 3/15/25 | 6,034 | 5,952 | ||
J M Smucker Co. | 3.375% | 12/15/27 | 4,220 | 4,029 | ||
J M Smucker Co. | 2.375% | 3/15/30 | 7,875 | 6,691 | ||
J M Smucker Co. | 4.250% | 3/15/35 | 4,750 | 4,374 | ||
J M Smucker Co. | 2.750% | 9/15/41 | 2,100 | 1,467 | ||
J M Smucker Co. | 3.550% | 3/15/50 | 1,750 | 1,310 | ||
Kellogg Co. | 2.650% | 12/1/23 | 4,536 | 4,491 | ||
Kellogg Co. | 3.250% | 4/1/26 | 5,025 | 4,883 | ||
Kellogg Co. | 3.400% | 11/15/27 | 10,475 | 10,000 | ||
Kellogg Co. | 4.300% | 5/15/28 | 4,850 | 4,840 | ||
Kellogg Co. | 2.100% | 6/1/30 | 4,850 | 4,018 | ||
Kellogg Co. | 4.500% | 4/1/46 | 7,650 | 7,021 | ||
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 17,725 | 17,685 | ||
Keurig Dr Pepper Inc. | 0.750% | 3/15/24 | 5,000 | 4,764 | ||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 2,641 | 2,665 | ||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 6,485 | 6,338 | ||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 5,500 | 5,106 | ||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 8,500 | 8,121 | ||
Keurig Dr Pepper Inc. | 3.950% | 4/15/29 | 20,535 | 19,606 | ||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 33,750 | 30,183 | ||
Keurig Dr Pepper Inc. | 4.050% | 4/15/32 | 11,000 | 10,293 | ||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 5,525 | 4,879 | ||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 4,000 | 3,548 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 7,100 | 5,626 | ||
Keurig Dr Pepper Inc. | 3.350% | 3/15/51 | 3,750 | 2,779 | ||
Keurig Dr Pepper Inc. | 4.500% | 4/15/52 | 13,000 | 11,449 | ||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 3,075 | 3,027 | ||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 3,625 | 3,521 | ||
Kimberly-Clark Corp. | 1.050% | 9/15/27 | 1,750 | 1,527 | ||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 3,575 | 3,563 | ||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 3,875 | 3,696 | ||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 6,060 | 5,688 | ||
Kimberly-Clark Corp. | 2.000% | 11/2/31 | 7,200 | 6,053 | ||
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 300 | 365 | ||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 8,275 | 8,699 | ||
Kimberly-Clark Corp. | 3.900% | 5/4/47 | 2,774 | 2,465 | ||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 4,105 | 3,105 | ||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 2,123 | 2,225 | ||
Kraft Heinz Foods Co. | 3.000% | 6/1/26 | 13,150 | 12,426 | ||
Kraft Heinz Foods Co. | 3.875% | 5/15/27 | 14,550 | 14,079 | ||
Kraft Heinz Foods Co. | 3.750% | 4/1/30 | 4,050 | 3,743 | ||
Kraft Heinz Foods Co. | 5.000% | 7/15/35 | 10,900 | 10,543 | ||
Kraft Heinz Foods Co. | 6.875% | 1/26/39 | 5,000 | 5,496 | ||
Kraft Heinz Foods Co. | 6.500% | 2/9/40 | 13,500 | 14,429 | ||
Kraft Heinz Foods Co. | 5.000% | 6/4/42 | 6,500 | 5,946 | ||
Kraft Heinz Foods Co. | 5.200% | 7/15/45 | 25,550 | 23,694 | ||
Kraft Heinz Foods Co. | 4.375% | 6/1/46 | 32,139 | 26,774 | ||
Kraft Heinz Foods Co. | 4.875% | 10/1/49 | 24,000 | 21,225 | ||
Kraft Heinz Foods Co. | 5.500% | 6/1/50 | 22,550 | 21,657 | ||
Kroger Co. | 3.850% | 8/1/23 | 9,757 | 9,801 | ||
Kroger Co. | 4.000% | 2/1/24 | 9,309 | 9,358 | ||
Kroger Co. | 3.500% | 2/1/26 | 2,783 | 2,740 | ||
Kroger Co. | 2.650% | 10/15/26 | 4,107 | 3,846 | ||
Kroger Co. | 4.500% | 1/15/29 | 1,435 | 1,426 | ||
3 | Kroger Co. | 7.700% | 6/1/29 | 4,025 | 4,733 | |
Kroger Co. | 8.000% | 9/15/29 | 6,150 | 7,350 | ||
Kroger Co. | 2.200% | 5/1/30 | 5,031 | 4,241 | ||
Kroger Co. | 1.700% | 1/15/31 | 5,550 | 4,413 | ||
Kroger Co. | 7.500% | 4/1/31 | 1,125 | 1,336 | ||
Kroger Co. | 6.900% | 4/15/38 | 3,327 | 3,870 | ||
Kroger Co. | 5.400% | 7/15/40 | 5,010 | 5,057 | ||
Kroger Co. | 5.000% | 4/15/42 | 4,524 | 4,369 | ||
Kroger Co. | 5.150% | 8/1/43 | 2,350 | 2,305 | ||
Kroger Co. | 3.875% | 10/15/46 | 11,619 | 9,642 | ||
Kroger Co. | 4.450% | 2/1/47 | 13,409 | 12,152 | ||
Kroger Co. | 4.650% | 1/15/48 | 3,191 | 2,966 | ||
Kroger Co. | 3.950% | 1/15/50 | 6,575 | 5,559 | ||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 9,275 | 9,102 | ||
McCormick & Co. Inc. | 0.900% | 2/15/26 | 6,000 | 5,325 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 10,500 | 10,023 | ||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 4,100 | 3,503 | ||
McCormick & Co. Inc. | 1.850% | 2/15/31 | 9,390 | 7,461 | ||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 1,820 | 1,645 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 12,118 | 12,193 | ||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 5,160 | 5,753 | ||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 8,835 | 8,568 | ||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 27,194 | 25,570 | ||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 10,925 | 10,012 | ||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 14,525 | 11,893 | ||
7 | Mondelez International Holdings Netherlands BV | 2.125% | 9/19/22 | 3,800 | 3,794 | |
Mondelez International Inc. | 1.500% | 5/4/25 | 4,500 | 4,203 | ||
Mondelez International Inc. | 2.625% | 3/17/27 | 6,000 | 5,615 | ||
Mondelez International Inc. | 2.750% | 4/13/30 | 9,156 | 8,037 | ||
Mondelez International Inc. | 1.500% | 2/4/31 | 5,100 | 4,002 | ||
Mondelez International Inc. | 3.000% | 3/17/32 | 7,750 | 6,778 | ||
Mondelez International Inc. | 1.875% | 10/15/32 | 14,245 | 11,085 | ||
Mondelez International Inc. | 2.625% | 9/4/50 | 15,275 | 10,359 | ||
PepsiCo Inc. | 3.600% | 3/1/24 | 7,334 | 7,378 | ||
PepsiCo Inc. | 2.250% | 3/19/25 | 12,188 | 11,865 | ||
PepsiCo Inc. | 2.750% | 4/30/25 | 10,130 | 9,978 | ||
PepsiCo Inc. | 3.500% | 7/17/25 | 4,000 | 4,017 | ||
PepsiCo Inc. | 2.850% | 2/24/26 | 15,866 | 15,584 | ||
PepsiCo Inc. | 2.375% | 10/6/26 | 37,221 | 35,736 | ||
PepsiCo Inc. | 2.625% | 3/19/27 | 17,500 | 16,776 | ||
PepsiCo Inc. | 3.000% | 10/15/27 | 8,525 | 8,303 | ||
PepsiCo Inc. | 7.000% | 3/1/29 | 3,527 | 4,152 | ||
PepsiCo Inc. | 2.625% | 7/29/29 | 9,984 | 9,246 | ||
PepsiCo Inc. | 2.750% | 3/19/30 | 22,510 | 20,731 | ||
PepsiCo Inc. | 1.625% | 5/1/30 | 16,520 | 14,009 | ||
PepsiCo Inc. | 1.400% | 2/25/31 | 10,000 | 8,208 | ||
PepsiCo Inc. | 1.950% | 10/21/31 | 9,000 | 7,675 | ||
PepsiCo Inc. | 3.500% | 3/19/40 | 9,500 | 8,475 | ||
PepsiCo Inc. | 2.625% | 10/21/41 | 6,353 | 4,993 | ||
PepsiCo Inc. | 4.000% | 3/5/42 | 4,800 | 4,495 | ||
PepsiCo Inc. | 3.600% | 8/13/42 | 4,100 | 3,638 | ||
PepsiCo Inc. | 4.250% | 10/22/44 | 3,525 | 3,354 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | ��� 3,925 | 3,962 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 15,075 | 12,981 | ||
PepsiCo Inc. | 3.375% | 7/29/49 | 6,020 | 5,150 | ||
PepsiCo Inc. | 2.875% | 10/15/49 | 9,400 | 7,461 | ||
PepsiCo Inc. | 3.625% | 3/19/50 | 9,708 | 8,806 | ||
PepsiCo Inc. | 2.750% | 10/21/51 | 10,500 | 8,070 | ||
PepsiCo Inc. | 3.875% | 3/19/60 | 2,000 | 1,861 | ||
Philip Morris International Inc. | 2.500% | 11/2/22 | 5,900 | 5,892 | ||
Philip Morris International Inc. | 3.600% | 11/15/23 | 7,660 | 7,691 | ||
Philip Morris International Inc. | 2.875% | 5/1/24 | 11,625 | 11,489 | ||
Philip Morris International Inc. | 3.250% | 11/10/24 | 10,600 | 10,469 | ||
Philip Morris International Inc. | 1.500% | 5/1/25 | 3,687 | 3,450 | ||
Philip Morris International Inc. | 3.375% | 8/11/25 | 4,625 | 4,550 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 17,069 | 16,307 | ||
Philip Morris International Inc. | 0.875% | 5/1/26 | 9,362 | 8,290 | ||
Philip Morris International Inc. | 3.125% | 8/17/27 | 4,500 | 4,224 | ||
Philip Morris International Inc. | 3.125% | 3/2/28 | 4,230 | 3,867 | ||
Philip Morris International Inc. | 3.375% | 8/15/29 | 5,730 | 5,165 | ||
Philip Morris International Inc. | 2.100% | 5/1/30 | 8,250 | 6,739 | ||
Philip Morris International Inc. | 6.375% | 5/16/38 | 7,600 | 7,977 | ||
Philip Morris International Inc. | 4.375% | 11/15/41 | 10,418 | 8,699 | ||
Philip Morris International Inc. | 4.500% | 3/20/42 | 14,495 | 12,366 | ||
Philip Morris International Inc. | 3.875% | 8/21/42 | 7,802 | 6,117 | ||
Philip Morris International Inc. | 4.125% | 3/4/43 | 16,290 | 13,120 | ||
Philip Morris International Inc. | 4.875% | 11/15/43 | 5,750 | 5,127 | ||
Philip Morris International Inc. | 4.250% | 11/10/44 | 1,435 | 1,170 | ||
Procter & Gamble Co. | 3.100% | 8/15/23 | 8,250 | 8,291 | ||
Procter & Gamble Co. | 0.550% | 10/29/25 | 6,450 | 5,933 | ||
Procter & Gamble Co. | 2.700% | 2/2/26 | 15,050 | 14,780 | ||
Procter & Gamble Co. | 2.450% | 11/3/26 | 11,110 | 10,691 | ||
Procter & Gamble Co. | 2.800% | 3/25/27 | 9,395 | 9,096 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Procter & Gamble Co. | 2.850% | 8/11/27 | 6,575 | 6,371 | ||
Procter & Gamble Co. | 3.000% | 3/25/30 | 25,907 | 24,450 | ||
Procter & Gamble Co. | 1.200% | 10/29/30 | 15,351 | 12,543 | ||
Procter & Gamble Co. | 5.550% | 3/5/37 | 4,500 | 5,193 | ||
Procter & Gamble Co. | 3.550% | 3/25/40 | 6,422 | 5,837 | ||
Procter & Gamble Co. | 3.500% | 10/25/47 | 3,075 | 2,731 | ||
Procter & Gamble Co. | 3.600% | 3/25/50 | 8,606 | 7,879 | ||
Reynolds American Inc. | 4.450% | 6/12/25 | 35,592 | 35,455 | ||
Reynolds American Inc. | 5.700% | 8/15/35 | 6,920 | 6,450 | ||
Reynolds American Inc. | 7.250% | 6/15/37 | 4,800 | 5,004 | ||
3 | Reynolds American Inc. | 8.125% | 5/1/40 | 2,239 | 2,512 | |
3 | Reynolds American Inc. | 7.000% | 8/4/41 | 2,040 | 2,060 | |
Reynolds American Inc. | 6.150% | 9/15/43 | 8,575 | 7,795 | ||
Reynolds American Inc. | 5.850% | 8/15/45 | 20,590 | 17,321 | ||
Sysco Corp. | 3.750% | 10/1/25 | 15,349 | 15,294 | ||
Sysco Corp. | 3.300% | 7/15/26 | 8,450 | 8,178 | ||
Sysco Corp. | 3.250% | 7/15/27 | 14,864 | 14,155 | ||
Sysco Corp. | 2.400% | 2/15/30 | 1,815 | 1,551 | ||
Sysco Corp. | 5.950% | 4/1/30 | 7,058 | 7,530 | ||
Sysco Corp. | 2.450% | 12/14/31 | 2,000 | 1,662 | ||
Sysco Corp. | 6.600% | 4/1/40 | 8,415 | 9,638 | ||
Sysco Corp. | 4.850% | 10/1/45 | 5,180 | 4,801 | ||
Sysco Corp. | 4.500% | 4/1/46 | 8,950 | 7,954 | ||
Sysco Corp. | 4.450% | 3/15/48 | 7,425 | 6,483 | ||
Sysco Corp. | 3.300% | 2/15/50 | 9,262 | 6,918 | ||
Sysco Corp. | 6.600% | 4/1/50 | 11,472 | 13,224 | ||
Sysco Corp. | 3.150% | 12/14/51 | 10,000 | 7,168 | ||
Target Corp. | 3.500% | 7/1/24 | 9,386 | 9,413 | ||
Target Corp. | 2.250% | 4/15/25 | 24,006 | 23,200 | ||
Target Corp. | 2.500% | 4/15/26 | 10,690 | 10,258 | ||
Target Corp. | 1.950% | 1/15/27 | 7,500 | 6,963 | ||
Target Corp. | 3.375% | 4/15/29 | 8,350 | 8,031 | ||
Target Corp. | 2.350% | 2/15/30 | 6,730 | 5,945 | ||
Target Corp. | 2.650% | 9/15/30 | 13,093 | 11,754 | ||
Target Corp. | 6.500% | 10/15/37 | 5,208 | 6,166 | ||
Target Corp. | 7.000% | 1/15/38 | 3,725 | 4,625 | ||
Target Corp. | 4.000% | 7/1/42 | 2,000 | 1,849 | ||
Target Corp. | 3.625% | 4/15/46 | 5,000 | 4,298 | ||
Target Corp. | 3.900% | 11/15/47 | 1,500 | 1,345 | ||
Target Corp. | 2.950% | 1/15/52 | 10,676 | 8,075 | ||
Tyson Foods Inc. | 3.950% | 8/15/24 | 19,035 | 18,984 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 26,044 | 25,793 | ||
Tyson Foods Inc. | 3.550% | 6/2/27 | 16,175 | 15,509 | ||
Tyson Foods Inc. | 4.350% | 3/1/29 | 17,500 | 17,292 | ||
Tyson Foods Inc. | 4.875% | 8/15/34 | 4,325 | 4,359 | ||
Tyson Foods Inc. | 5.150% | 8/15/44 | 625 | 619 | ||
Tyson Foods Inc. | 4.550% | 6/2/47 | 2,125 | 1,940 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 6,635 | 6,684 | ||
Unilever Capital Corp. | 0.375% | 9/14/23 | 1,000 | 968 | ||
Unilever Capital Corp. | 3.250% | 3/7/24 | 13,175 | 13,181 | ||
Unilever Capital Corp. | 2.600% | 5/5/24 | 19,965 | 19,672 | ||
Unilever Capital Corp. | 0.626% | 8/12/24 | 2,000 | 1,889 | ||
Unilever Capital Corp. | 3.375% | 3/22/25 | 1,706 | 1,701 | ||
Unilever Capital Corp. | 3.100% | 7/30/25 | 3,875 | 3,831 | ||
Unilever Capital Corp. | 2.000% | 7/28/26 | 6,200 | 5,836 | ||
Unilever Capital Corp. | 2.900% | 5/5/27 | 6,400 | 6,146 | ||
Unilever Capital Corp. | 2.125% | 9/6/29 | 23,366 | 20,578 | ||
Unilever Capital Corp. | 1.375% | 9/14/30 | 2,500 | 2,032 | ||
Unilever Capital Corp. | 1.750% | 8/12/31 | 5,900 | 4,864 | ||
Unilever Capital Corp. | 5.900% | 11/15/32 | 8,600 | 9,784 | ||
3 | Unilever Capital Corp. | 2.625% | 8/12/51 | 8,666 | 6,271 | |
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 11,087 | 11,017 | ||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 18,555 | 18,015 | ||
Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | 5,000 | 4,415 | ||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 4,646 | 4,088 | ||
Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | 16,200 | 12,783 | ||
Walmart Inc. | 2.350% | 12/15/22 | 11,600 | 11,591 | ||
Walmart Inc. | 3.300% | 4/22/24 | 16,825 | 16,874 | ||
Walmart Inc. | 2.850% | 7/8/24 | 16,905 | 16,822 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Walmart Inc. | 2.650% | 12/15/24 | 16,397 | 16,208 | ||
Walmart Inc. | 3.550% | 6/26/25 | 20,470 | 20,659 | ||
Walmart Inc. | 3.050% | 7/8/26 | 30,947 | 30,663 | ||
Walmart Inc. | 1.050% | 9/17/26 | 5,000 | 4,553 | ||
Walmart Inc. | 3.700% | 6/26/28 | 14,146 | 14,085 | ||
Walmart Inc. | 3.250% | 7/8/29 | 21,465 | 20,683 | ||
Walmart Inc. | 2.375% | 9/24/29 | 7,455 | 6,774 | ||
Walmart Inc. | 1.800% | 9/22/31 | 5,000 | 4,251 | ||
Walmart Inc. | 5.250% | 9/1/35 | 10,467 | 11,647 | ||
Walmart Inc. | 6.200% | 4/15/38 | 13,580 | 16,558 | ||
Walmart Inc. | 3.950% | 6/28/38 | 7,175 | 6,943 | ||
Walmart Inc. | 5.625% | 4/1/40 | 4,130 | 4,746 | ||
Walmart Inc. | 5.000% | 10/25/40 | 2,755 | 2,942 | ||
Walmart Inc. | 5.625% | 4/15/41 | 3,887 | 4,520 | ||
Walmart Inc. | 4.000% | 4/11/43 | 11,385 | 10,744 | ||
Walmart Inc. | 4.300% | 4/22/44 | 4,800 | 4,651 | ||
Walmart Inc. | 3.625% | 12/15/47 | 16,378 | 14,538 | ||
Walmart Inc. | 4.050% | 6/29/48 | 10,587 | 10,296 | ||
Walmart Inc. | 2.950% | 9/24/49 | 14,170 | 11,429 | ||
4,036,781 | ||||||
Energy (1.9%) | ||||||
Baker Hughes Holdings LLC | 1.231% | 12/15/23 | 3,000 | 2,914 | ||
Baker Hughes Holdings LLC | 2.061% | 12/15/26 | 4,500 | 4,135 | ||
Baker Hughes Holdings LLC | 3.337% | 12/15/27 | 14,275 | 13,499 | ||
Baker Hughes Holdings LLC | 3.138% | 11/7/29 | 5,100 | 4,611 | ||
Baker Hughes Holdings LLC | 4.486% | 5/1/30 | 9,498 | 9,385 | ||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 7,540 | 7,384 | ||
Baker Hughes Holdings LLC | 4.080% | 12/15/47 | 15,500 | 13,100 | ||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 575 | 579 | ||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 14,910 | 15,442 | ||
Boardwalk Pipelines LP | 4.450% | 7/15/27 | 2,695 | 2,613 | ||
Boardwalk Pipelines LP | 3.600% | 9/1/32 | 3,000 | 2,545 | ||
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 14,542 | 14,610 | ||
BP Capital Markets America Inc. | 3.194% | 4/6/25 | 9,500 | 9,390 | ||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 13,500 | 13,250 | ||
3 | BP Capital Markets America Inc. | 3.119% | 5/4/26 | 30,301 | 29,321 | |
3 | BP Capital Markets America Inc. | 3.017% | 1/16/27 | 7,247 | 6,915 | |
BP Capital Markets America Inc. | 3.543% | 4/6/27 | 8,471 | 8,247 | ||
3 | BP Capital Markets America Inc. | 3.588% | 4/14/27 | 5,253 | 5,121 | |
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 19,750 | 19,299 | ||
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 21,680 | 21,541 | ||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 13,910 | 13,169 | ||
BP Capital Markets America Inc. | 1.749% | 8/10/30 | 6,466 | 5,313 | ||
BP Capital Markets America Inc. | 2.721% | 1/12/32 | 10,000 | 8,615 | ||
BP Capital Markets America Inc. | 3.060% | 6/17/41 | 15,110 | 11,768 | ||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 19,264 | 14,017 | ||
BP Capital Markets America Inc. | 2.772% | 11/10/50 | 17,190 | 11,957 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 28,600 | 20,437 | ||
BP Capital Markets America Inc. | 3.001% | 3/17/52 | 13,300 | 9,606 | ||
BP Capital Markets America Inc. | 3.379% | 2/8/61 | 16,400 | 12,151 | ||
BP Capital Markets plc | 3.279% | 9/19/27 | 22,573 | 21,625 | ||
BP Capital Markets plc | 3.723% | 11/28/28 | 12,825 | 12,425 | ||
Burlington Resources LLC | 7.200% | 8/15/31 | 5,472 | 6,490 | ||
Burlington Resources LLC | 7.400% | 12/1/31 | 3,875 | 4,669 | ||
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 20,765 | 20,626 | ||
Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | 6,286 | 6,227 | ||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 12,848 | 12,035 | ||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 16,325 | 15,679 | ||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 9,000 | 7,901 | ||
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 3,875 | 4,396 | ||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 3,845 | 4,159 | ||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 3,212 | 3,262 | ||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 7,965 | 8,513 | ||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 11,643 | 12,329 | ||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 9,035 | 9,971 | ||
3 | Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 7,500 | 7,135 | |
Cenovus Energy Inc. | 5.375% | 7/15/25 | 12,654 | 13,037 | ||
Cenovus Energy Inc. | 4.250% | 4/15/27 | 11,500 | 11,284 | ||
Cenovus Energy Inc. | 4.400% | 4/15/29 | 6,500 | 6,264 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Cenovus Energy Inc. | 2.650% | 1/15/32 | 5,600 | 4,638 | ||
Cenovus Energy Inc. | 5.250% | 6/15/37 | 7,700 | 7,503 | ||
Cenovus Energy Inc. | 6.800% | 9/15/37 | 4,135 | 4,551 | ||
Cenovus Energy Inc. | 6.750% | 11/15/39 | 19,616 | 20,886 | ||
Cenovus Energy Inc. | 5.400% | 6/15/47 | 12,550 | 12,094 | ||
Cenovus Energy Inc. | 3.750% | 2/15/52 | 8,300 | 6,313 | ||
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 7,000 | 7,260 | ||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 19,000 | 19,449 | ||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 27,354 | 27,470 | ||
Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 16,250 | 14,908 | ||
Cheniere Corpus Christi Holdings LLC | 2.742% | 12/31/39 | 7,900 | 6,136 | ||
Chevron Corp. | 2.895% | 3/3/24 | 10,500 | 10,463 | ||
Chevron Corp. | 1.554% | 5/11/25 | 26,300 | 24,937 | ||
Chevron Corp. | 3.326% | 11/17/25 | 8,799 | 8,758 | ||
Chevron Corp. | 2.954% | 5/16/26 | 9,700 | 9,478 | ||
Chevron Corp. | 1.995% | 5/11/27 | 7,286 | 6,716 | ||
Chevron Corp. | 2.236% | 5/11/30 | 18,468 | 16,248 | ||
Chevron Corp. | 3.078% | 5/11/50 | 8,945 | 7,125 | ||
Chevron USA Inc. | 3.900% | 11/15/24 | 1,549 | 1,564 | ||
Chevron USA Inc. | 0.687% | 8/12/25 | 13,352 | 12,286 | ||
Chevron USA Inc. | 1.018% | 8/12/27 | 9,167 | 8,003 | ||
Chevron USA Inc. | 3.850% | 1/15/28 | 4,789 | 4,764 | ||
Chevron USA Inc. | 3.250% | 10/15/29 | 8,000 | 7,576 | ||
Chevron USA Inc. | 5.250% | 11/15/43 | 10,200 | 10,863 | ||
Chevron USA Inc. | 2.343% | 8/12/50 | 14,100 | 9,759 | ||
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 5,342 | 4,707 | ||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 7,600 | 5,574 | ||
CNOOC Finance 2014 ULC | 4.250% | 4/30/24 | 2,000 | 2,028 | ||
CNOOC Finance 2014 ULC | 4.875% | 4/30/44 | 5,300 | 5,019 | ||
CNOOC Finance 2015 Australia Pty. Ltd. | 4.200% | 5/5/45 | 5,000 | 4,350 | ||
CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | 25,050 | 25,554 | ||
CNOOC Petroleum North America ULC | 7.875% | 3/15/32 | 9,000 | 11,112 | ||
CNOOC Petroleum North America ULC | 5.875% | 3/10/35 | 5,500 | 5,791 | ||
CNOOC Petroleum North America ULC | 6.400% | 5/15/37 | 13,425 | 14,935 | ||
CNOOC Petroleum North America ULC | 7.500% | 7/30/39 | 5,100 | 6,220 | ||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 10,448 | 10,549 | ||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 6,035 | 6,213 | ||
Conoco Funding Co. | 7.250% | 10/15/31 | 3,440 | 4,072 | ||
ConocoPhillips | 4.300% | 8/15/28 | 10,888 | 11,012 | ||
ConocoPhillips | 2.400% | 2/15/31 | 4,900 | 4,200 | ||
ConocoPhillips | 5.900% | 10/15/32 | 3,625 | 3,985 | ||
ConocoPhillips | 5.900% | 5/15/38 | 10,161 | 11,238 | ||
ConocoPhillips | 6.500% | 2/1/39 | 12,731 | 14,952 | ||
ConocoPhillips | 4.875% | 10/1/47 | 10,294 | 10,165 | ||
ConocoPhillips Co. | 3.350% | 11/15/24 | 2,675 | 2,657 | ||
ConocoPhillips Co. | 2.400% | 3/7/25 | 4,150 | 4,004 | ||
ConocoPhillips Co. | 6.950% | 4/15/29 | 7,725 | 8,837 | ||
7 | ConocoPhillips Co. | 3.758% | 3/15/42 | 8,574 | 7,499 | |
ConocoPhillips Co. | 4.300% | 11/15/44 | 13,848 | 12,727 | ||
ConocoPhillips Co. | 3.800% | 3/15/52 | 7,000 | 6,005 | ||
7 | ConocoPhillips Co. | 4.025% | 3/15/62 | 18,503 | 15,809 | |
Continental Resources Inc. | 3.800% | 6/1/24 | 2,000 | 1,981 | ||
Continental Resources Inc. | 4.375% | 1/15/28 | 6,900 | 6,485 | ||
Continental Resources Inc. | 4.900% | 6/1/44 | 3,700 | 2,911 | ||
7 | Coterra Energy Inc. | 4.375% | 6/1/24 | 7,900 | 7,896 | |
7 | Coterra Energy Inc. | 3.900% | 5/15/27 | 6,055 | 5,823 | |
7 | Coterra Energy Inc. | 4.375% | 3/15/29 | 3,280 | 3,216 | |
Devon Energy Corp. | 5.250% | 9/15/24 | �� 4,700 | 4,800 | ||
Devon Energy Corp. | 5.850% | 12/15/25 | 2,425 | 2,526 | ||
Devon Energy Corp. | 5.250% | 10/15/27 | 4,792 | 4,820 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Devon Energy Corp. | 5.875% | 6/15/28 | 3,128 | 3,177 | ||
Devon Energy Corp. | 4.500% | 1/15/30 | 5,648 | 5,325 | ||
Devon Energy Corp. | 7.875% | 9/30/31 | 6,950 | 8,139 | ||
Devon Energy Corp. | 7.950% | 4/15/32 | 2,314 | 2,729 | ||
Devon Energy Corp. | 5.600% | 7/15/41 | 13,192 | 13,090 | ||
Devon Energy Corp. | 4.750% | 5/15/42 | 7,500 | 6,780 | ||
Devon Energy Corp. | 5.000% | 6/15/45 | 8,350 | 7,755 | ||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 10,125 | 9,882 | ||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 8,750 | 8,017 | ||
Diamondback Energy Inc. | 3.125% | 3/24/31 | 12,925 | 11,258 | ||
Diamondback Energy Inc. | 4.400% | 3/24/51 | 6,700 | 5,728 | ||
Diamondback Energy Inc. | 4.250% | 3/15/52 | 7,430 | 6,166 | ||
7 | Eastern Gas Transmission & Storage Inc. | 3.600% | 12/15/24 | 566 | 563 | |
7 | Eastern Gas Transmission & Storage Inc. | 3.000% | 11/15/29 | 5,000 | 4,527 | |
7 | Eastern Gas Transmission & Storage Inc. | 4.800% | 11/1/43 | 4,000 | 3,738 | |
7 | Eastern Gas Transmission & Storage Inc. | 4.600% | 12/15/44 | 5,478 | 5,041 | |
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 8,825 | 9,221 | ||
3 | Enbridge Energy Partners LP | 7.500% | 4/15/38 | 4,725 | 5,562 | |
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 3,573 | 3,563 | ||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 5,880 | 7,036 | ||
Enbridge Inc. | 0.550% | 10/4/23 | 1,000 | 963 | ||
Enbridge Inc. | 2.150% | 2/16/24 | 2,000 | 1,942 | ||
Enbridge Inc. | 3.500% | 6/10/24 | 8,425 | 8,330 | ||
Enbridge Inc. | 2.500% | 1/15/25 | 4,500 | 4,330 | ||
Enbridge Inc. | 2.500% | 2/14/25 | 2,000 | 1,922 | ||
Enbridge Inc. | 1.600% | 10/4/26 | 800 | 713 | ||
Enbridge Inc. | 4.250% | 12/1/26 | 15,400 | 15,237 | ||
Enbridge Inc. | 3.700% | 7/15/27 | 6,675 | 6,401 | ||
Enbridge Inc. | 3.125% | 11/15/29 | 14,295 | 12,943 | ||
Enbridge Inc. | 2.500% | 8/1/33 | 9,500 | 7,683 | ||
Enbridge Inc. | 4.500% | 6/10/44 | 6,495 | 5,677 | ||
Enbridge Inc. | 5.500% | 12/1/46 | 2,000 | 2,061 | ||
Enbridge Inc. | 4.000% | 11/15/49 | 5,750 | 4,819 | ||
Enbridge Inc. | 3.400% | 8/1/51 | 10,600 | 7,999 | ||
3 | Energy Transfer LP | 4.200% | 9/15/23 | 5,680 | 5,680 | |
Energy Transfer LP | 4.500% | 11/1/23 | 7,185 | 7,214 | ||
3 | Energy Transfer LP | 5.875% | 1/15/24 | 12,000 | 12,230 | |
Energy Transfer LP | 4.900% | 2/1/24 | 1,620 | 1,633 | ||
Energy Transfer LP | 4.250% | 4/1/24 | 12,975 | 12,936 | ||
Energy Transfer LP | 3.900% | 5/15/24 | 7,100 | 7,022 | ||
Energy Transfer LP | 4.050% | 3/15/25 | 14,412 | 14,198 | ||
Energy Transfer LP | 2.900% | 5/15/25 | 10,200 | 9,705 | ||
Energy Transfer LP | 5.950% | 12/1/25 | 3,375 | 3,490 | ||
Energy Transfer LP | 4.750% | 1/15/26 | 11,005 | 10,983 | ||
Energy Transfer LP | 3.900% | 7/15/26 | 6,000 | 5,772 | ||
Energy Transfer LP | 4.400% | 3/15/27 | 11,100 | 10,710 | ||
Energy Transfer LP | 4.200% | 4/15/27 | 6,900 | 6,632 | ||
3 | Energy Transfer LP | 5.500% | 6/1/27 | 10,800 | 10,960 | |
Energy Transfer LP | 4.000% | 10/1/27 | 6,000 | 5,676 | ||
Energy Transfer LP | 4.950% | 5/15/28 | 12,200 | 11,948 | ||
Energy Transfer LP | 4.950% | 6/15/28 | 13,110 | 12,918 | ||
Energy Transfer LP | 5.250% | 4/15/29 | 22,800 | 22,594 | ||
Energy Transfer LP | 4.150% | 9/15/29 | 3,000 | 2,736 | ||
Energy Transfer LP | 3.750% | 5/15/30 | 16,180 | 14,569 | ||
Energy Transfer LP | 4.900% | 3/15/35 | 4,100 | 3,694 | ||
Energy Transfer LP | 6.625% | 10/15/36 | 2,650 | 2,662 | ||
3 | Energy Transfer LP | 5.800% | 6/15/38 | 5,790 | 5,439 | |
Energy Transfer LP | 7.500% | 7/1/38 | 6,132 | 6,617 | ||
Energy Transfer LP | 6.050% | 6/1/41 | 5,690 | 5,527 | ||
Energy Transfer LP | 6.500% | 2/1/42 | 11,926 | 11,957 | ||
Energy Transfer LP | 6.100% | 2/15/42 | 2,500 | 2,389 | ||
Energy Transfer LP | 4.950% | 1/15/43 | 2,850 | 2,365 | ||
Energy Transfer LP | 5.150% | 2/1/43 | 5,900 | 5,050 | ||
Energy Transfer LP | 5.950% | 10/1/43 | 2,300 | 2,163 | ||
Energy Transfer LP | 5.300% | 4/1/44 | 10,675 | 9,249 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Energy Transfer LP | 5.000% | 5/15/44 | 3,275 | 2,743 | ||
Energy Transfer LP | 5.150% | 3/15/45 | 2,780 | 2,379 | ||
Energy Transfer LP | 5.350% | 5/15/45 | 9,275 | 8,114 | ||
Energy Transfer LP | 6.125% | 12/15/45 | 14,450 | 13,847 | ||
Energy Transfer LP | 5.300% | 4/15/47 | 9,890 | 8,562 | ||
Energy Transfer LP | 5.400% | 10/1/47 | 11,897 | 10,462 | ||
Energy Transfer LP | 6.000% | 6/15/48 | 11,300 | 10,621 | ||
Energy Transfer LP | 6.250% | 4/15/49 | 17,900 | 17,363 | ||
Energy Transfer LP | 5.000% | 5/15/50 | 21,400 | 18,207 | ||
Eni USA Inc. | 7.300% | 11/15/27 | 1,095 | 1,224 | ||
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 12,220 | 12,206 | ||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 7,925 | 7,847 | ||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 12,682 | 12,475 | ||
Enterprise Products Operating LLC | 3.950% | 2/15/27 | 1,400 | 1,380 | ||
Enterprise Products Operating LLC | 4.150% | 10/16/28 | 7,870 | 7,678 | ||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 17,940 | 16,152 | ||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 11,900 | 10,428 | ||
3 | Enterprise Products Operating LLC | 6.875% | 3/1/33 | 3,843 | 4,409 | |
3 | Enterprise Products Operating LLC | 6.650% | 10/15/34 | 235 | 263 | |
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 3,330 | 3,954 | ||
Enterprise Products Operating LLC | 6.125% | 10/15/39 | 5,845 | 6,203 | ||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 7,465 | 7,794 | ||
Enterprise Products Operating LLC | 5.700% | 2/15/42 | 4,065 | 4,103 | ||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 12,293 | 11,327 | ||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 15,212 | 13,273 | ||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 22,326 | 20,281 | ||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 10,370 | 9,754 | ||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 10,385 | 9,550 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 21,492 | 18,115 | ||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 13,298 | 12,069 | ||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 19,942 | 16,643 | ||
Enterprise Products Operating LLC | 3.700% | 1/31/51 | 4,203 | 3,284 | ||
Enterprise Products Operating LLC | 3.200% | 2/15/52 | 9,025 | 6,473 | ||
Enterprise Products Operating LLC | 3.300% | 2/15/53 | 8,300 | 6,051 | ||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 4,525 | 4,133 | ||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 11,600 | 9,137 | ||
3 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 2,100 | 1,765 | |
3 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 11,315 | 8,991 | |
EOG Resources Inc. | 3.150% | 4/1/25 | 800 | 787 | ||
EOG Resources Inc. | 4.150% | 1/15/26 | 6,750 | 6,809 | ||
EOG Resources Inc. | 4.375% | 4/15/30 | 11,695 | 11,751 | ||
EQT Corp. | 6.625% | 2/1/25 | 7,263 | 7,487 | ||
7 | EQT Corp. | 3.125% | 5/15/26 | 5,500 | 5,157 | |
EQT Corp. | 3.900% | 10/1/27 | 7,600 | 7,102 | ||
EQT Corp. | 5.000% | 1/15/29 | 6,159 | 5,962 | ||
EQT Corp. | 7.500% | 2/1/30 | 9,600 | 10,323 | ||
Exxon Mobil Corp. | 2.019% | 8/16/24 | 6,300 | 6,148 | ||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 47,100 | 46,412 | ||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 27,373 | 26,870 | ||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 24,225 | 22,997 | ||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 9,750 | 8,765 | ||
Exxon Mobil Corp. | 3.482% | 3/19/30 | 26,000 | 24,918 | ||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 25,455 | 22,877 | ||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 11,504 | 9,400 | ||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 26,450 | 24,977 | ||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 14,153 | 11,987 | ||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 13,400 | 12,247 | ||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 18,434 | 14,368 | ||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 28,390 | 26,806 | ||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 25,641 | 21,054 | ||
Halliburton Co. | 3.500% | 8/1/23 | 3,284 | 3,287 | ||
Halliburton Co. | 3.800% | 11/15/25 | 602 | 595 | ||
Halliburton Co. | 2.920% | 3/1/30 | 10,200 | 9,035 | ||
Halliburton Co. | 4.850% | 11/15/35 | 16,325 | 15,652 | ||
Halliburton Co. | 6.700% | 9/15/38 | 16,880 | 18,543 | ||
Halliburton Co. | 4.500% | 11/15/41 | 3,500 | 3,058 | ||
Halliburton Co. | 4.750% | 8/1/43 | 14,075 | 12,519 | ||
Halliburton Co. | 5.000% | 11/15/45 | 21,117 | 19,372 | ||
Helmerich & Payne Inc. | 2.900% | 9/29/31 | 5,400 | 4,624 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Hess Corp. | 3.500% | 7/15/24 | 2,750 | 2,706 | ||
Hess Corp. | 4.300% | 4/1/27 | 11,460 | 11,176 | ||
Hess Corp. | 7.300% | 8/15/31 | 4,760 | 5,327 | ||
Hess Corp. | 7.125% | 3/15/33 | 5,780 | 6,430 | ||
Hess Corp. | 6.000% | 1/15/40 | 15,050 | 15,428 | ||
Hess Corp. | 5.600% | 2/15/41 | 15,672 | 15,272 | ||
Hess Corp. | 5.800% | 4/1/47 | 600 | 601 | ||
7 | HF Sinclair Corp. | 2.625% | 10/1/23 | 5,100 | 4,958 | |
7 | HF Sinclair Corp. | 5.875% | 4/1/26 | 8,008 | 8,087 | |
7 | HF Sinclair Corp. | 4.500% | 10/1/30 | 5,300 | 4,820 | |
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 12,000 | 11,949 | ||
Kinder Morgan Energy Partners LP | 4.150% | 2/1/24 | 2,695 | 2,696 | ||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 7,990 | 8,006 | ||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 11,783 | 11,788 | ||
Kinder Morgan Energy Partners LP | 7.400% | 3/15/31 | 1,930 | 2,155 | ||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 3,085 | 3,455 | ||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 5,000 | 5,063 | ||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 6,875 | 7,292 | ||
3 | Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 8,771 | 9,458 | |
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 9,675 | 9,921 | ||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 4,900 | 5,093 | ||
Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | 1,750 | 1,954 | ||
Kinder Morgan Energy Partners LP | 6.375% | 3/1/41 | 5,100 | 5,107 | ||
Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | 9,504 | 8,847 | ||
Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | 4,380 | 3,835 | ||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 6,690 | 5,668 | ||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 5,137 | 4,496 | ||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 9,400 | 8,793 | ||
Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | 2,629 | 2,410 | ||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 13,295 | 13,257 | ||
Kinder Morgan Inc. | 1.750% | 11/15/26 | 5,000 | 4,435 | ||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 5,000 | 4,872 | ||
Kinder Morgan Inc. | 2.000% | 2/15/31 | 7,800 | 6,240 | ||
3 | Kinder Morgan Inc. | 7.800% | 8/1/31 | 2,730 | 3,169 | |
3 | Kinder Morgan Inc. | 7.750% | 1/15/32 | 7,956 | 9,281 | |
Kinder Morgan Inc. | 5.300% | 12/1/34 | 9,244 | 9,000 | ||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 24,725 | 23,355 | ||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 8,935 | 7,985 | ||
Kinder Morgan Inc. | 5.200% | 3/1/48 | 2,100 | 1,919 | ||
Kinder Morgan Inc. | 3.250% | 8/1/50 | 5,200 | 3,617 | ||
Kinder Morgan Inc. | 3.600% | 2/15/51 | 10,000 | 7,343 | ||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 9,075 | 9,264 | ||
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 11,150 | 9,860 | ||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 3,775 | 3,490 | ||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 5,285 | 4,458 | ||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 10,710 | 8,828 | ||
Magellan Midstream Partners LP | 4.850% | 2/1/49 | 500 | 448 | ||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 7,450 | 5,879 | ||
Marathon Oil Corp. | 4.400% | 7/15/27 | 15,100 | 14,753 | ||
Marathon Oil Corp. | 6.800% | 3/15/32 | 5,755 | 6,245 | ||
Marathon Oil Corp. | 6.600% | 10/1/37 | 8,457 | 8,960 | ||
Marathon Oil Corp. | 5.200% | 6/1/45 | 3,148 | 2,886 | ||
Marathon Petroleum Corp. | 3.625% | 9/15/24 | 7,400 | 7,329 | ||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 12,000 | 12,156 | ||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 10,000 | 10,257 | ||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 3,825 | 3,619 | ||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 13,232 | 14,396 | ||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 8,395 | 7,408 | ||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 7,685 | 6,481 | ||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 4,425 | 3,930 | ||
MPLX LP | 4.500% | 7/15/23 | 18,455 | 18,495 | ||
MPLX LP | 4.875% | 12/1/24 | 19,058 | 19,195 | ||
MPLX LP | 4.000% | 2/15/25 | 6,000 | 5,910 | ||
MPLX LP | 4.875% | 6/1/25 | 13,424 | 13,497 | ||
MPLX LP | 1.750% | 3/1/26 | 16,519 | 14,904 | ||
MPLX LP | 4.125% | 3/1/27 | 10,525 | 10,186 | ||
MPLX LP | 4.250% | 12/1/27 | 8,960 | 8,632 | ||
MPLX LP | 4.000% | 3/15/28 | 19,650 | 18,636 | ||
MPLX LP | 4.800% | 2/15/29 | 7,643 | 7,525 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
MPLX LP | 2.650% | 8/15/30 | 15,341 | 12,808 | ||
MPLX LP | 4.500% | 4/15/38 | 11,050 | 9,686 | ||
MPLX LP | 5.200% | 3/1/47 | 14,335 | 12,965 | ||
MPLX LP | 5.200% | 12/1/47 | 16,225 | 14,566 | ||
MPLX LP | 4.700% | 4/15/48 | 9,495 | 7,977 | ||
MPLX LP | 5.500% | 2/15/49 | 11,690 | 10,858 | ||
MPLX LP | 4.950% | 3/14/52 | 15,000 | 12,973 | ||
MPLX LP | 4.900% | 4/15/58 | 4,500 | 3,733 | ||
NOV Inc. | 3.950% | 12/1/42 | 7,700 | 5,644 | ||
ONEOK Inc. | 7.500% | 9/1/23 | 4,293 | 4,437 | ||
ONEOK Inc. | 2.750% | 9/1/24 | 2,070 | 2,005 | ||
ONEOK Inc. | 2.200% | 9/15/25 | 7,000 | 6,521 | ||
ONEOK Inc. | 5.850% | 1/15/26 | 3,367 | 3,490 | ||
ONEOK Inc. | 4.000% | 7/13/27 | 9,250 | 8,912 | ||
ONEOK Inc. | 4.550% | 7/15/28 | 8,241 | 7,968 | ||
ONEOK Inc. | 4.350% | 3/15/29 | 9,600 | 9,027 | ||
ONEOK Inc. | 3.400% | 9/1/29 | 13,025 | 11,495 | ||
ONEOK Inc. | 3.100% | 3/15/30 | 8,000 | 6,876 | ||
ONEOK Inc. | 6.350% | 1/15/31 | 7,000 | 7,316 | ||
ONEOK Inc. | 6.000% | 6/15/35 | 5,428 | 5,324 | ||
ONEOK Inc. | 4.950% | 7/13/47 | 9,164 | 7,775 | ||
ONEOK Inc. | 5.200% | 7/15/48 | 8,100 | 7,181 | ||
ONEOK Inc. | 4.450% | 9/1/49 | 8,210 | 6,579 | ||
ONEOK Inc. | 4.500% | 3/15/50 | 4,085 | 3,254 | ||
ONEOK Inc. | 7.150% | 1/15/51 | 2,900 | 3,076 | ||
ONEOK Partners LP | 4.900% | 3/15/25 | 5,039 | 5,081 | ||
ONEOK Partners LP | 6.650% | 10/1/36 | 15,153 | 15,414 | ||
ONEOK Partners LP | 6.850% | 10/15/37 | 6,725 | 6,884 | ||
ONEOK Partners LP | 6.125% | 2/1/41 | 750 | 716 | ||
ONEOK Partners LP | 6.200% | 9/15/43 | 4,185 | 3,926 | ||
Ovintiv Exploration Inc. | 5.375% | 1/1/26 | 1,300 | 1,317 | ||
Ovintiv Inc. | 7.375% | 11/1/31 | 5,000 | 5,518 | ||
Ovintiv Inc. | 6.500% | 8/15/34 | 8,443 | 8,783 | ||
Ovintiv Inc. | 6.625% | 8/15/37 | 11,375 | 11,892 | ||
Ovintiv Inc. | 6.500% | 2/1/38 | 4,200 | 4,358 | ||
Phillips 66 | 0.900% | 2/15/24 | 4,000 | 3,815 | ||
Phillips 66 | 3.850% | 4/9/25 | 7,700 | 7,661 | ||
Phillips 66 | 1.300% | 2/15/26 | 2,800 | 2,522 | ||
Phillips 66 | 3.900% | 3/15/28 | 5,250 | 5,101 | ||
Phillips 66 | 2.150% | 12/15/30 | 9,000 | 7,348 | ||
Phillips 66 | 4.650% | 11/15/34 | 13,650 | 13,243 | ||
Phillips 66 | 5.875% | 5/1/42 | 9,587 | 10,379 | ||
Phillips 66 | 4.875% | 11/15/44 | 14,925 | 14,458 | ||
Phillips 66 | 3.300% | 3/15/52 | 5,900 | 4,400 | ||
7 | Phillips 66 Co. | 2.450% | 12/15/24 | 1,964 | 1,881 | |
7 | Phillips 66 Co. | 3.605% | 2/15/25 | 5,400 | 5,340 | |
7 | Phillips 66 Co. | 3.550% | 10/1/26 | 6,075 | 5,906 | |
7 | Phillips 66 Co. | 3.750% | 3/1/28 | 2,000 | 1,901 | |
7 | Phillips 66 Co. | 3.150% | 12/15/29 | 5,275 | 4,726 | |
7 | Phillips 66 Co. | 4.680% | 2/15/45 | 4,740 | 4,363 | |
Pioneer Natural Resources Co. | 1.125% | 1/15/26 | 6,400 | 5,724 | ||
Pioneer Natural Resources Co. | 1.900% | 8/15/30 | 11,865 | 9,688 | ||
Pioneer Natural Resources Co. | 2.150% | 1/15/31 | 10,000 | 8,241 | ||
Plains All American Pipeline LP | 3.850% | 10/15/23 | 2,596 | 2,583 | ||
Plains All American Pipeline LP | 3.600% | 11/1/24 | 15,150 | 14,836 | ||
Plains All American Pipeline LP | 4.650% | 10/15/25 | 11,466 | 11,383 | ||
Plains All American Pipeline LP | 4.500% | 12/15/26 | 10,450 | 10,263 | ||
Plains All American Pipeline LP | 3.550% | 12/15/29 | 8,200 | 7,235 | ||
Plains All American Pipeline LP | 3.800% | 9/15/30 | 7,300 | 6,459 | ||
Plains All American Pipeline LP | 6.650% | 1/15/37 | 4,100 | 4,088 | ||
Plains All American Pipeline LP | 5.150% | 6/1/42 | 5,130 | 4,271 | ||
Plains All American Pipeline LP | 4.300% | 1/31/43 | 945 | 710 | ||
Plains All American Pipeline LP | 4.700% | 6/15/44 | 8,580 | 6,794 | ||
Plains All American Pipeline LP | 4.900% | 2/15/45 | 5,289 | 4,265 | ||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 26,178 | 26,702 | ||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 21,505 | 21,971 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 12,000 | 12,398 | ||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 16,000 | 16,066 | ||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 21,100 | 20,292 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 20,795 | 19,977 | ||
Schlumberger Finance Canada Ltd. | 1.400% | 9/17/25 | 5,000 | 4,651 | ||
Schlumberger Investment SA | 3.650% | 12/1/23 | 12,338 | 12,386 | ||
Schlumberger Investment SA | 2.650% | 6/26/30 | 10,060 | 8,846 | ||
Shell International Finance BV | 3.500% | 11/13/23 | 9,800 | 9,863 | ||
Shell International Finance BV | 2.000% | 11/7/24 | 17,070 | 16,583 | ||
Shell International Finance BV | 3.250% | 5/11/25 | 30,500 | 30,203 | ||
Shell International Finance BV | 2.875% | 5/10/26 | 9,980 | 9,658 | ||
Shell International Finance BV | 2.500% | 9/12/26 | 12,897 | 12,256 | ||
Shell International Finance BV | 3.875% | 11/13/28 | 15,425 | 15,220 | ||
Shell International Finance BV | 2.375% | 11/7/29 | 39,174 | 34,599 | ||
Shell International Finance BV | 2.750% | 4/6/30 | 23,705 | 21,405 | ||
Shell International Finance BV | 4.125% | 5/11/35 | 23,141 | 22,070 | ||
Shell International Finance BV | 6.375% | 12/15/38 | 22,523 | 26,227 | ||
Shell International Finance BV | 2.875% | 11/26/41 | 6,580 | 5,092 | ||
Shell International Finance BV | 3.625% | 8/21/42 | 14,227 | 12,078 | ||
Shell International Finance BV | 4.550% | 8/12/43 | 16,125 | 15,315 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 28,387 | 26,423 | ||
Shell International Finance BV | 4.000% | 5/10/46 | 27,925 | 24,726 | ||
Shell International Finance BV | 3.750% | 9/12/46 | 6,325 | 5,376 | ||
Shell International Finance BV | 3.125% | 11/7/49 | 13,195 | 10,165 | ||
Shell International Finance BV | 3.250% | 4/6/50 | 15,515 | 12,251 | ||
Shell International Finance BV | 3.000% | 11/26/51 | 21,200 | 15,815 | ||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 20,305 | 20,486 | ||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 9,100 | 8,913 | ||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 5,145 | 4,903 | ||
Spectra Energy Partners LP | 5.950% | 9/25/43 | 3,140 | 3,255 | ||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 10,925 | 9,497 | ||
Suncor Energy Inc. | 7.150% | 2/1/32 | 6,407 | 7,251 | ||
Suncor Energy Inc. | 5.350% | 7/15/33 | 2,625 | 2,608 | ||
Suncor Energy Inc. | 5.950% | 12/1/34 | 1,295 | 1,357 | ||
Suncor Energy Inc. | 5.950% | 5/15/35 | 6,495 | 6,770 | ||
Suncor Energy Inc. | 6.800% | 5/15/38 | 8,815 | 9,891 | ||
Suncor Energy Inc. | 6.500% | 6/15/38 | 13,285 | 14,598 | ||
Suncor Energy Inc. | 6.850% | 6/1/39 | 2,250 | 2,558 | ||
Suncor Energy Inc. | 4.000% | 11/15/47 | 9,295 | 7,928 | ||
Suncor Energy Inc. | 3.750% | 3/4/51 | 8,350 | 6,769 | ||
Targa Resources Corp. | 4.200% | 2/1/33 | 8,070 | 7,310 | ||
Targa Resources Corp. | 4.950% | 4/15/52 | 7,870 | 6,764 | ||
Targa Resources Partners LP | 6.500% | 7/15/27 | 4,000 | 4,088 | ||
Targa Resources Partners LP | 5.000% | 1/15/28 | 7,000 | 6,687 | ||
Targa Resources Partners LP | 6.875% | 1/15/29 | 7,000 | 7,144 | ||
Targa Resources Partners LP | 5.500% | 3/1/30 | 10,000 | 9,522 | ||
Targa Resources Partners LP | 4.875% | 2/1/31 | 10,000 | 9,122 | ||
Targa Resources Partners LP | 4.000% | 1/15/32 | 10,000 | 8,576 | ||
TC PipeLines LP | 3.900% | 5/25/27 | 7,100 | 6,967 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | 825 | 886 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 10/15/28 | 4,000 | 4,344 | ||
Tennessee Gas Pipeline Co. LLC | 7.625% | 4/1/37 | 200 | 226 | ||
Texas Eastern Transmission LP | 7.000% | 7/15/32 | 3,205 | 3,626 | ||
TotalEnergies Capital Canada Ltd. | 2.750% | 7/15/23 | 11,342 | 11,258 | ||
TotalEnergies Capital International SA | 3.700% | 1/15/24 | 12,666 | 12,703 | ||
TotalEnergies Capital International SA | 3.750% | 4/10/24 | 4,000 | 4,012 | ||
TotalEnergies Capital International SA | 2.434% | 1/10/25 | 11,442 | 11,119 | ||
TotalEnergies Capital International SA | 3.455% | 2/19/29 | 18,685 | 17,807 | ||
TotalEnergies Capital International SA | 2.829% | 1/10/30 | 11,000 | 9,970 | ||
TotalEnergies Capital International SA | 2.986% | 6/29/41 | 15,428 | 12,192 | ||
TotalEnergies Capital International SA | 3.461% | 7/12/49 | 1,400 | 1,129 | ||
TotalEnergies Capital International SA | 3.127% | 5/29/50 | 16,600 | 12,708 | ||
TotalEnergies Capital International SA | 3.386% | 6/29/60 | 7,000 | 5,367 | ||
TotalEnergies Capital SA | 3.883% | 10/11/28 | 6,350 | 6,259 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 4,575 | 4,577 | ||
TransCanada PipeLines Ltd. | 1.000% | 10/12/24 | 11,000 | 10,276 | ||
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 6,000 | 6,096 | ||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 10,100 | 9,826 | ||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 26,700 | 25,519 | ||
TransCanada PipeLines Ltd. | 2.500% | 10/12/31 | 11,000 | 9,139 | ||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 20,031 | 19,230 | ||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 3,115 | 3,194 | ||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 5,025 | 5,253 | ||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 18,175 | 19,762 | ||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 13,700 | 13,025 | ||
TransCanada PipeLines Ltd. | 7.250% | 8/15/38 | 5,000 | 5,924 | ||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 12,134 | 13,103 | ||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 7,700 | 7,333 | ||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 19,525 | 18,713 | ||
Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | 10,000 | 11,031 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 11,200 | 10,871 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 14,546 | 13,063 | ||
Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | 1,050 | 1,043 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | 2,723 | 2,445 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 3,250 | 2,968 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 4,000 | 3,322 | ||
Valero Energy Corp. | 2.850% | 4/15/25 | 1,468 | 1,419 | ||
Valero Energy Corp. | 2.150% | 9/15/27 | 6,600 | 5,883 | ||
Valero Energy Corp. | 4.350% | 6/1/28 | 16,488 | 16,037 | ||
Valero Energy Corp. | 4.000% | 4/1/29 | 6,000 | 5,663 | ||
Valero Energy Corp. | 2.800% | 12/1/31 | 5,150 | 4,319 | ||
Valero Energy Corp. | 7.500% | 4/15/32 | 7,131 | 8,218 | ||
Valero Energy Corp. | 6.625% | 6/15/37 | 18,035 | 19,592 | ||
Valero Energy Corp. | 4.900% | 3/15/45 | 4,900 | 4,477 | ||
Valero Energy Corp. | 3.650% | 12/1/51 | 10,000 | 7,491 | ||
Valero Energy Partners LP | 4.500% | 3/15/28 | 3,090 | 3,046 | ||
Williams Cos. Inc. | 4.500% | 11/15/23 | 5,650 | 5,685 | ||
Williams Cos. Inc. | 4.300% | 3/4/24 | 11,400 | 11,443 | ||
Williams Cos. Inc. | 4.550% | 6/24/24 | 14,050 | 14,181 | ||
Williams Cos. Inc. | 3.900% | 1/15/25 | 22,560 | 22,303 | ||
Williams Cos. Inc. | 4.000% | 9/15/25 | 7,275 | 7,168 | ||
Williams Cos. Inc. | 3.750% | 6/15/27 | 12,000 | 11,475 | ||
Williams Cos. Inc. | 3.500% | 11/15/30 | 12,510 | 11,266 | ||
3 | Williams Cos. Inc. | 7.500% | 1/15/31 | 550 | 633 | |
Williams Cos. Inc. | 2.600% | 3/15/31 | 12,000 | 10,055 | ||
Williams Cos. Inc. | 6.300% | 4/15/40 | 12,920 | 13,718 | ||
Williams Cos. Inc. | 5.800% | 11/15/43 | 8,000 | 7,971 | ||
Williams Cos. Inc. | 5.400% | 3/4/44 | 9,250 | 8,816 | ||
Williams Cos. Inc. | 5.750% | 6/24/44 | 6,700 | 6,724 | ||
Williams Cos. Inc. | 4.900% | 1/15/45 | 8,178 | 7,318 | ||
Williams Cos. Inc. | 5.100% | 9/15/45 | 10,038 | 9,352 | ||
Williams Cos. Inc. | 4.850% | 3/1/48 | 3,000 | 2,717 | ||
Williams Cos. Inc. | 3.500% | 10/15/51 | 4,200 | 3,132 | ||
4,436,374 | ||||||
Financials (7.9%) | ||||||
ACE Capital Trust II | 9.700% | 4/1/30 | 725 | 927 | ||
3 | Aegon NV | 5.500% | 4/11/48 | 4,000 | 3,844 | |
AerCap Ireland Capital DAC | 4.125% | 7/3/23 | 1,000 | 992 | ||
AerCap Ireland Capital DAC | 4.500% | 9/15/23 | 4,200 | 4,188 | ||
AerCap Ireland Capital DAC | 1.150% | 10/29/23 | 18,100 | 17,277 | ||
AerCap Ireland Capital DAC | 4.875% | 1/16/24 | 5,970 | 5,957 | ||
AerCap Ireland Capital DAC | 3.150% | 2/15/24 | 5,000 | 4,858 | ||
AerCap Ireland Capital DAC | 1.650% | 10/29/24 | 49,105 | 45,396 | ||
3 | AerCap Ireland Capital DAC | 1.750% | 10/29/24 | 10,000 | 9,259 | |
AerCap Ireland Capital DAC | 3.500% | 1/15/25 | 2,050 | 1,965 | ||
AerCap Ireland Capital DAC | 6.500% | 7/15/25 | 19,204 | 19,630 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AerCap Ireland Capital DAC | 4.450% | 10/1/25 | 8,945 | 8,665 | ||
AerCap Ireland Capital DAC | 1.750% | 1/30/26 | 10,000 | 8,719 | ||
AerCap Ireland Capital DAC | 4.450% | 4/3/26 | 10,139 | 9,701 | ||
AerCap Ireland Capital DAC | 2.450% | 10/29/26 | 39,000 | 33,952 | ||
AerCap Ireland Capital DAC | 3.650% | 7/21/27 | 12,210 | 11,053 | ||
AerCap Ireland Capital DAC | 4.625% | 10/15/27 | 22,000 | 20,743 | ||
AerCap Ireland Capital DAC | 3.875% | 1/23/28 | 15,650 | 14,102 | ||
AerCap Ireland Capital DAC | 3.000% | 10/29/28 | 40,000 | 33,651 | ||
AerCap Ireland Capital DAC | 3.300% | 1/30/32 | 68,500 | 54,588 | ||
AerCap Ireland Capital DAC | 3.400% | 10/29/33 | 11,500 | 9,071 | ||
AerCap Ireland Capital DAC | 3.850% | 10/29/41 | 15,000 | 10,789 | ||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 3,122 | 3,138 | ||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 10,908 | 10,775 | ||
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 11,576 | 10,402 | ||
Aflac Inc. | 3.625% | 11/15/24 | 6,610 | 6,628 | ||
Aflac Inc. | 3.250% | 3/17/25 | 5,175 | 5,102 | ||
Aflac Inc. | 1.125% | 3/15/26 | 2,000 | 1,806 | ||
Aflac Inc. | 2.875% | 10/15/26 | 7,775 | 7,482 | ||
Aflac Inc. | 3.600% | 4/1/30 | 27,801 | 26,306 | ||
Aflac Inc. | 4.000% | 10/15/46 | 6,700 | 5,770 | ||
Aflac Inc. | 4.750% | 1/15/49 | 9,075 | 8,738 | ||
Air Lease Corp. | 3.875% | 7/3/23 | 4,350 | 4,328 | ||
Air Lease Corp. | 3.000% | 9/15/23 | 3,825 | 3,767 | ||
3 | Air Lease Corp. | 4.250% | 2/1/24 | 10,350 | 10,237 | |
3 | Air Lease Corp. | 0.700% | 2/15/24 | 5,000 | 4,723 | |
Air Lease Corp. | 0.800% | 8/18/24 | 6,000 | 5,496 | ||
Air Lease Corp. | 4.250% | 9/15/24 | 600 | 589 | ||
3 | Air Lease Corp. | 2.300% | 2/1/25 | 4,500 | 4,207 | |
Air Lease Corp. | 3.250% | 3/1/25 | 11,202 | 10,699 | ||
Air Lease Corp. | 3.375% | 7/1/25 | 7,000 | 6,597 | ||
3 | Air Lease Corp. | 2.875% | 1/15/26 | 8,734 | 8,019 | |
3 | Air Lease Corp. | 3.750% | 6/1/26 | 2,680 | 2,523 | |
Air Lease Corp. | 1.875% | 8/15/26 | 10,000 | 8,656 | ||
Air Lease Corp. | 2.200% | 1/15/27 | 5,000 | 4,359 | ||
Air Lease Corp. | 3.625% | 4/1/27 | 6,569 | 6,076 | ||
Air Lease Corp. | 3.625% | 12/1/27 | 6,800 | 6,049 | ||
Air Lease Corp. | 2.100% | 9/1/28 | 5,000 | 4,055 | ||
Air Lease Corp. | 4.625% | 10/1/28 | 6,300 | 5,823 | ||
Air Lease Corp. | 3.250% | 10/1/29 | 4,265 | 3,553 | ||
3 | Air Lease Corp. | 3.000% | 2/1/30 | 10,300 | 8,361 | |
Air Lease Corp. | 3.125% | 12/1/30 | 5,000 | 4,075 | ||
Air Lease Corp. | 2.875% | 1/15/32 | 19,650 | 15,332 | ||
Aircastle Ltd. | 4.400% | 9/25/23 | 5,800 | 5,741 | ||
Aircastle Ltd. | 4.250% | 6/15/26 | 18,771 | 17,291 | ||
Alleghany Corp. | 4.900% | 9/15/44 | 4,575 | 4,350 | ||
Alleghany Corp. | 3.250% | 8/15/51 | 11,750 | 8,650 | ||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 5,400 | 5,291 | ||
Allstate Corp. | 0.750% | 12/15/25 | 4,000 | 3,597 | ||
Allstate Corp. | 3.280% | 12/15/26 | 7,950 | 7,815 | ||
Allstate Corp. | 1.450% | 12/15/30 | 14,000 | 11,111 | ||
Allstate Corp. | 5.350% | 6/1/33 | 1,700 | 1,799 | ||
Allstate Corp. | 5.550% | 5/9/35 | 975 | 1,056 | ||
Allstate Corp. | 5.950% | 4/1/36 | 925 | 1,025 | ||
Allstate Corp. | 4.500% | 6/15/43 | 5,950 | 5,582 | ||
Allstate Corp. | 4.200% | 12/15/46 | 2,265 | 2,061 | ||
Allstate Corp. | 3.850% | 8/10/49 | 16,280 | 13,948 | ||
3 | Allstate Corp. | 5.750% | 8/15/53 | 9,450 | 8,391 | |
3 | Allstate Corp. | 6.500% | 5/15/57 | 5,775 | 5,895 | |
Ally Financial Inc. | 1.450% | 10/2/23 | 30,020 | 29,037 | ||
Ally Financial Inc. | 3.875% | 5/21/24 | 19,700 | 19,496 | ||
Ally Financial Inc. | 5.125% | 9/30/24 | 18,218 | 18,413 | ||
Ally Financial Inc. | 4.625% | 3/30/25 | 2,075 | 2,062 | ||
Ally Financial Inc. | 4.750% | 6/9/27 | 5,000 | 4,802 | ||
3 | Ally Financial Inc. | 8.000% | 11/1/31 | 27,425 | 30,494 | |
Ally Financial Inc. | 8.000% | 11/1/31 | 2,250 | 2,442 | ||
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 5,361 | 5,276 | ||
American Express Co. | 2.650% | 12/2/22 | 12,750 | 12,742 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
American Express Co. | 3.700% | 8/3/23 | 13,100 | 13,148 | ||
American Express Co. | 0.750% | 11/3/23 | 9,000 | 8,715 | ||
American Express Co. | 3.400% | 2/22/24 | 10,000 | 9,978 | ||
American Express Co. | 2.500% | 7/30/24 | 8,300 | 8,090 | ||
American Express Co. | 3.000% | 10/30/24 | 37,849 | 37,154 | ||
American Express Co. | 3.625% | 12/5/24 | 19,560 | 19,457 | ||
American Express Co. | 2.250% | 3/4/25 | 6,800 | 6,548 | ||
American Express Co. | 4.200% | 11/6/25 | 11,265 | 11,442 | ||
American Express Co. | 3.125% | 5/20/26 | 9,338 | 9,072 | ||
American Express Co. | 1.650% | 11/4/26 | 9,600 | 8,701 | ||
American Express Co. | 2.550% | 3/4/27 | 31,536 | 29,396 | ||
American Express Co. | 3.300% | 5/3/27 | 4,975 | 4,787 | ||
American Express Co. | 4.050% | 12/3/42 | 11,223 | 10,237 | ||
American Financial Group Inc. | 5.250% | 4/2/30 | 4,396 | 4,390 | ||
American Financial Group Inc. | 4.500% | 6/15/47 | 6,893 | 5,781 | ||
American International Group Inc. | 4.125% | 2/15/24 | 1,563 | 1,574 | ||
American International Group Inc. | 2.500% | 6/30/25 | 31,682 | 30,232 | ||
American International Group Inc. | 3.750% | 7/10/25 | 6,888 | 6,801 | ||
American International Group Inc. | 3.900% | 4/1/26 | 10,473 | 10,251 | ||
American International Group Inc. | 4.200% | 4/1/28 | 6,915 | 6,798 | ||
American International Group Inc. | 4.250% | 3/15/29 | 2,397 | 2,329 | ||
American International Group Inc. | 3.400% | 6/30/30 | 12,000 | 11,011 | ||
American International Group Inc. | 4.700% | 7/10/35 | 2,706 | 2,647 | ||
American International Group Inc. | 6.250% | 5/1/36 | 15,405 | 17,332 | ||
American International Group Inc. | 4.500% | 7/16/44 | 4,106 | 3,682 | ||
American International Group Inc. | 4.800% | 7/10/45 | 10,577 | 9,840 | ||
American International Group Inc. | 4.750% | 4/1/48 | 2,629 | 2,461 | ||
3 | American International Group Inc. | 5.750% | 4/1/48 | 7,950 | 7,136 | |
American International Group Inc. | 4.375% | 6/30/50 | 3,645 | 3,226 | ||
American International Group Inc. | 4.375% | 1/15/55 | 6,207 | 5,393 | ||
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 12,169 | 12,243 | ||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 4,500 | 4,498 | ||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 700 | 684 | ||
Ameriprise Financial Inc. | 2.875% | 9/15/26 | 16,275 | 15,547 | ||
Ameriprise Financial Inc. | 4.500% | 5/13/32 | 3,000 | 2,948 | ||
3 | Andrew W Mellon Foundation | 0.947% | 8/1/27 | 2,500 | 2,188 | |
3 | Aon Corp. | 8.205% | 1/1/27 | 3,000 | 3,196 | |
Aon Corp. | 2.850% | 5/28/27 | 1,365 | 1,280 | ||
Aon Corp. | 4.500% | 12/15/28 | 10,500 | 10,334 | ||
Aon Corp. | 3.750% | 5/2/29 | 1,280 | 1,209 | ||
Aon Corp. | 2.800% | 5/15/30 | 16,672 | 14,591 | ||
Aon Corp. | 2.600% | 12/2/31 | 3,000 | 2,529 | ||
Aon Corp. | 6.250% | 9/30/40 | 4,650 | 5,155 | ||
Aon Corp. | 2.900% | 8/23/51 | 7,500 | 5,225 | ||
Aon Corp. | 3.900% | 2/28/52 | 600 | 493 | ||
Aon Global Ltd. | 4.000% | 11/27/23 | 2,675 | 2,686 | ||
Aon Global Ltd. | 3.500% | 6/14/24 | 10,100 | 10,034 | ||
Aon Global Ltd. | 3.875% | 12/15/25 | 5,774 | 5,711 | ||
Aon Global Ltd. | 4.600% | 6/14/44 | 8,451 | 7,588 | ||
Aon Global Ltd. | 4.750% | 5/15/45 | 1,104 | 1,028 | ||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 4,725 | 4,644 | ||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 3,225 | 3,030 | ||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 1,100 | 1,320 | ||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 8,110 | 6,285 | ||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 9,837 | 9,545 | ||
Ares Capital Corp. | 4.200% | 6/10/24 | 6,610 | 6,485 | ||
Ares Capital Corp. | 4.250% | 3/1/25 | 1,554 | 1,485 | ||
Ares Capital Corp. | 3.250% | 7/15/25 | 23,468 | 21,707 | ||
Ares Capital Corp. | 3.875% | 1/15/26 | 5,300 | 4,889 | ||
Ares Capital Corp. | 2.150% | 7/15/26 | 6,000 | 5,043 | ||
Ares Capital Corp. | 2.875% | 6/15/27 | 11,278 | 9,421 | ||
Ares Capital Corp. | 3.200% | 11/15/31 | 8,700 | 6,315 | ||
Arthur J Gallagher & Co. | 2.400% | 11/9/31 | 6,000 | 4,910 | ||
Arthur J Gallagher & Co. | 3.500% | 5/20/51 | 10,000 | 7,640 | ||
Arthur J Gallagher & Co. | 3.050% | 3/9/52 | 2,000 | 1,385 | ||
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 11,780 | 11,887 | ||
Associated Banc-Corp | 4.250% | 1/15/25 | 500 | 495 | ||
Assurant Inc. | 4.200% | 9/27/23 | 1,126 | 1,133 | ||
Assurant Inc. | 4.900% | 3/27/28 | 1,600 | 1,586 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Assurant Inc. | 3.700% | 2/22/30 | 1,300 | 1,153 | ||
Assurant Inc. | 6.750% | 2/15/34 | 917 | 1,000 | ||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 2,938 | 2,992 | ||
Assured Guaranty US Holdings Inc. | 3.150% | 6/15/31 | 2,000 | 1,735 | ||
Assured Guaranty US Holdings Inc. | 3.600% | 9/15/51 | 2,000 | 1,506 | ||
Athene Holding Ltd. | 4.125% | 1/12/28 | 12,525 | 11,677 | ||
Athene Holding Ltd. | 6.150% | 4/3/30 | 11,425 | 11,408 | ||
Athene Holding Ltd. | 3.500% | 1/15/31 | 21,558 | 18,244 | ||
Athene Holding Ltd. | 3.950% | 5/25/51 | 14,500 | 10,689 | ||
Athene Holding Ltd. | 3.450% | 5/15/52 | 4,300 | 2,960 | ||
3 | Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 1,197 | 1,193 | |
AXA SA | 8.600% | 12/15/30 | 15,320 | 18,144 | ||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 2,600 | 2,432 | ||
3 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 2,930 | 2,503 | |
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 10,000 | 9,675 | ||
Bain Capital Specialty Finance Inc. | 2.950% | 3/10/26 | 3,000 | 2,681 | ||
Bain Capital Specialty Finance Inc. | 2.550% | 10/13/26 | 3,000 | 2,574 | ||
Banco Santander SA | 2.706% | 6/27/24 | 4,393 | 4,293 | ||
Banco Santander SA | 2.746% | 5/28/25 | 5,000 | 4,743 | ||
Banco Santander SA | 5.179% | 11/19/25 | 12,510 | 12,544 | ||
Banco Santander SA | 1.849% | 3/25/26 | 27,116 | 24,396 | ||
Banco Santander SA | 4.250% | 4/11/27 | 18,975 | 18,310 | ||
Banco Santander SA | 3.800% | 2/23/28 | 9,800 | 9,177 | ||
Banco Santander SA | 4.379% | 4/12/28 | 7,800 | 7,505 | ||
Banco Santander SA | 3.490% | 5/28/30 | 6,000 | 5,310 | ||
Banco Santander SA | 2.749% | 12/3/30 | 15,000 | 11,914 | ||
Banco Santander SA | 2.958% | 3/25/31 | 17,900 | 15,006 | ||
Bank of America Corp. | 4.100% | 7/24/23 | 22,253 | 22,464 | ||
3 | Bank of America Corp. | 3.004% | 12/20/23 | 110,081 | 109,695 | |
3 | Bank of America Corp. | 4.125% | 1/22/24 | 2,000 | 2,023 | |
3 | Bank of America Corp. | 3.550% | 3/5/24 | 63,855 | 63,698 | |
3 | Bank of America Corp. | 4.000% | 4/1/24 | 2,000 | 2,017 | |
3 | Bank of America Corp. | 3.864% | 7/23/24 | 43,445 | 43,252 | |
3 | Bank of America Corp. | 4.200% | 8/26/24 | 45,489 | 45,590 | |
3 | Bank of America Corp. | 0.810% | 10/24/24 | 50,901 | 48,572 | |
3 | Bank of America Corp. | 4.000% | 1/22/25 | 50,180 | 49,970 | |
3 | Bank of America Corp. | 3.458% | 3/15/25 | 20,250 | 19,992 | |
3 | Bank of America Corp. | 3.950% | 4/21/25 | 32,350 | 31,973 | |
Bank of America Corp. | 0.976% | 4/22/25 | 50,000 | 47,036 | ||
Bank of America Corp. | 3.841% | 4/25/25 | 20,200 | 20,141 | ||
3 | Bank of America Corp. | 3.875% | 8/1/25 | 13,623 | 13,578 | |
3 | Bank of America Corp. | 3.093% | 10/1/25 | 30,925 | 29,988 | |
3 | Bank of America Corp. | 2.456% | 10/22/25 | 11,675 | 11,135 | |
3 | Bank of America Corp. | 1.530% | 12/6/25 | 12,835 | 11,944 | |
3 | Bank of America Corp. | 3.366% | 1/23/26 | 37,994 | 36,790 | |
3 | Bank of America Corp. | 2.015% | 2/13/26 | 2,355 | 2,203 | |
3 | Bank of America Corp. | 4.450% | 3/3/26 | 22,051 | 21,992 | |
3 | Bank of America Corp. | 3.384% | 4/2/26 | 31,414 | 30,451 | |
3 | Bank of America Corp. | 3.500% | 4/19/26 | 28,565 | 27,844 | |
3 | Bank of America Corp. | 1.319% | 6/19/26 | 17,500 | 15,919 | |
3 | Bank of America Corp. | 4.250% | 10/22/26 | 14,515 | 14,318 | |
3 | Bank of America Corp. | 1.197% | 10/24/26 | 15,000 | 13,443 | |
3 | Bank of America Corp. | 1.658% | 3/11/27 | 15,000 | 13,485 | |
3 | Bank of America Corp. | 3.559% | 4/23/27 | 49,330 | 47,312 | |
Bank of America Corp. | 1.734% | 7/22/27 | 51,550 | 45,943 | ||
3 | Bank of America Corp. | 3.248% | 10/21/27 | 53,700 | 50,656 | |
3 | Bank of America Corp. | 4.183% | 11/25/27 | 5,000 | 4,865 | |
3 | Bank of America Corp. | 3.824% | 1/20/28 | 30,992 | 29,716 | |
3 | Bank of America Corp. | 3.705% | 4/24/28 | 25,875 | 24,649 | |
Bank of America Corp. | 4.376% | 4/27/28 | 20,050 | 19,756 | ||
3 | Bank of America Corp. | 3.593% | 7/21/28 | 47,625 | 44,950 | |
3 | Bank of America Corp. | 3.419% | 12/20/28 | 100,985 | 94,063 | |
3 | Bank of America Corp. | 3.970% | 3/5/29 | 10,000 | 9,542 | |
3 | Bank of America Corp. | 2.087% | 6/14/29 | 25,000 | 21,409 | |
3 | Bank of America Corp. | 4.271% | 7/23/29 | 40,000 | 38,467 | |
3 | Bank of America Corp. | 3.974% | 2/7/30 | 10,000 | 9,395 | |
3 | Bank of America Corp. | 3.194% | 7/23/30 | 2,865 | 2,563 | |
3 | Bank of America Corp. | 2.884% | 10/22/30 | 38,825 | 33,959 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Bank of America Corp. | 2.496% | 2/13/31 | 5,955 | 5,040 | |
3 | Bank of America Corp. | 2.592% | 4/29/31 | 63,048 | 53,473 | |
3 | Bank of America Corp. | 1.898% | 7/23/31 | 20,800 | 16,642 | |
3 | Bank of America Corp. | 1.922% | 10/24/31 | 45,000 | 35,865 | |
3 | Bank of America Corp. | 2.651% | 3/11/32 | 13,300 | 11,166 | |
Bank of America Corp. | 2.687% | 4/22/32 | 112,675 | 94,678 | ||
Bank of America Corp. | 2.299% | 7/21/32 | 34,000 | 27,482 | ||
Bank of America Corp. | 2.572% | 10/20/32 | 26,399 | 21,783 | ||
Bank of America Corp. | 2.972% | 2/4/33 | 40,000 | 34,095 | ||
Bank of America Corp. | 4.571% | 4/27/33 | 20,050 | 19,513 | ||
Bank of America Corp. | 2.482% | 9/21/36 | 21,340 | 16,595 | ||
Bank of America Corp. | 6.110% | 1/29/37 | 22,087 | 23,934 | ||
Bank of America Corp. | 3.846% | 3/8/37 | 22,155 | 19,188 | ||
3 | Bank of America Corp. | 4.244% | 4/24/38 | 27,181 | 25,016 | |
Bank of America Corp. | 7.750% | 5/14/38 | 13,175 | 16,275 | ||
3 | Bank of America Corp. | 4.078% | 4/23/40 | 23,405 | 20,572 | |
3 | Bank of America Corp. | 2.676% | 6/19/41 | 58,925 | 42,525 | |
3 | Bank of America Corp. | 5.875% | 2/7/42 | 5,235 | 5,650 | |
Bank of America Corp. | 3.311% | 4/22/42 | 43,400 | 34,085 | ||
3 | Bank of America Corp. | 5.000% | 1/21/44 | 25,437 | 24,839 | |
3 | Bank of America Corp. | 4.875% | 4/1/44 | 7,682 | 7,390 | |
3 | Bank of America Corp. | 4.750% | 4/21/45 | 4,425 | 4,002 | |
3 | Bank of America Corp. | 4.443% | 1/20/48 | 10,998 | 10,021 | |
3 | Bank of America Corp. | 3.946% | 1/23/49 | 17,575 | 15,003 | |
3 | Bank of America Corp. | 4.330% | 3/15/50 | 2,600 | 2,337 | |
3 | Bank of America Corp. | 4.083% | 3/20/51 | 94,135 | 81,044 | |
3 | Bank of America Corp. | 2.831% | 10/24/51 | 75 | 52 | |
3 | Bank of America Corp. | 3.483% | 3/13/52 | 600 | 471 | |
Bank of America Corp. | 2.972% | 7/21/52 | 31,750 | 22,637 | ||
3 | Bank of America NA | 6.000% | 10/15/36 | 7,400 | 8,121 | |
Bank of Montreal | 0.450% | 12/8/23 | 9,050 | 8,683 | ||
3 | Bank of Montreal | 3.300% | 2/5/24 | 8,220 | 8,202 | |
3 | Bank of Montreal | 2.150% | 3/8/24 | 7,900 | 7,731 | |
3 | Bank of Montreal | 2.500% | 6/28/24 | 8,700 | 8,498 | |
3 | Bank of Montreal | 0.625% | 7/9/24 | 20,000 | 18,816 | |
3 | Bank of Montreal | 1.500% | 1/10/25 | 10,700 | 10,095 | |
3 | Bank of Montreal | 1.850% | 5/1/25 | 24,110 | 22,808 | |
3 | Bank of Montreal | 3.700% | 6/7/25 | 6,100 | 6,045 | |
3 | Bank of Montreal | 2.650% | 3/8/27 | 10,825 | 10,040 | |
3 | Bank of Montreal | 4.338% | 10/5/28 | 3,850 | 3,846 | |
3 | Bank of Montreal | 3.803% | 12/15/32 | 18,390 | 17,076 | |
3 | Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 8,000 | 8,024 | |
3 | Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 8,000 | 7,915 | |
3 | Bank of New York Mellon Corp. | 3.650% | 2/4/24 | 5,100 | 5,118 | |
Bank of New York Mellon Corp. | 3.400% | 5/15/24 | 2,875 | 2,871 | ||
3 | Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 12,422 | 12,332 | |
3 | Bank of New York Mellon Corp. | 2.100% | 10/24/24 | 2,000 | 1,936 | |
3 | Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 4,702 | 4,612 | |
3 | Bank of New York Mellon Corp. | 1.600% | 4/24/25 | 3,584 | 3,372 | |
3 | Bank of New York Mellon Corp. | 3.950% | 11/18/25 | 422 | 423 | |
3 | Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 9,358 | 9,015 | |
3 | Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 8,315 | 7,858 | |
Bank of New York Mellon Corp. | 2.050% | 1/26/27 | 3,400 | 3,126 | ||
3 | Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 15,989 | 15,518 | |
3 | Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 6,200 | 5,935 | |
3 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 6,975 | 6,740 | |
3 | Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 3,700 | 3,380 | |
3 | Bank of New York Mellon Corp. | 1.650% | 1/28/31 | 3,113 | 2,518 | |
Bank of New York Mellon Corp. | 2.500% | 1/26/32 | 3,600 | 3,072 | ||
Bank of Nova Scotia | 2.000% | 11/15/22 | 3,750 | 3,741 | ||
Bank of Nova Scotia | 1.625% | 5/1/23 | 2,000 | 1,974 | ||
Bank of Nova Scotia | 0.400% | 9/15/23 | 10,000 | 9,660 | ||
Bank of Nova Scotia | 0.700% | 4/15/24 | 10,300 | 9,765 | ||
Bank of Nova Scotia | 1.450% | 1/10/25 | 3,380 | 3,194 | ||
Bank of Nova Scotia | 2.200% | 2/3/25 | 35,680 | 34,176 | ||
Bank of Nova Scotia | 3.450% | 4/11/25 | 9,890 | 9,757 | ||
Bank of Nova Scotia | 1.300% | 6/11/25 | 26,000 | 24,139 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 19,100 | 19,123 | ||
Bank of Nova Scotia | 1.050% | 3/2/26 | 10,000 | 8,934 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Bank of Nova Scotia | 2.700% | 8/3/26 | 28,496 | 26,901 | ||
Bank of Nova Scotia | 1.300% | 9/15/26 | 10,000 | 8,874 | ||
Bank of Nova Scotia | 1.950% | 2/2/27 | 2,000 | 1,808 | ||
Bank of Nova Scotia | 2.450% | 2/2/32 | 5,650 | 4,692 | ||
Bank of Nova Scotia | 4.588% | 5/4/37 | 10,500 | 9,654 | ||
Bank One Michigan | 8.250% | 11/1/24 | 6,000 | 6,501 | ||
BankUnited Inc. | 4.875% | 11/17/25 | 1,284 | 1,293 | ||
BankUnited Inc. | 5.125% | 6/11/30 | 5,000 | 4,781 | ||
3 | Barclays plc | 4.338% | 5/16/24 | 14,800 | 14,811 | |
Barclays plc | 1.007% | 12/10/24 | 16,400 | 15,565 | ||
Barclays plc | 3.650% | 3/16/25 | 15,176 | 14,858 | ||
3 | Barclays plc | 3.932% | 5/7/25 | 47,460 | 46,728 | |
Barclays plc | 4.375% | 1/12/26 | 17,200 | 16,993 | ||
3 | Barclays plc | 2.852% | 5/7/26 | 15,950 | 15,065 | |
Barclays plc | 5.200% | 5/12/26 | 19,105 | 19,047 | ||
Barclays plc | 2.279% | 11/24/27 | 23,530 | 20,876 | ||
Barclays plc | 4.337% | 1/10/28 | 13,206 | 12,628 | ||
Barclays plc | 4.836% | 5/9/28 | 26,410 | 25,423 | ||
3 | Barclays plc | 4.972% | 5/16/29 | 14,400 | 14,132 | |
3 | Barclays plc | 5.088% | 6/20/30 | 10,530 | 9,973 | |
Barclays plc | 2.645% | 6/24/31 | 34,800 | 28,885 | ||
Barclays plc | 2.667% | 3/10/32 | 14,250 | 11,492 | ||
Barclays plc | 2.894% | 11/24/32 | 23,935 | 19,260 | ||
Barclays plc | 3.564% | 9/23/35 | 24,475 | 20,178 | ||
Barclays plc | 3.811% | 3/10/42 | 4,600 | 3,494 | ||
Barclays plc | 3.330% | 11/24/42 | 11,000 | 8,209 | ||
Barclays plc | 5.250% | 8/17/45 | 9,000 | 8,698 | ||
Barclays plc | 4.950% | 1/10/47 | 13,800 | 13,080 | ||
Berkshire Hathaway Finance Corp. | 2.300% | 3/15/27 | 5,000 | 4,725 | ||
Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | 2,000 | 1,710 | ||
Berkshire Hathaway Finance Corp. | 1.450% | 10/15/30 | 5,000 | 4,061 | ||
Berkshire Hathaway Finance Corp. | 2.875% | 3/15/32 | 12,000 | 10,761 | ||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 4,325 | 4,095 | ||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 12,729 | 11,908 | ||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 25,450 | 23,362 | ||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 18,730 | 17,319 | ||
Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | 24,825 | 17,909 | ||
Berkshire Hathaway Finance Corp. | 2.500% | 1/15/51 | 10,000 | 6,785 | ||
Berkshire Hathaway Finance Corp. | 3.850% | 3/15/52 | 27,050 | 23,150 | ||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 46,785 | 45,948 | ||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 2,765 | 2,641 | ||
BGC Partners Inc. | 3.750% | 10/1/24 | 3,376 | 3,289 | ||
BGC Partners Inc. | 4.375% | 12/15/25 | 7,500 | 7,283 | ||
BlackRock Inc. | 3.500% | 3/18/24 | 7,650 | 7,685 | ||
BlackRock Inc. | 3.200% | 3/15/27 | 6,000 | 5,888 | ||
BlackRock Inc. | 3.250% | 4/30/29 | 3,000 | 2,831 | ||
BlackRock Inc. | 2.400% | 4/30/30 | 11,000 | 9,628 | ||
BlackRock Inc. | 1.900% | 1/28/31 | 13,575 | 11,258 | ||
BlackRock Inc. | 2.100% | 2/25/32 | 15,500 | 12,798 | ||
7 | Blackstone Private Credit Fund | 2.350% | 11/22/24 | 3,600 | 3,299 | |
7 | Blackstone Private Credit Fund | 2.625% | 12/15/26 | 5,525 | 4,608 | |
7 | Blackstone Private Credit Fund | 3.250% | 3/15/27 | 5,000 | 4,244 | |
Blackstone Secured Lending Fund | 3.625% | 1/15/26 | 5,000 | 4,581 | ||
Blackstone Secured Lending Fund | 2.750% | 9/16/26 | 5,000 | 4,374 | ||
7 | Blackstone Secured Lending Fund | 2.850% | 9/30/28 | 1,075 | 862 | |
7 | BNP Paribas SA | 3.800% | 1/10/24 | 500 | 497 | |
3 | BNP Paribas SA | 4.250% | 10/15/24 | 1,330 | 1,326 | |
BPCE SA | 4.000% | 4/15/24 | 10,980 | 10,948 | ||
3 | BPCE SA | 3.375% | 12/2/26 | 4,001 | 3,827 | |
7 | BPCE SA | 3.250% | 1/11/28 | 275 | 255 | |
Brighthouse Financial Inc. | 5.625% | 5/15/30 | 5,000 | 4,860 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 7,415 | 5,906 | ||
Brighthouse Financial Inc. | 3.850% | 12/22/51 | 3,550 | 2,415 | ||
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 4,796 | 4,756 | ||
Brookfield Finance Inc. | 4.000% | 4/1/24 | 9,920 | 9,888 | ||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 1,015 | 999 | ||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 2,125 | 2,030 | ||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 18,625 | 18,405 | ||
Brookfield Finance Inc. | 4.350% | 4/15/30 | 920 | 878 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Brookfield Finance Inc. | 2.724% | 4/15/31 | 10,300 | 8,729 | ||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 6,350 | 5,576 | ||
Brookfield Finance Inc. | 3.500% | 3/30/51 | 2,825 | 2,052 | ||
Brookfield Finance LLC | 3.450% | 4/15/50 | 12,950 | 9,198 | ||
Brown & Brown Inc. | 4.200% | 9/15/24 | 3,555 | 3,553 | ||
Brown & Brown Inc. | 4.500% | 3/15/29 | 6,575 | 6,449 | ||
Brown & Brown Inc. | 2.375% | 3/15/31 | 7,603 | 6,023 | ||
Brown & Brown Inc. | 4.200% | 3/17/32 | 24,730 | 22,514 | ||
Brown & Brown Inc. | 4.950% | 3/17/52 | 6,855 | 6,014 | ||
Business Development Corp. of America | 3.250% | 3/30/26 | 3,000 | 2,671 | ||
3 | Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 10,401 | 10,410 | |
Canadian Imperial Bank of Commerce | 0.500% | 12/14/23 | 7,000 | 6,706 | ||
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 10,625 | 10,511 | ||
Canadian Imperial Bank of Commerce | 1.000% | 10/18/24 | 3,000 | 2,809 | ||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 5,445 | 5,226 | ||
Canadian Imperial Bank of Commerce | 3.300% | 4/7/25 | 48,695 | 47,795 | ||
Canadian Imperial Bank of Commerce | 0.950% | 10/23/25 | 2,500 | 2,266 | ||
Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | 15,000 | 13,387 | ||
Canadian Imperial Bank of Commerce | 3.450% | 4/7/27 | 17,545 | 16,831 | ||
Canadian Imperial Bank of Commerce | 3.600% | 4/7/32 | 43,470 | 39,473 | ||
Capital One Financial Corp. | 3.500% | 6/15/23 | 1,378 | 1,371 | ||
Capital One Financial Corp. | 3.900% | 1/29/24 | 4,000 | 4,001 | ||
Capital One Financial Corp. | 3.750% | 4/24/24 | 8,070 | 8,042 | ||
Capital One Financial Corp. | 3.300% | 10/30/24 | 29,194 | 28,521 | ||
Capital One Financial Corp. | 3.200% | 2/5/25 | 22,991 | 22,344 | ||
Capital One Financial Corp. | 4.250% | 4/30/25 | 1,530 | 1,528 | ||
Capital One Financial Corp. | 4.200% | 10/29/25 | 13,037 | 12,847 | ||
Capital One Financial Corp. | 2.636% | 3/3/26 | 20,000 | 18,886 | ||
Capital One Financial Corp. | 3.750% | 7/28/26 | 19,088 | 18,263 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 26,750 | 25,612 | ||
Capital One Financial Corp. | 3.650% | 5/11/27 | 18,040 | 17,194 | ||
Capital One Financial Corp. | 1.878% | 11/2/27 | 13,278 | 11,630 | ||
Capital One Financial Corp. | 3.800% | 1/31/28 | 20,375 | 19,211 | ||
Capital One Financial Corp. | 3.273% | 3/1/30 | 11,120 | 9,847 | ||
Capital One Financial Corp. | 2.359% | 7/29/32 | 4,000 | 3,045 | ||
Capital One Financial Corp. | 2.618% | 11/2/32 | 6,000 | 4,809 | ||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 4,910 | 4,796 | ||
Cboe Global Markets Inc. | 1.625% | 12/15/30 | 5,830 | 4,674 | ||
Charles Schwab Corp. | 3.225% | 9/1/22 | 4,464 | 4,469 | ||
Charles Schwab Corp. | 3.550% | 2/1/24 | 10,180 | 10,187 | ||
Charles Schwab Corp. | 0.750% | 3/18/24 | 5,000 | 4,795 | ||
Charles Schwab Corp. | 3.000% | 3/10/25 | 6,000 | 5,909 | ||
Charles Schwab Corp. | 4.200% | 3/24/25 | 5,000 | 5,072 | ||
Charles Schwab Corp. | 3.625% | 4/1/25 | 6,231 | 6,218 | ||
Charles Schwab Corp. | 3.850% | 5/21/25 | 2,000 | 2,007 | ||
Charles Schwab Corp. | 3.450% | 2/13/26 | 3,225 | 3,195 | ||
Charles Schwab Corp. | 0.900% | 3/11/26 | 16,475 | 14,806 | ||
Charles Schwab Corp. | 1.150% | 5/13/26 | 10,000 | 9,019 | ||
Charles Schwab Corp. | 3.200% | 3/2/27 | 3,500 | 3,385 | ||
Charles Schwab Corp. | 2.450% | 3/3/27 | 31,290 | 29,198 | ||
Charles Schwab Corp. | 3.300% | 4/1/27 | 13,850 | 13,439 | ||
Charles Schwab Corp. | 3.200% | 1/25/28 | 5,350 | 5,117 | ||
Charles Schwab Corp. | 2.000% | 3/20/28 | 10,000 | 8,931 | ||
Charles Schwab Corp. | 4.000% | 2/1/29 | 5,550 | 5,460 | ||
Charles Schwab Corp. | 3.250% | 5/22/29 | 5,990 | 5,574 | ||
Charles Schwab Corp. | 2.750% | 10/1/29 | 2,590 | 2,329 | ||
Charles Schwab Corp. | 4.625% | 3/22/30 | 30 | 30 | ||
Charles Schwab Corp. | 1.650% | 3/11/31 | 12,200 | 9,788 | ||
Charles Schwab Corp. | 2.300% | 5/13/31 | 16,000 | 13,531 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Charles Schwab Corp. | 1.950% | 12/1/31 | 13,985 | 11,333 | ||
Charles Schwab Corp. | 2.900% | 3/3/32 | 11,000 | 9,675 | ||
Chubb Corp. | 6.000% | 5/11/37 | 4,200 | 4,848 | ||
3 | Chubb Corp. | 6.500% | 5/15/38 | 9,705 | 11,390 | |
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 11,344 | 11,337 | ||
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 7,900 | 7,879 | ||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 7,654 | 7,513 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 30,696 | 30,014 | ||
Chubb INA Holdings Inc. | 1.375% | 9/15/30 | 19,400 | 15,507 | ||
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 1,810 | 2,147 | ||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 6,100 | 5,545 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 20,692 | 19,504 | ||
Chubb INA Holdings Inc. | 2.850% | 12/15/51 | 6,000 | 4,402 | ||
Chubb INA Holdings Inc. | 3.050% | 12/15/61 | 2,800 | 2,015 | ||
CI Financial Corp. | 3.200% | 12/17/30 | 11,880 | 9,248 | ||
CI Financial Corp. | 4.100% | 6/15/51 | 9,500 | 6,327 | ||
3 | Cincinnati Financial Corp. | 6.920% | 5/15/28 | 6,363 | 7,191 | |
Citigroup Inc. | 3.500% | 5/15/23 | 22,865 | 22,856 | ||
Citigroup Inc. | 3.875% | 10/25/23 | 41,844 | 42,259 | ||
3 | Citigroup Inc. | 1.678% | 5/15/24 | 5,750 | 5,639 | |
Citigroup Inc. | 3.750% | 6/16/24 | 2,400 | 2,413 | ||
Citigroup Inc. | 4.000% | 8/5/24 | 5,525 | 5,517 | ||
Citigroup Inc. | 0.776% | 10/30/24 | 17,000 | 16,219 | ||
Citigroup Inc. | 3.875% | 3/26/25 | 20,019 | 19,776 | ||
3 | Citigroup Inc. | 3.352% | 4/24/25 | 2,000 | 1,961 | |
Citigroup Inc. | 3.300% | 4/27/25 | 1,950 | 1,922 | ||
Citigroup Inc. | 0.981% | 5/1/25 | 15,000 | 14,054 | ||
Citigroup Inc. | 4.140% | 5/24/25 | 8,000 | 7,974 | ||
Citigroup Inc. | 4.400% | 6/10/25 | 45,215 | 45,186 | ||
Citigroup Inc. | 5.500% | 9/13/25 | 4,400 | 4,527 | ||
Citigroup Inc. | 1.281% | 11/3/25 | 5,000 | 4,646 | ||
Citigroup Inc. | 3.700% | 1/12/26 | 13,478 | 13,229 | ||
Citigroup Inc. | 2.014% | 1/25/26 | 25,100 | 23,535 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 37,650 | 37,730 | ||
Citigroup Inc. | 3.290% | 3/17/26 | 10,000 | 9,688 | ||
3 | Citigroup Inc. | 3.106% | 4/8/26 | 47,000 | 45,193 | |
Citigroup Inc. | 3.400% | 5/1/26 | 10,250 | 9,918 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 41,250 | 39,247 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 32,850 | 32,431 | ||
Citigroup Inc. | 1.122% | 1/28/27 | 18,425 | 16,273 | ||
Citigroup Inc. | 4.450% | 9/29/27 | 34,810 | 34,224 | ||
3 | Citigroup Inc. | 3.887% | 1/10/28 | 35,125 | 33,722 | |
Citigroup Inc. | 6.625% | 1/15/28 | 25 | 27 | ||
3 | Citigroup Inc. | 3.070% | 2/24/28 | 20,000 | 18,535 | |
Citigroup Inc. | 4.658% | 5/24/28 | 5,570 | 5,529 | ||
3 | Citigroup Inc. | 3.668% | 7/24/28 | 58,950 | 55,739 | |
Citigroup Inc. | 4.125% | 7/25/28 | 600 | 576 | ||
3 | Citigroup Inc. | 3.520% | 10/27/28 | 30,050 | 28,045 | |
3 | Citigroup Inc. | 3.980% | 3/20/30 | 8,075 | 7,556 | |
3 | Citigroup Inc. | 2.976% | 11/5/30 | 38,100 | 33,249 | |
3 | Citigroup Inc. | 2.666% | 1/29/31 | 3,680 | 3,125 | |
3 | Citigroup Inc. | 4.412% | 3/31/31 | 78,850 | 75,518 | |
3 | Citigroup Inc. | 2.572% | 6/3/31 | 5,000 | 4,206 | |
Citigroup Inc. | 6.625% | 6/15/32 | 3,535 | 3,865 | ||
Citigroup Inc. | 2.520% | 11/3/32 | 18,000 | 14,594 | ||
Citigroup Inc. | 3.057% | 1/25/33 | 35,100 | 29,814 | ||
Citigroup Inc. | 5.875% | 2/22/33 | 3,000 | 3,110 | ||
Citigroup Inc. | 3.785% | 3/17/33 | 20,000 | 18,061 | ||
Citigroup Inc. | 4.910% | 5/24/33 | 8,000 | 7,897 | ||
Citigroup Inc. | 6.000% | 10/31/33 | 6,135 | 6,444 | ||
Citigroup Inc. | 6.125% | 8/25/36 | 11,118 | 11,772 | ||
3 | Citigroup Inc. | 3.878% | 1/24/39 | 13,125 | 11,360 | |
Citigroup Inc. | 8.125% | 7/15/39 | 13,096 | 17,193 | ||
3 | Citigroup Inc. | 5.316% | 3/26/41 | 69,175 | 69,500 | |
Citigroup Inc. | 5.875% | 1/30/42 | 13,339 | 14,159 | ||
Citigroup Inc. | 2.904% | 11/3/42 | 2,290 | 1,669 | ||
Citigroup Inc. | 6.675% | 9/13/43 | 1,780 | 2,025 | ||
Citigroup Inc. | 4.950% | 11/7/43 | 8,250 | 7,170 | ||
Citigroup Inc. | 5.300% | 5/6/44 | 8,700 | 8,498 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Citigroup Inc. | 4.650% | 7/30/45 | 8,275 | 7,562 | ||
Citigroup Inc. | 4.750% | 5/18/46 | 4,658 | 4,185 | ||
3 | Citigroup Inc. | 4.281% | 4/24/48 | 2,125 | 1,898 | |
Citigroup Inc. | 4.650% | 7/23/48 | 9,785 | 9,103 | ||
3 | Citizens Bank NA | 3.750% | 2/18/26 | 11,241 | 11,028 | |
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 950 | 888 | ||
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 11,045 | 9,287 | ||
Citizens Financial Group Inc. | 3.250% | 4/30/30 | 7,000 | 6,215 | ||
Citizens Financial Group Inc. | 4.300% | 2/11/31 | 2,000 | 1,853 | ||
Citizens Financial Group Inc. | 2.638% | 9/30/32 | 8,000 | 6,379 | ||
CME Group Inc. | 3.750% | 6/15/28 | 2,671 | 2,634 | ||
CME Group Inc. | 5.300% | 9/15/43 | 7,840 | 8,497 | ||
CME Group Inc. | 4.150% | 6/15/48 | 9,762 | 9,351 | ||
CNA Financial Corp. | 3.950% | 5/15/24 | 7,955 | 7,949 | ||
CNA Financial Corp. | 4.500% | 3/1/26 | 2,650 | 2,655 | ||
CNA Financial Corp. | 3.450% | 8/15/27 | 5,000 | 4,729 | ||
CNA Financial Corp. | 3.900% | 5/1/29 | 11,450 | 10,764 | ||
CNA Financial Corp. | 2.050% | 8/15/30 | 2,445 | 1,968 | ||
CNO Financial Group Inc. | 5.250% | 5/30/25 | 2,000 | 2,029 | ||
CNO Financial Group Inc. | 5.250% | 5/30/29 | 4,500 | 4,348 | ||
3 | Comerica Bank | 4.000% | 7/27/25 | 3,332 | 3,284 | |
Comerica Inc. | 3.700% | 7/31/23 | 19,887 | 19,872 | ||
Comerica Inc. | 3.800% | 7/22/26 | 850 | 834 | ||
Comerica Inc. | 4.000% | 2/1/29 | 300 | 291 | ||
7 | Commonwealth Bank of Australia | 2.625% | 9/6/26 | 500 | 473 | |
Cooperatieve Rabobank UA | 0.375% | 1/12/24 | 26,450 | 25,228 | ||
Cooperatieve Rabobank UA | 1.375% | 1/10/25 | 4,000 | 3,767 | ||
3 | Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 12,076 | 11,897 | |
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 9,175 | 9,086 | ||
3 | Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 11,935 | 11,377 | |
3 | Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 663 | 717 | |
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 20,449 | 21,383 | ||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 29,173 | 28,753 | ||
7 | Corebridge Financial Inc. | 3.500% | 4/4/25 | 10,000 | 9,730 | |
7 | Corebridge Financial Inc. | 3.650% | 4/5/27 | 11,000 | 10,356 | |
7 | Corebridge Financial Inc. | 3.850% | 4/5/29 | 16,288 | 15,029 | |
7 | Corebridge Financial Inc. | 3.900% | 4/5/32 | 24,500 | 21,985 | |
7 | Corebridge Financial Inc. | 4.350% | 4/5/42 | 11,815 | 10,090 | |
7 | Corebridge Financial Inc. | 4.400% | 4/5/52 | 12,285 | 10,251 | |
Credit Suisse AG | 1.000% | 5/5/23 | 42,944 | 42,027 | ||
Credit Suisse AG | 0.495% | 2/2/24 | 2,500 | 2,355 | ||
3 | Credit Suisse AG | 3.625% | 9/9/24 | 7,847 | 7,702 | |
Credit Suisse AG | 3.700% | 2/21/25 | 25,000 | 24,474 | ||
Credit Suisse AG | 2.950% | 4/9/25 | 2,072 | 1,983 | ||
Credit Suisse AG | 1.250% | 8/7/26 | 5,000 | 4,372 | ||
Credit Suisse Group AG | 3.750% | 3/26/25 | 32,302 | 31,312 | ||
Credit Suisse Group AG | 4.550% | 4/17/26 | 27,406 | 26,762 | ||
7 | Credit Suisse Group AG | 4.282% | 1/9/28 | 5,700 | 5,333 | |
7 | Credit Suisse Group AG | 4.194% | 4/1/31 | 16,143 | 14,335 | |
Credit Suisse Group AG | 4.875% | 5/15/45 | 13,580 | 11,621 | ||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 4,791 | 5,355 | ||
3 | Deutsche Bank AG | 3.300% | 11/16/22 | 5,900 | 5,892 | |
3 | Deutsche Bank AG | 0.962% | 11/8/23 | 20,934 | 20,069 | |
3 | Deutsche Bank AG | 3.700% | 5/30/24 | 4,700 | 4,625 | |
3 | Deutsche Bank AG | 2.222% | 9/18/24 | 9,295 | 8,982 | |
Deutsche Bank AG | 1.447% | 4/1/25 | 3,550 | 3,320 | ||
3 | Deutsche Bank AG | 3.961% | 11/26/25 | 15,000 | 14,531 | |
3 | Deutsche Bank AG | 4.100% | 1/13/26 | 7,825 | 7,737 | |
Deutsche Bank AG | 1.686% | 3/19/26 | 10,000 | 8,970 | ||
Deutsche Bank AG | 2.129% | 11/24/26 | 10,500 | 9,333 | ||
Deutsche Bank AG | 2.311% | 11/16/27 | 19,792 | 17,074 | ||
3 | Deutsche Bank AG | 3.547% | 9/18/31 | 6,000 | 5,010 | |
3 | Discover Bank | 4.200% | 8/8/23 | 9,475 | 9,504 | |
Discover Bank | 2.450% | 9/12/24 | 11,400 | 10,944 | ||
3 | Discover Bank | 4.250% | 3/13/26 | 6,203 | 6,056 | |
3 | Discover Bank | 3.450% | 7/27/26 | 29,330 | 27,750 | |
3 | Discover Bank | 4.682% | 8/9/28 | 3,190 | 3,104 | |
3 | Discover Bank | 4.650% | 9/13/28 | 3,000 | 2,885 | |
3 | Discover Bank | 2.700% | 2/6/30 | 8,000 | 6,661 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Discover Financial Services | 3.850% | 11/21/22 | 5,630 | 5,647 | ||
Discover Financial Services | 3.950% | 11/6/24 | 15,810 | 15,605 | ||
Discover Financial Services | 3.750% | 3/4/25 | 12,486 | 12,300 | ||
Discover Financial Services | 4.500% | 1/30/26 | 18,350 | 18,000 | ||
Discover Financial Services | 4.100% | 2/9/27 | 15,300 | 14,651 | ||
Eaton Vance Corp. | 3.500% | 4/6/27 | 5,053 | 4,845 | ||
Enstar Group Ltd. | 4.950% | 6/1/29 | 7,960 | 7,613 | ||
Enstar Group Ltd. | 3.100% | 9/1/31 | 5,000 | 3,964 | ||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 1,860 | 2,052 | ||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 15,650 | 15,118 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 15,180 | 14,025 | ||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 3,225 | 3,011 | ||
Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 11,000 | 8,397 | ||
Everest Reinsurance Holdings Inc. | 3.125% | 10/15/52 | 11,000 | 7,664 | ||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 6,000 | 5,963 | ||
Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | 10,000 | 9,602 | ||
Fairfax Financial Holdings Ltd. | 3.375% | 3/3/31 | 5,000 | 4,326 | ||
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 4,311 | 3,778 | ||
Fidelity National Financial Inc. | 2.450% | 3/15/31 | 7,000 | 5,527 | ||
Fidelity National Financial Inc. | 3.200% | 9/17/51 | 10,000 | 6,360 | ||
Fifth Third Bancorp | 4.300% | 1/16/24 | 7,050 | 7,091 | ||
Fifth Third Bancorp | 3.650% | 1/25/24 | 13,138 | 13,085 | ||
Fifth Third Bancorp | 2.375% | 1/28/25 | 3,825 | 3,665 | ||
Fifth Third Bancorp | 2.550% | 5/5/27 | 2,208 | 2,026 | ||
Fifth Third Bancorp | 1.707% | 11/1/27 | 4,466 | 3,957 | ||
Fifth Third Bancorp | 3.950% | 3/14/28 | 9,400 | 9,133 | ||
Fifth Third Bancorp | 4.055% | 4/25/28 | 4,865 | 4,748 | ||
Fifth Third Bancorp | 4.337% | 4/25/33 | 5,300 | 5,042 | ||
Fifth Third Bancorp | 8.250% | 3/1/38 | 14,786 | 19,013 | ||
3 | Fifth Third Bank NA | 3.950% | 7/28/25 | 14,197 | 14,208 | |
3 | Fifth Third Bank NA | 3.850% | 3/15/26 | 22,432 | 21,973 | |
3 | Fifth Third Bank NA | 2.250% | 2/1/27 | 3,400 | 3,147 | |
First American Financial Corp. | 4.600% | 11/15/24 | 4,650 | 4,634 | ||
First American Financial Corp. | 4.000% | 5/15/30 | 3,130 | 2,805 | ||
First American Financial Corp. | 2.400% | 8/15/31 | 7,000 | 5,359 | ||
First Horizon Corp. | 4.000% | 5/26/25 | 3,000 | 2,943 | ||
3 | First Republic Bank | 4.375% | 8/1/46 | 1,725 | 1,546 | |
3 | First Republic Bank | 4.625% | 2/13/47 | 2,675 | 2,432 | |
First-Citizens Bank & Trust Co. | 6.125% | 3/9/28 | 1,845 | 1,915 | ||
Franklin Resources Inc. | 2.850% | 3/30/25 | 3,000 | 2,914 | ||
Franklin Resources Inc. | 1.600% | 10/30/30 | 6,000 | 4,711 | ||
Franklin Resources Inc. | 2.950% | 8/12/51 | 4,000 | 2,750 | ||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 4,375 | 4,296 | ||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 3,800 | 3,606 | ||
FS KKR Capital Corp. | 3.400% | 1/15/26 | 10,767 | 9,566 | ||
FS KKR Capital Corp. | 2.625% | 1/15/27 | 5,000 | 4,203 | ||
FS KKR Capital Corp. | 3.125% | 10/12/28 | 3,700 | 2,944 | ||
GATX Corp. | 3.250% | 3/30/25 | 2,300 | 2,238 | ||
GATX Corp. | 3.250% | 9/15/26 | 2,800 | 2,671 | ||
GATX Corp. | 3.850% | 3/30/27 | 4,885 | 4,728 | ||
GATX Corp. | 3.500% | 3/15/28 | 7,000 | 6,536 | ||
GATX Corp. | 4.550% | 11/7/28 | 2,585 | 2,529 | ||
GATX Corp. | 4.700% | 4/1/29 | 4,000 | 3,899 | ||
GATX Corp. | 4.000% | 6/30/30 | 13,315 | 12,295 | ||
GATX Corp. | 1.900% | 6/1/31 | 6,599 | 5,128 | ||
GATX Corp. | 3.500% | 6/1/32 | 975 | 854 | ||
GATX Corp. | 5.200% | 3/15/44 | 325 | 308 | ||
GATX Corp. | 4.500% | 3/30/45 | 2,175 | 1,815 | ||
GATX Corp. | 3.100% | 6/1/51 | 6,000 | 4,013 | ||
GE Capital Funding LLC | 3.450% | 5/15/25 | 17,350 | 17,037 | ||
GE Capital Funding LLC | 4.550% | 5/15/32 | 8,130 | 7,838 | ||
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 101,273 | 94,785 | ||
Globe Life Inc. | 4.550% | 9/15/28 | 3,200 | 3,150 | ||
Globe Life Inc. | 2.150% | 8/15/30 | 4,450 | 3,643 | ||
Goldman Sachs BDC Inc. | 3.750% | 2/10/25 | 165 | 160 | ||
Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | 4,801 | 4,333 | ||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 9,435 | 10,068 | ||
3 | Goldman Sachs Group Inc. | 0.627% | 11/17/23 | 9,250 | 9,117 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Goldman Sachs Group Inc. | 1.217% | 12/6/23 | 25,000 | 24,119 | ||
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 33,000 | 32,894 | ||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 29,950 | 30,033 | ||
Goldman Sachs Group Inc. | 3.000% | 3/15/24 | 44,084 | 43,523 | ||
3 | Goldman Sachs Group Inc. | 3.850% | 7/8/24 | 5,513 | 5,529 | |
3 | Goldman Sachs Group Inc. | 0.657% | 9/10/24 | 20,000 | 19,153 | |
Goldman Sachs Group Inc. | 0.925% | 10/21/24 | 45,300 | 43,373 | ||
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 19,600 | 19,375 | ||
Goldman Sachs Group Inc. | 1.757% | 1/24/25 | 29,700 | 28,579 | ||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 1,330 | 1,307 | ||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 9,456 | 9,351 | ||
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 4,388 | 4,361 | ||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 41,600 | 40,849 | ||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 53,115 | 51,041 | ||
3 | Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 20,000 | 17,778 | |
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 3,845 | 4,024 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 51,026 | 49,365 | ||
Goldman Sachs Group Inc. | 1.431% | 3/9/27 | 42,015 | 37,355 | ||
Goldman Sachs Group Inc. | 1.542% | 9/10/27 | 21,000 | 18,432 | ||
Goldman Sachs Group Inc. | 1.948% | 10/21/27 | 25,000 | 22,138 | ||
Goldman Sachs Group Inc. | 2.640% | 2/24/28 | 5,000 | 4,535 | ||
Goldman Sachs Group Inc. | 3.615% | 3/15/28 | 26,580 | 25,186 | ||
3 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 34,575 | 32,774 | |
3 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 41,494 | 39,123 | |
3 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 53,875 | 51,713 | |
Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 4,000 | 3,410 | ||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 37,960 | 35,165 | ||
Goldman Sachs Group Inc. | 1.992% | 1/27/32 | 26,275 | 20,776 | ||
Goldman Sachs Group Inc. | 2.615% | 4/22/32 | 68,291 | 56,659 | ||
Goldman Sachs Group Inc. | 2.383% | 7/21/32 | 16,745 | 13,553 | ||
Goldman Sachs Group Inc. | 2.650% | 10/21/32 | 63,190 | 52,092 | ||
Goldman Sachs Group Inc. | 3.102% | 2/24/33 | 49,350 | 42,202 | ||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 8,400 | 9,097 | ||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 46,135 | 51,108 | ||
3 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 57,447 | 50,173 | |
3 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 31,354 | 28,535 | |
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 8,856 | 9,800 | ||
Goldman Sachs Group Inc. | 3.210% | 4/22/42 | 24,440 | 18,648 | ||
Goldman Sachs Group Inc. | 3.436% | 2/24/43 | 10,000 | 7,867 | ||
3 | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 28,220 | 26,502 | |
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 30,892 | 29,397 | ||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 3,700 | 3,442 | ||
Golub Capital BDC Inc. | 3.375% | 4/15/24 | 6,290 | 6,070 | ||
Golub Capital BDC Inc. | 2.500% | 8/24/26 | 1,243 | 1,041 | ||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 3,120 | 3,102 | ||
Hanover Insurance Group Inc. | 2.500% | 9/1/30 | 7,610 | 6,361 | ||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 10,106 | 9,014 | ||
Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 120 | 131 | ||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 6,380 | 6,931 | ||
Hartford Financial Services Group Inc. | 6.625% | 4/15/42 | 1,793 | 2,005 | ||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 490 | 434 | ||
Hartford Financial Services Group Inc. | 4.400% | 3/15/48 | 5,070 | 4,575 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 12,000 | 9,532 | ||
Hartford Financial Services Group Inc. | 2.900% | 9/15/51 | 6,000 | 4,165 | ||
3 | HSBC Bank USA NA | 5.875% | 11/1/34 | 500 | 514 | |
3 | HSBC Bank USA NA | 7.000% | 1/15/39 | 7,726 | 9,110 | |
HSBC Holdings plc | 3.600% | 5/25/23 | 15,300 | 15,344 | ||
3 | HSBC Holdings plc | 3.033% | 11/22/23 | 4,000 | 3,988 | |
HSBC Holdings plc | 4.250% | 3/14/24 | 10,600 | 10,558 | ||
3 | HSBC Holdings plc | 3.950% | 5/18/24 | 59,700 | 59,455 | |
HSBC Holdings plc | 0.732% | 8/17/24 | 10,000 | 9,596 | ||
HSBC Holdings plc | 1.162% | 11/22/24 | 25,000 | 23,891 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | HSBC Holdings plc | 3.803% | 3/11/25 | 13,625 | 13,436 | |
HSBC Holdings plc | 0.976% | 5/24/25 | 20,000 | 18,660 | ||
HSBC Holdings plc | 4.250% | 8/18/25 | 2,500 | 2,465 | ||
3 | HSBC Holdings plc | 2.633% | 11/7/25 | 13,475 | 12,851 | |
HSBC Holdings plc | 4.180% | 12/9/25 | 7,000 | 6,890 | ||
HSBC Holdings plc | 4.300% | 3/8/26 | 32,820 | 32,498 | ||
HSBC Holdings plc | 2.999% | 3/10/26 | 23,489 | 22,412 | ||
3 | HSBC Holdings plc | 1.645% | 4/18/26 | 31,615 | 29,002 | |
HSBC Holdings plc | 3.900% | 5/25/26 | 68,300 | 66,861 | ||
3 | HSBC Holdings plc | 2.099% | 6/4/26 | 33,327 | 30,824 | |
3 | HSBC Holdings plc | 4.292% | 9/12/26 | 41,045 | 40,150 | |
HSBC Holdings plc | 4.375% | 11/23/26 | 23,330 | 22,848 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 25,000 | 21,981 | ||
HSBC Holdings plc | 2.251% | 11/22/27 | 30,440 | 27,121 | ||
3 | HSBC Holdings plc | 4.041% | 3/13/28 | 12,700 | 12,064 | |
HSBC Holdings plc | 4.755% | 6/9/28 | 7,000 | 6,806 | ||
3 | HSBC Holdings plc | 2.013% | 9/22/28 | 31,992 | 27,374 | |
3 | HSBC Holdings plc | 4.583% | 6/19/29 | 48,192 | 46,414 | |
HSBC Holdings plc | 2.206% | 8/17/29 | 31,700 | 26,625 | ||
HSBC Holdings plc | 4.950% | 3/31/30 | 35,005 | 34,565 | ||
3 | HSBC Holdings plc | 3.973% | 5/22/30 | 24,815 | 22,862 | |
3 | HSBC Holdings plc | 2.848% | 6/4/31 | 35,100 | 29,643 | |
3 | HSBC Holdings plc | 2.357% | 8/18/31 | 16,500 | 13,393 | |
3 | HSBC Holdings plc | 7.625% | 5/17/32 | 575 | 658 | |
HSBC Holdings plc | 2.804% | 5/24/32 | 27,900 | 22,905 | ||
HSBC Holdings plc | 2.871% | 11/22/32 | 40,145 | 32,884 | ||
3 | HSBC Holdings plc | 7.350% | 11/27/32 | 600 | 691 | |
HSBC Holdings plc | 4.762% | 3/29/33 | 18,700 | 17,272 | ||
HSBC Holdings plc | 6.500% | 5/2/36 | 15,575 | 16,581 | ||
HSBC Holdings plc | 6.500% | 9/15/37 | 27,201 | 29,118 | ||
HSBC Holdings plc | 6.800% | 6/1/38 | 5,908 | 6,413 | ||
HSBC Holdings plc | 6.100% | 1/14/42 | 5,325 | 5,888 | ||
HSBC Holdings plc | 5.250% | 3/14/44 | 30,738 | 28,608 | ||
HSBC USA Inc. | 3.500% | 6/23/24 | 11,475 | 11,401 | ||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 4,500 | 4,368 | ||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 16,518 | 16,442 | ||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 1,935 | 1,647 | ||
Huntington Bancshares Inc. | 5.023% | 5/17/33 | 4,650 | 4,604 | ||
Huntington Bancshares Inc. | 2.487% | 8/15/36 | 3,900 | 3,024 | ||
3 | Huntington National Bank | 3.550% | 10/6/23 | 5,700 | 5,695 | |
3 | Huntington National Bank | 4.270% | 11/25/26 | 3,375 | 3,317 | |
Huntington National Bank | 4.552% | 5/17/28 | 5,000 | 4,978 | ||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 9,212 | 9,136 | ||
ING Groep NV | 4.100% | 10/2/23 | 21,000 | 21,069 | ||
ING Groep NV | 3.550% | 4/9/24 | 7,200 | 7,141 | ||
ING Groep NV | 3.869% | 3/28/26 | 7,800 | 7,650 | ||
ING Groep NV | 3.950% | 3/29/27 | 10,500 | 10,127 | ||
ING Groep NV | 1.726% | 4/1/27 | 12,822 | 11,456 | ||
ING Groep NV | 4.017% | 3/28/28 | 10,470 | 9,991 | ||
ING Groep NV | 4.550% | 10/2/28 | 4,000 | 3,893 | ||
ING Groep NV | 4.050% | 4/9/29 | 3,655 | 3,431 | ||
ING Groep NV | 2.727% | 4/1/32 | 3,000 | 2,499 | ||
ING Groep NV | 4.252% | 3/28/33 | 10,000 | 9,314 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 13,115 | 13,009 | ||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 7,100 | 6,702 | ||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 4,375 | 4,204 | ||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 15,740 | 13,182 | ||
Intercontinental Exchange Inc. | 1.850% | 9/15/32 | 14,400 | 11,276 | ||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 13,000 | 9,516 | ||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 1,115 | 996 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 19,875 | 14,501 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 19,000 | 12,825 | ||
7 | Intesa Sanpaolo SpA | 4.700% | 9/23/49 | 2,000 | 1,647 | |
Invesco Finance plc | 4.000% | 1/30/24 | 14,250 | 14,260 | ||
Invesco Finance plc | 3.750% | 1/15/26 | 5,010 | 4,941 | ||
Invesco Finance plc | 5.375% | 11/30/43 | 7,125 | 7,132 | ||
7 | Jackson Financial Inc. | 1.125% | 11/22/23 | 1,000 | 962 | |
7 | Jackson Financial Inc. | 3.125% | 11/23/31 | 5,475 | 4,365 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Jackson Financial Inc. | 4.000% | 11/23/51 | 5,800 | 4,095 | |
Janus Henderson US Holdings Inc. | 4.875% | 8/1/25 | 2,689 | 2,707 | ||
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 7,200 | 7,274 | ||
Jefferies Group LLC | 4.850% | 1/15/27 | 11,425 | 11,365 | ||
Jefferies Group LLC | 6.450% | 6/8/27 | 1,235 | 1,319 | ||
Jefferies Group LLC | 4.150% | 1/23/30 | 13,010 | 11,642 | ||
Jefferies Group LLC | 2.750% | 10/15/32 | 4,000 | 3,035 | ||
Jefferies Group LLC | 6.250% | 1/15/36 | 3,055 | 3,016 | ||
Jefferies Group LLC | 6.500% | 1/20/43 | 4,305 | 4,299 | ||
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 6,000 | 5,996 | ||
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 6,066 | 6,075 | ||
3 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 24,450 | 23,841 | |
3 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 34,537 | 34,437 | |
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 43,814 | 43,732 | ||
3 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 38,170 | 38,045 | |
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 18,808 | 18,547 | ||
JPMorgan Chase & Co. | 0.563% | 2/16/25 | 17,785 | 16,767 | ||
3 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 50,010 | 49,133 | |
JPMorgan Chase & Co. | 0.824% | 6/1/25 | 34,700 | 32,465 | ||
JPMorgan Chase & Co. | 0.969% | 6/23/25 | 25,000 | 23,378 | ||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 25,341 | 25,457 | ||
JPMorgan Chase & Co. | 0.768% | 8/9/25 | 10,000 | 9,283 | ||
3 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 10,900 | 10,389 | |
JPMorgan Chase & Co. | 1.561% | 12/10/25 | 39,202 | 36,719 | ||
JPMorgan Chase & Co. | 2.595% | 2/24/26 | 25,000 | 23,801 | ||
3 | JPMorgan Chase & Co. | 2.005% | 3/13/26 | 30,000 | 28,089 | |
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 37,704 | 36,638 | ||
JPMorgan Chase & Co. | 4.080% | 4/26/26 | 30,555 | 30,274 | ||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 36,100 | 34,998 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 58,625 | 55,970 | ||
JPMorgan Chase & Co. | 7.625% | 10/15/26 | 875 | 988 | ||
JPMorgan Chase & Co. | 1.045% | 11/19/26 | 40,030 | 35,626 | ||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 28,750 | 28,539 | ||
3 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 6,929 | 6,779 | |
JPMorgan Chase & Co. | 1.040% | 2/4/27 | 16,810 | 14,858 | ||
JPMorgan Chase & Co. | 1.578% | 4/22/27 | 5,000 | 4,463 | ||
JPMorgan Chase & Co. | 8.000% | 4/29/27 | 2,500 | 2,869 | ||
JPMorgan Chase & Co. | 1.470% | 9/22/27 | 29,600 | 25,966 | ||
JPMorgan Chase & Co. | 4.250% | 10/1/27 | 11,592 | 11,479 | ||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 9,750 | 9,364 | ||
3 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 39,075 | 37,496 | |
JPMorgan Chase & Co. | 4.323% | 4/26/28 | 30,000 | 29,540 | ||
3 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 16,690 | 15,811 | |
3 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 25,100 | 22,353 | |
3 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 65,821 | 61,615 | |
3 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 53,930 | 51,707 | |
JPMorgan Chase & Co. | 2.069% | 6/1/29 | 28,160 | 24,216 | ||
3 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 23,425 | 22,590 | |
3 | JPMorgan Chase & Co. | 4.452% | 12/5/29 | 19,500 | 18,983 | |
3 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 21,864 | 20,361 | |
JPMorgan Chase & Co. | 4.565% | 6/14/30 | 15,600 | 15,338 | ||
3 | JPMorgan Chase & Co. | 8.750% | 9/1/30 | 240 | 294 | |
3 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 45,715 | 39,856 | |
3 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 72,947 | 71,242 | |
3 | JPMorgan Chase & Co. | 2.522% | 4/22/31 | 22,000 | 18,754 | |
3 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 30,000 | 25,962 | |
JPMorgan Chase & Co. | 1.764% | 11/19/31 | 16,730 | 13,243 | ||
JPMorgan Chase & Co. | 1.953% | 2/4/32 | 29,000 | 23,164 | ||
JPMorgan Chase & Co. | 2.580% | 4/22/32 | 43,354 | 36,504 | ||
JPMorgan Chase & Co. | 2.545% | 11/8/32 | 42,170 | 35,038 | ||
JPMorgan Chase & Co. | 2.963% | 1/25/33 | 13,270 | 11,394 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 12,465 | 14,179 | ||
3 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 37,770 | 33,311 | |
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 26,584 | 27,545 | ||
3 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 33,275 | 25,832 | |
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 500 | 525 | ||
JPMorgan Chase & Co. | 2.525% | 11/19/41 | 14,800 | 10,537 | ||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 3,575 | 3,667 | ||
JPMorgan Chase & Co. | 3.157% | 4/22/42 | 24,595 | 19,101 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 26,010 | 27,209 | ||
JPMorgan Chase & Co. | 4.850% | 2/1/44 | 3,500 | 3,427 | ||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 14,600 | 13,929 | ||
3 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 25,500 | 22,677 | |
3 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 4,000 | 3,451 | |
3 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 55,200 | 47,053 | |
3 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 11,870 | 10,009 | |
3 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 39,000 | 28,731 | |
JPMorgan Chase & Co. | 3.328% | 4/22/52 | 37,900 | 28,977 | ||
Kemper Corp. | 4.350% | 2/15/25 | 1,500 | 1,492 | ||
Kemper Corp. | 2.400% | 9/30/30 | 5,000 | 4,064 | ||
Kemper Corp. | 3.800% | 2/23/32 | 2,450 | 2,165 | ||
3 | KeyBank NA | 3.300% | 6/1/25 | 5,283 | 5,197 | |
3 | KeyBank NA | 3.400% | 5/20/26 | 2,895 | 2,776 | |
3 | KeyBank NA | 4.390% | 12/14/27 | 1,860 | 1,852 | |
3 | KeyBank NA | 6.950% | 2/1/28 | 500 | 549 | |
3 | KeyCorp | 4.150% | 10/29/25 | 6,750 | 6,723 | |
3 | KeyCorp | 4.100% | 4/30/28 | 18,000 | 17,355 | |
3 | KeyCorp | 2.550% | 10/1/29 | 6,400 | 5,525 | |
Lazard Group LLC | 3.750% | 2/13/25 | 100 | 98 | ||
Lazard Group LLC | 3.625% | 3/1/27 | 5,075 | 4,795 | ||
Lazard Group LLC | 4.500% | 9/19/28 | 9,350 | 8,968 | ||
Legg Mason Inc. | 4.750% | 3/15/26 | 4,501 | 4,607 | ||
Legg Mason Inc. | 5.625% | 1/15/44 | 5,486 | 5,623 | ||
Lincoln National Corp. | 4.000% | 9/1/23 | 3,200 | 3,222 | ||
Lincoln National Corp. | 3.625% | 12/12/26 | 10,150 | 9,832 | ||
Lincoln National Corp. | 3.800% | 3/1/28 | 9,750 | 9,328 | ||
Lincoln National Corp. | 3.050% | 1/15/30 | 9,625 | 8,399 | ||
Lincoln National Corp. | 3.400% | 1/15/31 | 4,217 | 3,755 | ||
Lincoln National Corp. | 6.300% | 10/9/37 | 4,150 | 4,491 | ||
Lincoln National Corp. | 7.000% | 6/15/40 | 1,070 | 1,217 | ||
Lincoln National Corp. | 4.350% | 3/1/48 | 4,100 | 3,474 | ||
Lincoln National Corp. | 4.375% | 6/15/50 | 2,267 | 1,942 | ||
Lloyds Banking Group plc | 4.050% | 8/16/23 | 34,800 | 34,909 | ||
3 | Lloyds Banking Group plc | 2.907% | 11/7/23 | 18,670 | 18,605 | |
Lloyds Banking Group plc | 3.900% | 3/12/24 | 28,500 | 28,434 | ||
Lloyds Banking Group plc | 0.695% | 5/11/24 | 8,000 | 7,768 | ||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 7,067 | 7,075 | ||
3 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 14,000 | 13,838 | |
Lloyds Banking Group plc | 4.582% | 12/10/25 | 24,433 | 23,984 | ||
3 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 19,785 | 18,743 | |
Lloyds Banking Group plc | 3.511% | 3/18/26 | 25,260 | 24,610 | ||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 25,864 | 25,384 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 9,750 | 9,413 | ||
Lloyds Banking Group plc | 1.627% | 5/11/27 | 10,000 | 8,894 | ||
Lloyds Banking Group plc | 3.750% | 3/18/28 | 22,588 | 21,482 | ||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 20,510 | 19,918 | ||
Lloyds Banking Group plc | 4.550% | 8/16/28 | 4,150 | 4,056 | ||
3 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 21,225 | 19,874 | |
Lloyds Banking Group plc | 5.300% | 12/1/45 | 11,574 | 10,735 | ||
Lloyds Banking Group plc | 3.369% | 12/14/46 | 10,460 | 7,448 | ||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 325 | 267 | ||
Loews Corp. | 3.200% | 5/15/30 | 6,500 | 5,912 | ||
Loews Corp. | 6.000% | 2/1/35 | 7,275 | 7,857 | ||
Loews Corp. | 4.125% | 5/15/43 | 4,315 | 3,697 | ||
M&T Bank Corp. | 3.650% | 12/6/22 | 5,695 | 5,701 | ||
M&T Bank Corp. | 3.550% | 7/26/23 | 4,500 | 4,487 | ||
M&T Bank Corp. | 4.000% | 7/15/24 | 3,000 | 2,980 | ||
Main Street Capital Corp. | 3.000% | 7/14/26 | 5,290 | 4,626 | ||
3 | Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 7,425 | 7,272 | |
3 | Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 7,000 | 6,631 | |
Manulife Financial Corp. | 4.150% | 3/4/26 | 8,850 | 8,779 | ||
Manulife Financial Corp. | 2.484% | 5/19/27 | 6,000 | 5,483 | ||
3 | Manulife Financial Corp. | 4.061% | 2/24/32 | 13,925 | 12,874 | |
Manulife Financial Corp. | 3.703% | 3/16/32 | 5,200 | 4,781 | ||
Manulife Financial Corp. | 5.375% | 3/4/46 | 8,075 | 8,637 | ||
Markel Corp. | 3.500% | 11/1/27 | 6,175 | 5,925 | ||
Markel Corp. | 3.350% | 9/17/29 | 2,555 | 2,343 | ||
Markel Corp. | 5.000% | 4/5/46 | 4,650 | 4,396 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Markel Corp. | 4.300% | 11/1/47 | 2,200 | 1,901 | ||
Markel Corp. | 5.000% | 5/20/49 | 5,941 | 5,619 | ||
Markel Corp. | 4.150% | 9/17/50 | 620 | 511 | ||
Markel Corp. | 3.450% | 5/7/52 | 7,400 | 5,538 | ||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 17,595 | 17,628 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 6/3/24 | 5,600 | 5,585 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 4,225 | 4,175 | ||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 5,150 | 5,100 | ||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 18,390 | 18,171 | ||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 13,910 | 11,743 | ||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 4,025 | 4,383 | ||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 18,400 | 17,970 | ||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 3,225 | 2,897 | ||
Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | 1,350 | 1,193 | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 11,924 | 11,817 | ||
Marsh & McLennan Cos. Inc. | 2.900% | 12/15/51 | 2,400 | 1,707 | ||
Mastercard Inc. | 3.375% | 4/1/24 | 13,395 | 13,415 | ||
Mastercard Inc. | 2.000% | 3/3/25 | 20,794 | 20,053 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 7,850 | 7,653 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 17,500 | 17,209 | ||
Mastercard Inc. | 3.500% | 2/26/28 | 3,720 | 3,667 | ||
Mastercard Inc. | 2.950% | 6/1/29 | 10,575 | 9,916 | ||
Mastercard Inc. | 3.350% | 3/26/30 | 16,000 | 15,267 | ||
Mastercard Inc. | 1.900% | 3/15/31 | 3,575 | 3,053 | ||
Mastercard Inc. | 2.000% | 11/18/31 | 8,000 | 6,760 | ||
Mastercard Inc. | 3.800% | 11/21/46 | 5,700 | 5,180 | ||
Mastercard Inc. | 3.950% | 2/26/48 | 5,110 | 4,722 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 8,030 | 7,110 | ||
Mastercard Inc. | 3.850% | 3/26/50 | 15,406 | 14,131 | ||
Mastercard Inc. | 2.950% | 3/15/51 | 7,000 | 5,438 | ||
Mercury General Corp. | 4.400% | 3/15/27 | 3,265 | 3,196 | ||
3 | MetLife Inc. | 4.368% | 9/15/23 | 3,275 | 3,314 | |
MetLife Inc. | 3.600% | 4/10/24 | 15,943 | 15,986 | ||
MetLife Inc. | 3.000% | 3/1/25 | 8,475 | 8,324 | ||
MetLife Inc. | 3.600% | 11/13/25 | 7,891 | 7,838 | ||
MetLife Inc. | 4.550% | 3/23/30 | 22,524 | 22,710 | ||
MetLife Inc. | 6.375% | 6/15/34 | 3,445 | 3,989 | ||
3 | MetLife Inc. | 6.400% | 12/15/36 | 16,231 | 16,369 | |
3 | MetLife Inc. | 10.750% | 8/1/39 | 500 | 659 | |
MetLife Inc. | 5.875% | 2/6/41 | 12,892 | 13,985 | ||
MetLife Inc. | 4.125% | 8/13/42 | 18,975 | 17,051 | ||
MetLife Inc. | 4.875% | 11/13/43 | 10,919 | 10,785 | ||
MetLife Inc. | 4.721% | 12/15/44 | 9,535 | 9,121 | ||
MetLife Inc. | 4.050% | 3/1/45 | 1,835 | 1,619 | ||
7 | Metropolitan Life Global Funding I | 3.450% | 12/18/26 | 1,080 | 1,043 | |
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 20,000 | 19,981 | ||
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 3,000 | 2,971 | ||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 28,300 | 28,097 | ||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 14,800 | 14,420 | ||
3 | Mitsubishi UFJ Financial Group Inc. | 0.848% | 9/15/24 | 15,000 | 14,449 | |
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 16,045 | 15,242 | ||
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 11,160 | 11,081 | ||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 500 | 460 | ||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 652 | 640 | ||
Mitsubishi UFJ Financial Group Inc. | 3.837% | 4/17/26 | 3,460 | 3,413 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 30,337 | 28,382 | ||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 8,619 | 8,340 | ||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 42,480 | 40,188 | ||
Mitsubishi UFJ Financial Group Inc. | 2.341% | 1/19/28 | 10,000 | 9,034 | ||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 18,650 | 17,996 | ||
Mitsubishi UFJ Financial Group Inc. | 4.080% | 4/19/28 | 21,700 | 21,127 | ||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 4,870 | 4,696 | ||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 10,000 | 9,415 | ||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 34,225 | 30,886 | ||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 13,855 | 11,887 | ||
Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 13,200 | 10,776 | ||
Mitsubishi UFJ Financial Group Inc. | 2.309% | 7/20/32 | 10,000 | 8,144 | ||
Mitsubishi UFJ Financial Group Inc. | 2.494% | 10/13/32 | 25,714 | 21,234 | ||
Mitsubishi UFJ Financial Group Inc. | 2.852% | 1/19/33 | 13,200 | 11,222 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Mitsubishi UFJ Financial Group Inc. | 4.315% | 4/19/33 | 18,000 | 17,309 | ||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 9,100 | 8,430 | ||
Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | 750 | 688 | ||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 16,450 | 14,296 | ||
3 | Mizuho Financial Group Inc. | 0.849% | 9/8/24 | 200 | 192 | |
3 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 4,506 | 4,496 | |
3 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 17,775 | 17,197 | |
3 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 4,275 | 4,099 | |
3 | Mizuho Financial Group Inc. | 2.226% | 5/25/26 | 5,586 | 5,227 | |
Mizuho Financial Group Inc. | 1.234% | 5/22/27 | 20,000 | 17,476 | ||
Mizuho Financial Group Inc. | 1.554% | 7/9/27 | 10,000 | 8,793 | ||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 14,250 | 13,633 | ||
3 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 5,600 | 5,389 | |
3 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 17,200 | 15,289 | |
3 | Mizuho Financial Group Inc. | 2.591% | 5/25/31 | 5,000 | 4,198 | |
3 | Mizuho Financial Group Inc. | 1.979% | 9/8/31 | 21,902 | 17,381 | |
Mizuho Financial Group Inc. | 2.172% | 5/22/32 | 20,460 | 16,267 | ||
Morgan Stanley | 4.875% | 11/1/22 | 16,525 | 16,668 | ||
3 | Morgan Stanley | 4.100% | 5/22/23 | 30,425 | 30,565 | |
3 | Morgan Stanley | 0.560% | 11/10/23 | 29,750 | 29,373 | |
3 | Morgan Stanley | 3.875% | 4/29/24 | 26,540 | 26,616 | |
3 | Morgan Stanley | 3.700% | 10/23/24 | 24,500 | 24,446 | |
3 | Morgan Stanley | 0.791% | 1/22/25 | 57,500 | 54,402 | |
Morgan Stanley | 0.790% | 5/30/25 | 12,315 | 11,474 | ||
3 | Morgan Stanley | 2.720% | 7/22/25 | 1,700 | 1,640 | |
3 | Morgan Stanley | 4.000% | 7/23/25 | 51,975 | 51,991 | |
3 | Morgan Stanley | 1.164% | 10/21/25 | 30,000 | 27,828 | |
Morgan Stanley | 5.000% | 11/24/25 | 50,940 | 51,832 | ||
3 | Morgan Stanley | 3.875% | 1/27/26 | 45,564 | 44,949 | |
3 | Morgan Stanley | 2.188% | 4/28/26 | 9,400 | 8,816 | |
3 | Morgan Stanley | 3.125% | 7/27/26 | 52,700 | 50,294 | |
3 | Morgan Stanley | 6.250% | 8/9/26 | 15,996 | 17,021 | |
3 | Morgan Stanley | 4.350% | 9/8/26 | 40,070 | 39,660 | |
Morgan Stanley | 0.985% | 12/10/26 | 12,225 | 10,835 | ||
Morgan Stanley | 3.625% | 1/20/27 | 27,278 | 26,474 | ||
Morgan Stanley | 3.950% | 4/23/27 | 8,255 | 8,002 | ||
Morgan Stanley | 1.593% | 5/4/27 | 22,265 | 19,860 | ||
3 | Morgan Stanley | 1.512% | 7/20/27 | 17,900 | 15,737 | |
Morgan Stanley | 2.475% | 1/21/28 | 20,000 | 18,191 | ||
3 | Morgan Stanley | 3.591% | 7/22/28 | 44,833 | 42,429 | |
3 | Morgan Stanley | 3.772% | 1/24/29 | 2,725 | 2,590 | |
3 | Morgan Stanley | 4.431% | 1/23/30 | 11,000 | 10,677 | |
3 | Morgan Stanley | 2.699% | 1/22/31 | 49,555 | 42,961 | |
3 | Morgan Stanley | 3.622% | 4/1/31 | 116,400 | 107,021 | |
3 | Morgan Stanley | 1.794% | 2/13/32 | 92,325 | 72,693 | |
Morgan Stanley | 7.250% | 4/1/32 | 8,000 | 9,440 | ||
3 | Morgan Stanley | 1.928% | 4/28/32 | 13,850 | 10,987 | |
3 | Morgan Stanley | 2.239% | 7/21/32 | 20,000 | 16,251 | |
3 | Morgan Stanley | 2.511% | 10/20/32 | 20,000 | 16,561 | |
Morgan Stanley | 2.943% | 1/21/33 | 17,950 | 15,388 | ||
Morgan Stanley | 2.484% | 9/16/36 | 30,000 | 23,068 | ||
Morgan Stanley | 5.297% | 4/20/37 | 10,000 | 9,701 | ||
3 | Morgan Stanley | 3.971% | 7/22/38 | 4,600 | 4,114 | |
3 | Morgan Stanley | 4.457% | 4/22/39 | 831 | 777 | |
Morgan Stanley | 3.217% | 4/22/42 | 13,000 | 10,197 | ||
Morgan Stanley | 6.375% | 7/24/42 | 29,625 | 33,949 | ||
Morgan Stanley | 4.300% | 1/27/45 | 37,144 | 33,408 | ||
Morgan Stanley | 4.375% | 1/22/47 | 225 | 204 | ||
3 | Morgan Stanley | 5.597% | 3/24/51 | 22,386 | 24,216 | |
3 | Morgan Stanley | 2.802% | 1/25/52 | 24,075 | 16,661 | |
Morgan Stanley Domestic Holdings Inc. | 3.800% | 8/24/27 | 5,250 | 5,055 | ||
Morgan Stanley Domestic Holdings Inc. | 4.500% | 6/20/28 | 3,630 | 3,615 | ||
3 | MUFG Union Bank NA | 2.100% | 12/9/22 | 19,290 | 19,205 | |
3 | Munich Re America Corp. | 7.450% | 12/15/26 | 4,533 | 5,104 | |
Nasdaq Inc. | 3.850% | 6/30/26 | 9,350 | 9,293 | ||
Nasdaq Inc. | 1.650% | 1/15/31 | 6,700 | 5,260 | ||
Nasdaq Inc. | 2.500% | 12/21/40 | 9,500 | 6,553 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Nasdaq Inc. | 3.250% | 4/28/50 | 3,288 | 2,398 | ||
Nasdaq Inc. | 3.950% | 3/7/52 | 3,350 | 2,757 | ||
National Australia Bank Ltd. | 1.875% | 12/13/22 | 4,816 | 4,793 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 3,350 | 3,292 | ||
3 | National Australia Bank Ltd. | 2.500% | 7/12/26 | 22,310 | 21,042 | |
3 | National Bank of Canada | 0.550% | 11/15/24 | 7,000 | 6,679 | |
7 | Nationwide Building Society | 3.900% | 7/21/25 | 2,000 | 1,983 | |
3 | Nationwide Financial Services Inc. | 6.750% | 5/15/37 | 750 | 759 | |
NatWest Group plc | 3.875% | 9/12/23 | 32,180 | 32,099 | ||
NatWest Group plc | 6.000% | 12/19/23 | 4,530 | 4,613 | ||
NatWest Group plc | 5.125% | 5/28/24 | 10,893 | 10,936 | ||
3 | NatWest Group plc | 4.519% | 6/25/24 | 22,000 | 21,902 | |
3 | NatWest Group plc | 4.269% | 3/22/25 | 16,500 | 16,327 | |
NatWest Group plc | 4.800% | 4/5/26 | 1,700 | 1,694 | ||
3 | NatWest Group plc | 3.073% | 5/22/28 | 37,279 | 33,896 | |
NatWest Group plc | 5.516% | 9/30/28 | 5,000 | 5,041 | ||
3 | NatWest Group plc | 4.892% | 5/18/29 | 15,800 | 15,316 | |
3 | NatWest Group plc | 3.754% | 11/1/29 | 2,825 | 2,711 | |
3 | NatWest Group plc | 5.076% | 1/27/30 | 30,500 | 29,874 | |
3 | NatWest Group plc | 4.445% | 5/8/30 | 2,155 | 2,035 | |
3 | NatWest Group plc | 3.032% | 11/28/35 | 5,000 | 4,028 | |
Nomura Holdings Inc. | 2.648% | 1/16/25 | 400 | 379 | ||
5 | Nomura Holdings Inc. | 5.099% | 7/3/25 | 5,000 | 5,022 | |
Nomura Holdings Inc. | 1.851% | 7/16/25 | 13,300 | 12,210 | ||
Nomura Holdings Inc. | 1.653% | 7/14/26 | 12,000 | 10,525 | ||
Nomura Holdings Inc. | 2.329% | 1/22/27 | 16,700 | 14,784 | ||
5 | Nomura Holdings Inc. | 5.386% | 7/6/27 | 10,000 | 10,002 | |
Nomura Holdings Inc. | 2.172% | 7/14/28 | 10,000 | 8,430 | ||
5 | Nomura Holdings Inc. | 5.605% | 7/6/29 | 10,000 | 10,004 | |
Nomura Holdings Inc. | 3.103% | 1/16/30 | 22,365 | 19,029 | ||
Nomura Holdings Inc. | 2.608% | 7/14/31 | 6,975 | 5,551 | ||
Northern Trust Corp. | 3.950% | 10/30/25 | 8,750 | 8,780 | ||
Northern Trust Corp. | 3.650% | 8/3/28 | 3,425 | 3,348 | ||
Northern Trust Corp. | 3.150% | 5/3/29 | 4,200 | 3,940 | ||
3 | Northern Trust Corp. | 3.375% | 5/8/32 | 4,950 | 4,668 | |
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 2,000 | 1,895 | ||
Oaktree Specialty Lending Corp. | 2.700% | 1/15/27 | 4,900 | 4,237 | ||
Old Republic International Corp. | 4.875% | 10/1/24 | 5,266 | 5,345 | ||
Old Republic International Corp. | 3.875% | 8/26/26 | 4,560 | 4,429 | ||
Old Republic International Corp. | 3.850% | 6/11/51 | 9,000 | 6,792 | ||
ORIX Corp. | 3.250% | 12/4/24 | 2,000 | 1,967 | ||
ORIX Corp. | 3.700% | 7/18/27 | 8,150 | 7,909 | ||
ORIX Corp. | 2.250% | 3/9/31 | 9,000 | 7,552 | ||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 1,000 | 996 | ||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 4,725 | 4,455 | ||
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 10,347 | 9,585 | ||
Owl Rock Capital Corp. | 4.250% | 1/15/26 | 6,816 | 6,276 | ||
Owl Rock Capital Corp. | 3.400% | 7/15/26 | 8,000 | 7,034 | ||
Owl Rock Capital Corp. | 2.625% | 1/15/27 | 9,900 | 8,236 | ||
Owl Rock Capital Corp. | 2.875% | 6/11/28 | 2,000 | 1,574 | ||
Owl Rock Technology Finance Corp. | 2.500% | 1/15/27 | 3,000 | 2,551 | ||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 4,600 | 4,379 | ||
PartnerRe Finance B LLC | 4.500% | 10/1/50 | 2,000 | 1,665 | ||
3 | PNC Bank NA | 2.700% | 11/1/22 | 16,088 | 16,081 | |
3 | PNC Bank NA | 3.300% | 10/30/24 | 3,850 | 3,817 | |
3 | PNC Bank NA | 2.950% | 2/23/25 | 5,750 | 5,604 | |
3 | PNC Bank NA | 3.250% | 6/1/25 | 14,133 | 13,926 | |
3 | PNC Bank NA | 4.200% | 11/1/25 | 9,374 | 9,363 | |
3 | PNC Bank NA | 3.100% | 10/25/27 | 275 | 261 | |
3 | PNC Bank NA | 3.250% | 1/22/28 | 10,775 | 10,269 | |
3 | PNC Bank NA | 4.050% | 7/26/28 | 13,750 | 13,307 | |
3 | PNC Bank NA | 2.700% | 10/22/29 | 9,500 | 8,272 | |
PNC Financial Services Group Inc. | 2.854% | 11/9/22 | 5,300 | 5,299 | ||
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 17,328 | 17,333 | ||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 21,223 | 21,306 | ||
PNC Financial Services Group Inc. | 2.600% | 7/23/26 | 10,000 | 9,463 | ||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 24,319 | 23,200 | ||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 13,400 | 12,525 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 16,955 | 14,747 | ||
PNC Financial Services Group Inc. | 2.307% | 4/23/32 | 12,800 | 10,708 | ||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 9,000 | 8,802 | ||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 18,485 | 17,541 | ||
Principal Financial Group Inc. | 3.700% | 5/15/29 | 3,000 | 2,815 | ||
Principal Financial Group Inc. | 2.125% | 6/15/30 | 6,000 | 4,948 | ||
Principal Financial Group Inc. | 6.050% | 10/15/36 | 425 | 475 | ||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 3,400 | 3,135 | ||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 4,960 | 4,429 | ||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 8,219 | 7,636 | ||
Progressive Corp. | 6.625% | 3/1/29 | 2,150 | 2,432 | ||
Progressive Corp. | 3.200% | 3/26/30 | 7,617 | 7,075 | ||
Progressive Corp. | 6.250% | 12/1/32 | 4,000 | 4,604 | ||
Progressive Corp. | 4.350% | 4/25/44 | 6,219 | 5,760 | ||
Progressive Corp. | 4.125% | 4/15/47 | 10,509 | 9,588 | ||
Progressive Corp. | 4.200% | 3/15/48 | 4,196 | 3,864 | ||
Progressive Corp. | 3.950% | 3/26/50 | 12,359 | 10,923 | ||
Progressive Corp. | 3.700% | 3/15/52 | 16,210 | 13,710 | ||
Prospect Capital Corp. | 5.875% | 3/15/23 | 98 | 98 | ||
Prospect Capital Corp. | 3.706% | 1/22/26 | 10,000 | 8,898 | ||
3 | Prudential Financial Inc. | 3.878% | 3/27/28 | 4,025 | 3,941 | |
3 | Prudential Financial Inc. | 2.100% | 3/10/30 | 2,000 | 1,703 | |
3 | Prudential Financial Inc. | 5.750% | 7/15/33 | 2,630 | 2,877 | |
3 | Prudential Financial Inc. | 5.700% | 12/14/36 | 4,720 | 5,153 | |
3 | Prudential Financial Inc. | 6.625% | 12/1/37 | 3,250 | 3,797 | |
3 | Prudential Financial Inc. | 3.000% | 3/10/40 | 5,830 | 4,718 | |
3 | Prudential Financial Inc. | 6.625% | 6/21/40 | 8,020 | 9,258 | |
3 | Prudential Financial Inc. | 6.200% | 11/15/40 | 1,065 | 1,146 | |
3 | Prudential Financial Inc. | 5.625% | 6/15/43 | 15,725 | 15,348 | |
3 | Prudential Financial Inc. | 5.100% | 8/15/43 | 2,775 | 2,669 | |
3 | Prudential Financial Inc. | 5.200% | 3/15/44 | 7,875 | 7,455 | |
3 | Prudential Financial Inc. | 4.600% | 5/15/44 | 5,600 | 5,311 | |
3 | Prudential Financial Inc. | 5.375% | 5/15/45 | 4,850 | 4,635 | |
3 | Prudential Financial Inc. | 4.500% | 9/15/47 | 1,500 | 1,345 | |
Prudential Financial Inc. | 3.905% | 12/7/47 | 26,333 | 22,839 | ||
3 | Prudential Financial Inc. | 4.418% | 3/27/48 | 250 | 232 | |
3 | Prudential Financial Inc. | 5.700% | 9/15/48 | 3,000 | 2,922 | |
Prudential Financial Inc. | 3.935% | 12/7/49 | 14,404 | 12,410 | ||
3 | Prudential Financial Inc. | 3.700% | 10/1/50 | 7,000 | 5,790 | |
3 | Prudential Financial Inc. | 3.700% | 3/13/51 | 8,700 | 7,255 | |
Prudential Financial Inc. | 5.125% | 3/1/52 | 2,000 | 1,846 | ||
Prudential plc | 3.125% | 4/14/30 | 13,340 | 12,231 | ||
Prudential plc | 3.625% | 3/24/32 | 2,000 | 1,853 | ||
Raymond James Financial Inc. | 4.650% | 4/1/30 | 19,795 | 19,454 | ||
Raymond James Financial Inc. | 4.950% | 7/15/46 | 11,555 | 11,235 | ||
Raymond James Financial Inc. | 3.750% | 4/1/51 | 13,000 | 10,609 | ||
3 | Regions Bank | 6.450% | 6/26/37 | 1,514 | 1,693 | |
Regions Financial Corp. | 2.250% | 5/18/25 | 8,100 | 7,732 | ||
Regions Financial Corp. | 1.800% | 8/12/28 | 4,000 | 3,402 | ||
Regions Financial Corp. | 7.375% | 12/10/37 | 7,000 | 8,328 | ||
3 | Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 1,500 | 1,513 | |
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 1,500 | 1,475 | ||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 8,350 | 7,816 | ||
Reinsurance Group of America Inc. | 3.150% | 6/15/30 | 4,300 | 3,800 | ||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 2,500 | 2,479 | ||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 3,525 | 3,356 | ||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 1,020 | 954 | ||
3 | Royal Bank of Canada | 3.700% | 10/5/23 | 8,800 | 8,856 | |
3 | Royal Bank of Canada | 0.425% | 1/19/24 | 11,625 | 11,133 | |
3 | Royal Bank of Canada | 2.550% | 7/16/24 | 7,800 | 7,623 | |
Royal Bank of Canada | 0.650% | 7/29/24 | 10,000 | 9,386 | ||
3 | Royal Bank of Canada | 0.750% | 10/7/24 | 8,800 | 8,211 | |
3 | Royal Bank of Canada | 2.250% | 11/1/24 | 35,000 | 33,825 | |
3 | Royal Bank of Canada | 1.600% | 1/21/25 | 3,500 | 3,316 | |
Royal Bank of Canada | 3.375% | 4/14/25 | 26,610 | 26,255 | ||
3 | Royal Bank of Canada | 1.150% | 6/10/25 | 18,645 | 17,250 | |
3 | Royal Bank of Canada | 0.875% | 1/20/26 | 12,800 | 11,477 | |
3 | Royal Bank of Canada | 4.650% | 1/27/26 | 6,400 | 6,468 | |
Royal Bank of Canada | 1.200% | 4/27/26 | 10,000 | 8,984 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Royal Bank of Canada | 1.400% | 11/2/26 | 7,700 | 6,838 | |
3 | Royal Bank of Canada | 2.050% | 1/21/27 | 3,780 | 3,447 | |
Royal Bank of Canada | 3.625% | 5/4/27 | 27,851 | 27,058 | ||
3 | Royal Bank of Canada | 2.300% | 11/3/31 | 38,500 | 32,066 | |
Royal Bank of Canada | 3.875% | 5/4/32 | 10,600 | 10,085 | ||
Santander Holdings USA Inc. | 3.500% | 6/7/24 | 5,000 | 4,911 | ||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 18,500 | 18,439 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 34,332 | 32,191 | ||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 42,150 | 40,579 | ||
Santander UK Group Holdings plc | 1.089% | 3/15/25 | 25,370 | 23,712 | ||
3 | Santander UK Group Holdings plc | 1.532% | 8/21/26 | 10,000 | 8,958 | |
3 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 4,000 | 3,718 | |
Santander UK Group Holdings plc | 2.896% | 3/15/32 | 8,000 | 6,658 | ||
Santander UK plc | 4.000% | 3/13/24 | 14,850 | 14,873 | ||
Santander UK plc | 2.875% | 6/18/24 | 3,997 | 3,898 | ||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 2,735 | 2,594 | ||
3 | Signature Bank | 4.000% | 10/15/30 | 2,000 | 1,909 | |
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 2,800 | 2,698 | ||
Sixth Street Specialty Lending Inc. | 2.500% | 8/1/26 | 711 | 620 | ||
7 | Societe Generale SA | 3.000% | 1/22/30 | 2,000 | 1,705 | |
7 | Standard Chartered plc | 4.644% | 4/1/31 | 2,000 | 1,903 | |
State Street Corp. | 3.100% | 5/15/23 | 19,007 | 18,960 | ||
State Street Corp. | 3.700% | 11/20/23 | 373 | 376 | ||
3 | State Street Corp. | 3.776% | 12/3/24 | 5,800 | 5,794 | |
State Street Corp. | 3.300% | 12/16/24 | 5,000 | 4,981 | ||
State Street Corp. | 3.550% | 8/18/25 | 24,325 | 24,203 | ||
3 | State Street Corp. | 2.354% | 11/1/25 | 15,115 | 14,541 | |
State Street Corp. | 2.901% | 3/30/26 | 2,000 | 1,938 | ||
State Street Corp. | 2.650% | 5/19/26 | 14,355 | 13,730 | ||
3 | State Street Corp. | 4.141% | 12/3/29 | 2,250 | 2,199 | |
State Street Corp. | 2.400% | 1/24/30 | 16,130 | 14,060 | ||
State Street Corp. | 2.200% | 3/3/31 | 5,000 | 4,081 | ||
3 | State Street Corp. | 3.031% | 11/1/34 | 4,850 | 4,257 | |
Stewart Information Services Corp. | 3.600% | 11/15/31 | 2,900 | 2,405 | ||
Stifel Financial Corp. | 4.250% | 7/18/24 | 9,738 | 9,768 | ||
Sumitomo Mitsui Banking Corp. | 3.950% | 7/19/23 | 5,350 | 5,372 | ||
Sumitomo Mitsui Banking Corp. | 3.950% | 1/10/24 | 5,875 | 5,893 | ||
3 | Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 9,400 | 9,300 | |
3 | Sumitomo Mitsui Banking Corp. | 3.650% | 7/23/25 | 2,609 | 2,567 | |
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 10,000 | 10,035 | ||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 7,262 | 7,303 | ||
Sumitomo Mitsui Financial Group Inc. | 0.508% | 1/12/24 | 10,000 | 9,525 | ||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 41,428 | 40,354 | ||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 33,700 | 32,506 | ||
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 4,715 | 4,511 | ||
Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 10,000 | 9,210 | ||
Sumitomo Mitsui Financial Group Inc. | 0.948% | 1/12/26 | 9,577 | 8,536 | ||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 20,330 | 19,965 | ||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 17,900 | 16,743 | ||
Sumitomo Mitsui Financial Group Inc. | 1.402% | 9/17/26 | 10,175 | 9,000 | ||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 16,425 | 15,522 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 2,000 | 1,919 | ||
Sumitomo Mitsui Financial Group Inc. | 2.174% | 1/14/27 | 35,000 | 31,714 | ||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 5,350 | 5,088 | ||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 14,400 | 13,640 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 8,775 | 8,429 | ||
Sumitomo Mitsui Financial Group Inc. | 1.902% | 9/17/28 | 12,600 | 10,685 | ||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 3,575 | 3,498 | ||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 25,415 | 22,644 | ||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 14,400 | 12,782 | ||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 13,600 | 11,883 | ||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 7,955 | 6,933 | ||
Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 19,585 | 16,126 | ||
Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/31 | 5,000 | 3,926 | ||
Sumitomo Mitsui Financial Group Inc. | 2.222% | 9/17/31 | 4,000 | 3,236 | ||
Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/41 | 5,000 | 3,410 | ||
Sumitomo Mitsui Financial Group Inc. | 2.930% | 9/17/41 | 10,000 | 7,341 | ||
Sumitomo Mitsui Financial Group Inc. | 3.050% | 1/14/42 | 12,316 | 9,451 | ||
SVB Financial Group | 3.500% | 1/29/25 | 3,611 | 3,536 | ||
SVB Financial Group | 1.800% | 10/28/26 | 10,000 | 8,895 | ||
SVB Financial Group | 4.345% | 4/29/28 | 5,400 | 5,247 | ||
SVB Financial Group | 2.100% | 5/15/28 | 2,820 | 2,398 | ||
SVB Financial Group | 3.125% | 6/5/30 | 3,000 | 2,582 | ||
SVB Financial Group | 1.800% | 2/2/31 | 7,700 | 5,941 | ||
SVB Financial Group | 4.570% | 4/29/33 | 5,400 | 5,047 | ||
Swiss Re America Holding Corp. | 7.000% | 2/15/26 | 2,175 | 2,388 | ||
Synchrony Financial | 4.375% | 3/19/24 | 1,625 | 1,612 | ||
Synchrony Financial | 4.250% | 8/15/24 | 2,350 | 2,339 | ||
Synchrony Financial | 4.500% | 7/23/25 | 18,295 | 17,777 | ||
Synchrony Financial | 3.700% | 8/4/26 | 4,325 | 4,010 | ||
Synchrony Financial | 3.950% | 12/1/27 | 7,065 | 6,427 | ||
Synchrony Financial | 5.150% | 3/19/29 | 10,630 | 9,955 | ||
3 | Toronto-Dominion Bank | 1.900% | 12/1/22 | 10,700 | 10,670 | |
3 | Toronto-Dominion Bank | 0.750% | 6/12/23 | 27,545 | 26,732 | |
3 | Toronto-Dominion Bank | 3.500% | 7/19/23 | 7,036 | 7,057 | |
Toronto-Dominion Bank | 0.550% | 3/4/24 | 15,000 | 14,273 | ||
3 | Toronto-Dominion Bank | 2.350% | 3/8/24 | 50,707 | 49,666 | |
3 | Toronto-Dominion Bank | 3.250% | 3/11/24 | 19,900 | 19,766 | |
3 | Toronto-Dominion Bank | 2.650% | 6/12/24 | 7,500 | 7,360 | |
Toronto-Dominion Bank | 1.250% | 12/13/24 | 2,000 | 1,890 | ||
3 | Toronto-Dominion Bank | 1.450% | 1/10/25 | 8,000 | 7,575 | |
Toronto-Dominion Bank | 3.766% | 6/6/25 | 5,300 | 5,270 | ||
3 | Toronto-Dominion Bank | 1.150% | 6/12/25 | 12,000 | 11,082 | |
3 | Toronto-Dominion Bank | 0.750% | 9/11/25 | 8,000 | 7,222 | |
3 | Toronto-Dominion Bank | 0.750% | 1/6/26 | 8,350 | 7,463 | |
3 | Toronto-Dominion Bank | 1.250% | 9/10/26 | 2,475 | 2,197 | |
3 | Toronto-Dominion Bank | 1.950% | 1/12/27 | 8,500 | 7,680 | |
3 | Toronto-Dominion Bank | 2.800% | 3/10/27 | 20,000 | 18,723 | |
Toronto-Dominion Bank | 4.108% | 6/8/27 | 10,300 | 10,192 | ||
3 | Toronto-Dominion Bank | 2.000% | 9/10/31 | 10,000 | 8,132 | |
3 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 6,400 | 6,159 | |
3 | Toronto-Dominion Bank | 2.450% | 1/12/32 | 6,000 | 5,023 | |
3 | Toronto-Dominion Bank | 3.200% | 3/10/32 | 16,750 | 14,942 | |
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 4,125 | 5,326 | ||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 1,125 | 1,359 | ||
3 | Travelers Cos. Inc. | 6.250% | 6/15/37 | 8,380 | 9,830 | |
Travelers Cos. Inc. | 5.350% | 11/1/40 | 5,390 | 5,714 | ||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 2,068 | 1,965 | ||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 1,250 | 1,155 | ||
Travelers Cos. Inc. | 3.750% | 5/15/46 | 12,285 | 10,586 | ||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 9,952 | 8,852 | ||
Travelers Cos. Inc. | 4.100% | 3/4/49 | 1,680 | 1,521 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 7,280 | 5,062 | ||
Travelers Cos. Inc. | 3.050% | 6/8/51 | 9,900 | 7,552 | ||
Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 535 | 630 | ||
Trinity Acquisition plc | 4.400% | 3/15/26 | 6,788 | 6,702 | ||
3 | Truist Bank | 3.200% | 4/1/24 | 64,615 | 64,318 | |
3 | Truist Bank | 3.689% | 8/2/24 | 8,900 | 8,891 | |
3 | Truist Bank | 2.150% | 12/6/24 | 10,310 | 9,940 | |
3 | Truist Bank | 1.500% | 3/10/25 | 400 | 378 | |
3 | Truist Bank | 3.625% | 9/16/25 | 9,909 | 9,724 | |
3 | Truist Bank | 4.050% | 11/3/25 | 14,588 | 14,646 | |
3 | Truist Bank | 3.300% | 5/15/26 | 8,024 | 7,737 | |
3 | Truist Bank | 3.800% | 10/30/26 | 3,450 | 3,367 | |
3 | Truist Bank | 2.636% | 9/17/29 | 250 | 237 | |
3 | Truist Bank | 2.250% | 3/11/30 | 23,944 | �� 20,051 | |
3 | Truist Financial Corp. | 3.750% | 12/6/23 | 4,100 | 4,126 | |
3 | Truist Financial Corp. | 2.500% | 8/1/24 | 12,525 | 12,226 | |
3 | Truist Financial Corp. | 2.850% | 10/26/24 | 19,544 | 19,154 | |
Truist Financial Corp. | 4.000% | 5/1/25 | 9,092 | 9,112 | ||
3 | Truist Financial Corp. | 3.700% | 6/5/25 | 15,098 | 15,036 | |
3 | Truist Financial Corp. | 1.200% | 8/5/25 | 3,251 | 2,992 | |
3 | Truist Financial Corp. | 1.267% | 3/2/27 | 12,105 | 10,870 | |
3 | Truist Financial Corp. | 1.125% | 8/3/27 | 19,085 | 16,362 | |
3 | Truist Financial Corp. | 3.875% | 3/19/29 | 6,609 | 6,256 | |
3 | Truist Financial Corp. | 1.887% | 6/7/29 | 2,425 | 2,083 | |
3 | Truist Financial Corp. | 1.950% | 6/5/30 | 6,643 | 5,515 | |
7 | UBS Group AG | 3.126% | 8/13/30 | 3,955 | 3,503 | |
Unum Group | 4.000% | 3/15/24 | 3,300 | 3,291 | ||
Unum Group | 4.000% | 6/15/29 | 2,000 | 1,884 | ||
Unum Group | 5.750% | 8/15/42 | 6,443 | 6,011 | ||
Unum Group | 4.500% | 12/15/49 | 4,839 | 3,734 | ||
Unum Group | 4.125% | 6/15/51 | 7,000 | 5,172 | ||
3 | US Bancorp | 3.700% | 1/30/24 | 13,050 | 13,118 | |
US Bancorp | 3.375% | 2/5/24 | 11,500 | 11,522 | ||
US Bancorp | 2.400% | 7/30/24 | 13,750 | 13,419 | ||
3 | US Bancorp | 3.600% | 9/11/24 | 2,490 | 2,484 | |
US Bancorp | 1.450% | 5/12/25 | 8,400 | 7,887 | ||
3 | US Bancorp | 3.950% | 11/17/25 | 17,746 | 17,830 | |
3 | US Bancorp | 3.100% | 4/27/26 | 4,450 | 4,292 | |
3 | US Bancorp | 2.375% | 7/22/26 | 17,025 | 16,057 | |
3 | US Bancorp | 3.150% | 4/27/27 | 21,140 | 20,350 | |
3 | US Bancorp | 3.900% | 4/26/28 | 4,475 | 4,422 | |
3 | US Bancorp | 3.000% | 7/30/29 | 9,425 | 8,569 | |
3 | US Bancorp | 1.375% | 7/22/30 | 8,575 | 6,832 | |
3 | US Bancorp | 2.677% | 1/27/33 | 5,000 | 4,314 | |
3 | US Bank NA | 3.400% | 7/24/23 | 7,825 | 7,817 | |
3 | US Bank NA | 2.050% | 1/21/25 | 8,000 | 7,674 | |
3 | US Bank NA | 2.800% | 1/27/25 | 23,016 | 22,489 | |
Visa Inc. | 2.800% | 12/14/22 | 16,775 | 16,792 | ||
Visa Inc. | 3.150% | 12/14/25 | 49,932 | 49,288 | ||
Visa Inc. | 1.900% | 4/15/27 | 15,925 | 14,698 | ||
Visa Inc. | 0.750% | 8/15/27 | 7,500 | 6,498 | ||
Visa Inc. | 2.750% | 9/15/27 | 10,550 | 10,072 | ||
Visa Inc. | 2.050% | 4/15/30 | 19,205 | 16,835 | ||
Visa Inc. | 1.100% | 2/15/31 | 8,200 | 6,555 | ||
Visa Inc. | 4.150% | 12/14/35 | 18,730 | 18,645 | ||
Visa Inc. | 2.700% | 4/15/40 | 11,951 | 9,648 | ||
Visa Inc. | 4.300% | 12/14/45 | 34,660 | 34,228 | ||
Visa Inc. | 3.650% | 9/15/47 | 6,950 | 6,189 | ||
Visa Inc. | 2.000% | 8/15/50 | 16,869 | 11,198 | ||
Voya Financial Inc. | 3.650% | 6/15/26 | 3,050 | 2,963 | ||
Voya Financial Inc. | 5.700% | 7/15/43 | 4,550 | 4,634 | ||
Voya Financial Inc. | 4.800% | 6/15/46 | 1,935 | 1,778 | ||
3 | Voya Financial Inc. | 4.700% | 1/23/48 | 12,000 | 9,782 | |
W R Berkley Corp. | 6.250% | 2/15/37 | 150 | 166 | ||
W R Berkley Corp. | 4.750% | 8/1/44 | 3,780 | 3,537 | ||
W R Berkley Corp. | 4.000% | 5/12/50 | 4,000 | 3,309 | ||
W R Berkley Corp. | 3.550% | 3/30/52 | 8,000 | 6,160 | ||
W R Berkley Corp. | 3.150% | 9/30/61 | 5,500 | 3,633 | ||
Wachovia Corp. | 6.605% | 10/1/25 | 1,150 | 1,229 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Wachovia Corp. | 7.500% | 4/15/35 | 1,990 | 2,365 | ||
Wachovia Corp. | 5.500% | 8/1/35 | 5,725 | 5,831 | ||
Wachovia Corp. | 6.550% | 10/15/35 | 250 | 284 | ||
Wells Fargo & Co. | 4.125% | 8/15/23 | 26,812 | 26,994 | ||
Wells Fargo & Co. | 4.480% | 1/16/24 | 6,800 | 6,878 | ||
3 | Wells Fargo & Co. | 3.750% | 1/24/24 | 24,710 | 24,757 | |
3 | Wells Fargo & Co. | 1.654% | 6/2/24 | 52,875 | 51,649 | |
3 | Wells Fargo & Co. | 3.000% | 2/19/25 | 12,000 | 11,737 | |
3 | Wells Fargo & Co. | 3.550% | 9/29/25 | 12,672 | 12,441 | |
3 | Wells Fargo & Co. | 2.406% | 10/30/25 | 56,150 | 53,543 | |
3 | Wells Fargo & Co. | 2.164% | 2/11/26 | 40,526 | 38,154 | |
Wells Fargo & Co. | 3.000% | 4/22/26 | 54,060 | 51,477 | ||
3 | Wells Fargo & Co. | 3.908% | 4/25/26 | 25,949 | 25,533 | |
3 | Wells Fargo & Co. | 2.188% | 4/30/26 | 10,000 | 9,375 | |
3 | Wells Fargo & Co. | 4.100% | 6/3/26 | 27,600 | 27,130 | |
Wells Fargo & Co. | 3.000% | 10/23/26 | 37,703 | 35,599 | ||
3 | Wells Fargo & Co. | 3.196% | 6/17/27 | 15,000 | 14,219 | |
3 | Wells Fargo & Co. | 4.300% | 7/22/27 | 2,625 | 2,594 | |
3 | Wells Fargo & Co. | 3.584% | 5/22/28 | 19,806 | 18,759 | |
3 | Wells Fargo & Co. | 2.393% | 6/2/28 | 18,480 | 16,561 | |
3 | Wells Fargo & Co. | 4.150% | 1/24/29 | 2,705 | 2,615 | |
3 | Wells Fargo & Co. | 2.879% | 10/30/30 | 31,977 | 28,123 | |
3 | Wells Fargo & Co. | 2.572% | 2/11/31 | 8,855 | 7,613 | |
3 | Wells Fargo & Co. | 4.478% | 4/4/31 | 88,460 | 86,536 | |
3 | Wells Fargo & Co. | 3.350% | 3/2/33 | 29,880 | 26,521 | |
3 | Wells Fargo & Co. | 5.950% | 12/15/36 | 2,025 | 2,052 | |
3 | Wells Fargo & Co. | 3.068% | 4/30/41 | 35,950 | 28,019 | |
Wells Fargo & Co. | 5.375% | 11/2/43 | 31,354 | 30,869 | ||
Wells Fargo & Co. | 5.606% | 1/15/44 | 17,195 | 17,306 | ||
3 | Wells Fargo & Co. | 4.650% | 11/4/44 | 32,218 | 28,903 | |
Wells Fargo & Co. | 3.900% | 5/1/45 | 13,742 | 11,602 | ||
3 | Wells Fargo & Co. | 4.900% | 11/17/45 | 20,371 | 18,850 | |
3 | Wells Fargo & Co. | 4.400% | 6/14/46 | 7,400 | 6,418 | |
3 | Wells Fargo & Co. | 4.750% | 12/7/46 | 17,941 | 16,358 | |
3 | Wells Fargo & Co. | 5.013% | 4/4/51 | 69,163 | 67,841 | |
3 | Wells Fargo & Co. | 4.611% | 4/25/53 | 45,755 | 42,342 | |
Wells Fargo Bank NA | 5.950% | 8/26/36 | 3,700 | 3,975 | ||
3 | Wells Fargo Bank NA | 5.850% | 2/1/37 | 11,275 | 12,041 | |
3 | Wells Fargo Bank NA | 6.600% | 1/15/38 | 10,645 | 12,294 | |
Western Union Co. | 2.850% | 1/10/25 | 5,025 | 4,825 | ||
Western Union Co. | 1.350% | 3/15/26 | 6,000 | 5,356 | ||
Western Union Co. | 2.750% | 3/15/31 | 4,000 | 3,290 | ||
Western Union Co. | 6.200% | 11/17/36 | 5,140 | 5,164 | ||
Western Union Co. | 6.200% | 6/21/40 | 1,430 | 1,380 | ||
Westpac Banking Corp. | 3.300% | 2/26/24 | 2,250 | 2,244 | ||
Westpac Banking Corp. | 1.019% | 11/18/24 | 6,000 | 5,643 | ||
Westpac Banking Corp. | 2.350% | 2/19/25 | 6,208 | 5,998 | ||
Westpac Banking Corp. | 2.850% | 5/13/26 | 38,397 | 36,837 | ||
Westpac Banking Corp. | 2.700% | 8/19/26 | 16,621 | 15,791 | ||
Westpac Banking Corp. | 3.350% | 3/8/27 | 30,390 | 29,413 | ||
Westpac Banking Corp. | 3.400% | 1/25/28 | 150 | 144 | ||
Westpac Banking Corp. | 1.953% | 11/20/28 | 9,395 | 8,194 | ||
Westpac Banking Corp. | 2.650% | 1/16/30 | 9,250 | 8,223 | ||
3 | Westpac Banking Corp. | 2.894% | 2/4/30 | 31,225 | 29,591 | |
3 | Westpac Banking Corp. | 4.322% | 11/23/31 | 21,460 | 20,669 | |
Westpac Banking Corp. | 4.110% | 7/24/34 | 9,021 | 8,253 | ||
Westpac Banking Corp. | 2.668% | 11/15/35 | 20,000 | 16,050 | ||
Westpac Banking Corp. | 3.020% | 11/18/36 | 8,010 | 6,457 | ||
Westpac Banking Corp. | 4.421% | 7/24/39 | 125 | 112 | ||
Westpac Banking Corp. | 2.963% | 11/16/40 | 23,750 | 17,216 | ||
Westpac Banking Corp. | 3.133% | 11/18/41 | 10,000 | 7,357 | ||
Willis North America Inc. | 3.600% | 5/15/24 | 5,910 | 5,824 | ||
Willis North America Inc. | 4.650% | 6/15/27 | 7,606 | 7,488 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 5,800 | 5,573 | ||
Willis North America Inc. | 2.950% | 9/15/29 | 4,753 | 4,070 | ||
Willis North America Inc. | 5.050% | 9/15/48 | 5,093 | 4,686 | ||
Willis North America Inc. | 3.875% | 9/15/49 | 8,925 | 6,956 | ||
XLIT Ltd. | 5.250% | 12/15/43 | 4,850 | 5,133 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
XLIT Ltd. | 5.500% | 3/31/45 | 4,350 | 4,500 | ||
Zions Bancorp NA | 3.250% | 10/29/29 | 3,090 | 2,698 | ||
18,105,974 | ||||||
Health Care (2.8%) | ||||||
Abbott Laboratories | 3.400% | 11/30/23 | 14,185 | 14,242 | ||
Abbott Laboratories | 2.950% | 3/15/25 | 13,868 | 13,691 | ||
Abbott Laboratories | 3.875% | 9/15/25 | 12,146 | 12,278 | ||
Abbott Laboratories | 3.750% | 11/30/26 | 20,486 | 20,642 | ||
Abbott Laboratories | 1.150% | 1/30/28 | 6,500 | 5,663 | ||
Abbott Laboratories | 1.400% | 6/30/30 | 4,000 | 3,338 | ||
Abbott Laboratories | 4.750% | 11/30/36 | 22,460 | 23,820 | ||
Abbott Laboratories | 6.150% | 11/30/37 | 3,830 | 4,535 | ||
Abbott Laboratories | 6.000% | 4/1/39 | 950 | 1,074 | ||
Abbott Laboratories | 5.300% | 5/27/40 | 1,951 | 2,125 | ||
Abbott Laboratories | 4.750% | 4/15/43 | 4,425 | 4,478 | ||
Abbott Laboratories | 4.900% | 11/30/46 | 47,572 | 49,997 | ||
AbbVie Inc. | 2.900% | 11/6/22 | 36,362 | 36,349 | ||
AbbVie Inc. | 3.200% | 11/6/22 | 7,816 | 7,820 | ||
AbbVie Inc. | 2.300% | 11/21/22 | 26,825 | 26,736 | ||
AbbVie Inc. | 2.800% | 3/15/23 | 650 | 646 | ||
AbbVie Inc. | 3.750% | 11/14/23 | 13,300 | 13,351 | ||
AbbVie Inc. | 3.850% | 6/15/24 | 17,975 | 17,971 | ||
AbbVie Inc. | 2.600% | 11/21/24 | 31,465 | 30,485 | ||
AbbVie Inc. | 3.800% | 3/15/25 | 33,973 | 33,739 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 34,698 | 34,249 | ||
AbbVie Inc. | 3.200% | 5/14/26 | 17,230 | 16,590 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 47,215 | 44,752 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 13,945 | 13,786 | ||
AbbVie Inc. | 3.200% | 11/21/29 | 60,593 | 55,711 | ||
AbbVie Inc. | 4.550% | 3/15/35 | 15,987 | 15,574 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 22,503 | 21,830 | ||
AbbVie Inc. | 4.300% | 5/14/36 | 16,275 | 15,292 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 56,357 | 50,227 | ||
AbbVie Inc. | 4.625% | 10/1/42 | 4,810 | 4,435 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 20,693 | 18,813 | ||
AbbVie Inc. | 4.850% | 6/15/44 | 11,816 | 11,330 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 4,083 | 3,844 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 13,695 | 12,899 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 39,181 | 35,541 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 5,041 | 4,857 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 78,854 | 69,894 | ||
Adventist Health System | 2.952% | 3/1/29 | 4,420 | 4,053 | ||
Adventist Health System | 3.630% | 3/1/49 | 5,495 | 4,582 | ||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 2,300 | 2,264 | ||
3 | Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 775 | 668 | |
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 4,050 | 3,874 | ||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 3,275 | 2,664 | ||
3 | Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 3,100 | 2,335 | |
Aetna Inc. | 3.500% | 11/15/24 | 6,500 | 6,430 | ||
Aetna Inc. | 6.625% | 6/15/36 | 5,400 | 6,104 | ||
Aetna Inc. | 6.750% | 12/15/37 | 5,500 | 6,246 | ||
Aetna Inc. | 4.500% | 5/15/42 | 4,325 | 3,892 | ||
Aetna Inc. | 4.125% | 11/15/42 | 10,363 | 8,872 | ||
Aetna Inc. | 4.750% | 3/15/44 | 3,520 | 3,231 | ||
Aetna Inc. | 3.875% | 8/15/47 | 19,727 | 16,299 | ||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 6,700 | 6,402 | ||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 2,000 | 1,751 | ||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 3,175 | 2,587 | ||
Agilent Technologies Inc. | 2.300% | 3/12/31 | 10,000 | 8,135 | ||
AHS Hospital Corp. | 5.024% | 7/1/45 | 3,500 | 3,668 | ||
3 | AHS Hospital Corp. | 2.780% | 7/1/51 | 5,000 | 3,527 | |
3 | Allina Health System | 3.887% | 4/15/49 | 3,750 | 3,299 | |
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 17,375 | 17,230 | ||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 5,725 | 5,602 | ||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 11,525 | 11,102 | ||
AmerisourceBergen Corp. | 2.800% | 5/15/30 | 7,250 | 6,326 | ||
AmerisourceBergen Corp. | 2.700% | 3/15/31 | 10,700 | 9,158 | ||
AmerisourceBergen Corp. | ��4.250% | 3/1/45 | 8,132 | 7,021 | ||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 7,675 | 6,931 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Amgen Inc. | 2.250% | 8/19/23 | 2,100 | 2,076 | ||
Amgen Inc. | 3.625% | 5/22/24 | 17,688 | 17,658 | ||
Amgen Inc. | 1.900% | 2/21/25 | 6,855 | 6,552 | ||
Amgen Inc. | 3.125% | 5/1/25 | 3,100 | 3,044 | ||
Amgen Inc. | 2.600% | 8/19/26 | 21,425 | 20,291 | ||
Amgen Inc. | 2.200% | 2/21/27 | 16,307 | 14,995 | ||
Amgen Inc. | 3.200% | 11/2/27 | 4,430 | 4,236 | ||
Amgen Inc. | 1.650% | 8/15/28 | 16,000 | 13,731 | ||
Amgen Inc. | 2.450% | 2/21/30 | 10,955 | 9,563 | ||
Amgen Inc. | 2.300% | 2/25/31 | 31,172 | 26,474 | ||
Amgen Inc. | 2.000% | 1/15/32 | 9,975 | 8,116 | ||
Amgen Inc. | 3.350% | 2/22/32 | 11,000 | 10,072 | ||
Amgen Inc. | 3.150% | 2/21/40 | 29,724 | 23,583 | ||
Amgen Inc. | 2.800% | 8/15/41 | 19,975 | 14,810 | ||
Amgen Inc. | 4.950% | 10/1/41 | 12,860 | 12,613 | ||
Amgen Inc. | 5.150% | 11/15/41 | 3,478 | 3,445 | ||
Amgen Inc. | 4.400% | 5/1/45 | 28,205 | 25,605 | ||
Amgen Inc. | 4.563% | 6/15/48 | 5,023 | 4,617 | ||
Amgen Inc. | 3.375% | 2/21/50 | 29,625 | 22,713 | ||
Amgen Inc. | 4.663% | 6/15/51 | 41,193 | 38,678 | ||
Amgen Inc. | 3.000% | 1/15/52 | 11,994 | 8,533 | ||
Amgen Inc. | 4.200% | 2/22/52 | 29,500 | 25,882 | ||
Amgen Inc. | 2.770% | 9/1/53 | 6,693 | 4,516 | ||
3 | Ascension Health | 2.532% | 11/15/29 | 13,426 | 12,086 | |
3 | Ascension Health | 3.106% | 11/15/39 | 9,450 | 7,780 | |
Ascension Health | 3.945% | 11/15/46 | 8,010 | 7,424 | ||
3 | Ascension Health | 4.847% | 11/15/53 | 6,500 | 6,843 | |
AstraZeneca Finance LLC | 0.700% | 5/28/24 | 13,110 | 12,436 | ||
AstraZeneca Finance LLC | 1.200% | 5/28/26 | 5,000 | 4,518 | ||
AstraZeneca Finance LLC | 1.750% | 5/28/28 | 13,000 | 11,468 | ||
AstraZeneca Finance LLC | 2.250% | 5/28/31 | 13,000 | 11,310 | ||
AstraZeneca plc | 3.500% | 8/17/23 | 12,260 | 12,302 | ||
AstraZeneca plc | 3.375% | 11/16/25 | 21,737 | 21,525 | ||
AstraZeneca plc | 0.700% | 4/8/26 | 13,105 | 11,679 | ||
AstraZeneca plc | 4.000% | 1/17/29 | 5,400 | 5,381 | ||
AstraZeneca plc | 1.375% | 8/6/30 | 16,361 | 13,407 | ||
AstraZeneca plc | 6.450% | 9/15/37 | 24,447 | 29,323 | ||
AstraZeneca plc | 4.000% | 9/18/42 | 11,275 | 10,400 | ||
AstraZeneca plc | 4.375% | 11/16/45 | 10,900 | 10,576 | ||
AstraZeneca plc | 4.375% | 8/17/48 | 5,050 | 4,967 | ||
AstraZeneca plc | 2.125% | 8/6/50 | 10,450 | 6,984 | ||
AstraZeneca plc | 3.000% | 5/28/51 | 7,090 | 5,634 | ||
Banner Health | 2.338% | 1/1/30 | 5,000 | 4,412 | ||
Banner Health | 1.897% | 1/1/31 | 1,000 | 828 | ||
Banner Health | 2.907% | 1/1/42 | 3,500 | 2,725 | ||
3 | Banner Health | 3.181% | 1/1/50 | 3,920 | 3,047 | |
Banner Health | 2.913% | 1/1/51 | 3,150 | 2,367 | ||
3 | Baptist Health South Florida Obligated Group | 3.115% | 11/15/71 | 3,500 | 2,360 | |
3 | Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | 5,250 | 4,249 | |
Baxalta Inc. | 4.000% | 6/23/25 | 8,678 | 8,612 | ||
Baxalta Inc. | 5.250% | 6/23/45 | 4,188 | 4,175 | ||
Baxter International Inc. | 0.868% | 12/1/23 | 10,700 | 10,269 | ||
Baxter International Inc. | 1.322% | 11/29/24 | 15,700 | 14,742 | ||
Baxter International Inc. | 2.600% | 8/15/26 | 2,789 | 2,613 | ||
Baxter International Inc. | 1.915% | 2/1/27 | 16,400 | 14,687 | ||
Baxter International Inc. | 2.272% | 12/1/28 | 13,000 | 11,381 | ||
Baxter International Inc. | 3.950% | 4/1/30 | 6,025 | 5,774 | ||
Baxter International Inc. | 1.730% | 4/1/31 | 9,375 | 7,382 | ||
Baxter International Inc. | 2.539% | 2/1/32 | 35,000 | 29,521 | ||
Baxter International Inc. | 3.500% | 8/15/46 | 2,725 | 2,131 | ||
Baxter International Inc. | 3.132% | 12/1/51 | 12,995 | 9,456 | ||
3 | BayCare Health System Inc. | 3.831% | 11/15/50 | 1,500 | 1,343 | |
3 | Baylor Scott & White Holdings | 1.777% | 11/15/30 | 3,310 | 2,713 | |
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 4,355 | 4,092 | ||
3 | Baylor Scott & White Holdings | 2.839% | 11/15/50 | 10,475 | 7,637 | |
Becton Dickinson & Co. | 3.363% | 6/6/24 | 7,278 | 7,203 | ||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 3,684 | 3,666 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 20,860 | 20,192 | ||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 13,840 | 12,166 | ||
Becton Dickinson & Co. | 1.957% | 2/11/31 | 10,000 | 8,088 | ||
Becton Dickinson & Co. | 4.875% | 5/15/44 | 940 | 853 | ||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 6,915 | 6,406 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 14,645 | 13,678 | ||
Becton Dickinson & Co. | 3.794% | 5/20/50 | 5,000 | 4,131 | ||
3 | Beth Israel Lahey Health Inc. | 3.080% | 7/1/51 | 2,000 | 1,457 | |
3 | BHSH System Obligated Group | 3.487% | 7/15/49 | 2,855 | 2,364 | |
Biogen Inc. | 4.050% | 9/15/25 | 24,320 | 24,078 | ||
Biogen Inc. | 2.250% | 5/1/30 | 18,647 | 15,290 | ||
Biogen Inc. | 3.150% | 5/1/50 | 17,254 | 11,832 | ||
Biogen Inc. | 3.250% | 2/15/51 | 5,119 | 3,573 | ||
Bio-Rad Laboratories Inc. | 3.300% | 3/15/27 | 3,000 | 2,835 | ||
Bio-Rad Laboratories Inc. | 3.700% | 3/15/32 | 6,215 | 5,522 | ||
3 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 3,443 | 3,210 | |
3 | Bon Secours Mercy Health Inc. | 2.095% | 6/1/31 | 2,725 | 2,248 | |
3 | Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | 3,250 | 2,422 | |
Boston Scientific Corp. | 3.450% | 3/1/24 | 3,662 | 3,654 | ||
Boston Scientific Corp. | 1.900% | 6/1/25 | 5,700 | 5,380 | ||
Boston Scientific Corp. | 2.650% | 6/1/30 | 5,425 | 4,737 | ||
Boston Scientific Corp. | 6.750% | 11/15/35 | 5,295 | 6,071 | ||
Boston Scientific Corp. | 4.550% | 3/1/39 | 6,841 | 6,361 | ||
Boston Scientific Corp. | 7.375% | 1/15/40 | 1,650 | 2,039 | ||
Boston Scientific Corp. | 4.700% | 3/1/49 | 11,090 | 10,598 | ||
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 4,250 | 4,254 | ||
Bristol-Myers Squibb Co. | 0.537% | 11/13/23 | 12,964 | 12,534 | ||
Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 61,635 | 61,091 | ||
Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | 8,500 | 7,753 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 34,517 | 34,066 | ||
Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 30,341 | 29,886 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 21,583 | 21,620 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 22,430 | 21,667 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 5,265 | 4,324 | ||
Bristol-Myers Squibb Co. | 2.950% | 3/15/32 | 17,000 | 15,605 | ||
Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 18,517 | 17,713 | ||
Bristol-Myers Squibb Co. | 3.550% | 3/15/42 | 5,050 | 4,430 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 10,865 | 8,906 | ||
Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | 6,014 | 5,940 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 13,200 | 12,579 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 15,989 | 15,687 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 35,238 | 33,110 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 17,700 | 12,515 | ||
Bristol-Myers Squibb Co. | 3.700% | 3/15/52 | 38,840 | 33,548 | ||
Bristol-Myers Squibb Co. | 3.900% | 3/15/62 | 12,250 | 10,538 | ||
Cardinal Health Inc. | 3.079% | 6/15/24 | 9,312 | 9,159 | ||
Cardinal Health Inc. | 3.500% | 11/15/24 | 4,000 | 3,965 | ||
Cardinal Health Inc. | 3.750% | 9/15/25 | 1,975 | 1,953 | ||
Cardinal Health Inc. | 3.410% | 6/15/27 | 4,520 | 4,348 | ||
Cardinal Health Inc. | 4.600% | 3/15/43 | 4,150 | 3,580 | ||
Cardinal Health Inc. | 4.500% | 11/15/44 | 3,275 | 2,797 | ||
Cardinal Health Inc. | 4.900% | 9/15/45 | 4,580 | 4,164 | ||
Cardinal Health Inc. | 4.368% | 6/15/47 | 4,950 | 4,200 | ||
3 | Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | 5,900 | 4,313 | |
Children's Health System of Texas | 2.511% | 8/15/50 | 4,150 | 2,828 | ||
3 | Children's Hospital | 2.928% | 7/15/50 | 4,575 | 3,256 | |
3 | Children's Hospital Corp. | 4.115% | 1/1/47 | 1,575 | 1,469 | |
3 | Children's Hospital Corp. | 2.585% | 2/1/50 | 2,500 | 1,735 | |
Children's Hospital Medical Center | 4.268% | 5/15/44 | 1,300 | 1,236 | ||
3 | Children's Hospital of Philadelphia | 2.704% | 7/1/50 | 2,025 | 1,404 | |
3 | CHRISTUS Health | 4.341% | 7/1/28 | 5,100 | 5,116 | |
3 | Cigna Corp. | 3.050% | 11/30/22 | 5,500 | 5,498 | |
3 | Cigna Corp. | 3.000% | 7/15/23 | 14,000 | 13,905 | |
Cigna Corp. | 3.750% | 7/15/23 | 8,438 | 8,448 | ||
3 | Cigna Corp. | 3.500% | 6/15/24 | 6,330 | 6,288 | |
3 | Cigna Corp. | 3.250% | 4/15/25 | 21,352 | 20,948 | |
Cigna Corp. | 4.125% | 11/15/25 | 3,160 | 3,168 | ||
3 | Cigna Corp. | 4.500% | 2/25/26 | 19,300 | 19,554 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Cigna Corp. | 1.250% | 3/15/26 | 7,500 | 6,768 | ||
3 | Cigna Corp. | 3.400% | 3/1/27 | 32,690 | 31,434 | |
3 | Cigna Corp. | 7.875% | 5/15/27 | 362 | 418 | |
Cigna Corp. | 4.375% | 10/15/28 | 19,071 | 18,897 | ||
Cigna Corp. | 2.400% | 3/15/30 | 34,363 | 29,505 | ||
Cigna Corp. | 2.375% | 3/15/31 | 14,410 | 12,170 | ||
Cigna Corp. | 4.800% | 8/15/38 | 21,555 | 20,988 | ||
Cigna Corp. | 3.200% | 3/15/40 | 10,600 | 8,452 | ||
3 | Cigna Corp. | 6.125% | 11/15/41 | 4,534 | 4,974 | |
3 | Cigna Corp. | 5.375% | 2/15/42 | 550 | 551 | |
3 | Cigna Corp. | 4.800% | 7/15/46 | 14,715 | 14,016 | |
3 | Cigna Corp. | 3.875% | 10/15/47 | 18,104 | 14,906 | |
Cigna Corp. | 4.900% | 12/15/48 | 18,515 | 17,776 | ||
Cigna Corp. | 3.400% | 3/15/50 | 29,105 | 22,258 | ||
Cigna Corp. | 3.400% | 3/15/51 | 7,500 | 5,768 | ||
3 | City of Hope | 5.623% | 11/15/43 | 2,000 | 2,150 | |
3 | City of Hope | 4.378% | 8/15/48 | 7,375 | 6,828 | |
CommonSpirit Health | 2.950% | 11/1/22 | 3,225 | 3,226 | ||
CommonSpirit Health | 2.760% | 10/1/24 | 5,000 | 4,866 | ||
CommonSpirit Health | 1.547% | 10/1/25 | 3,285 | 3,012 | ||
CommonSpirit Health | 3.347% | 10/1/29 | 7,925 | 7,302 | ||
CommonSpirit Health | 2.782% | 10/1/30 | 3,375 | 2,882 | ||
3 | CommonSpirit Health | 4.350% | 11/1/42 | 4,635 | 4,156 | |
CommonSpirit Health | 3.817% | 10/1/49 | 6,270 | 5,225 | ||
CommonSpirit Health | 4.187% | 10/1/49 | 3,300 | 2,774 | ||
CommonSpirit Health | 3.910% | 10/1/50 | 4,615 | 3,693 | ||
3 | Community Health Network Inc. | 3.099% | 5/1/50 | 8,250 | 6,169 | |
3 | Cottage Health Obligated Group | 3.304% | 11/1/49 | 5,210 | 4,121 | |
CVS Health Corp. | 3.375% | 8/12/24 | 16,365 | 16,290 | ||
CVS Health Corp. | 3.875% | 7/20/25 | 39,564 | 39,407 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 18,860 | 17,980 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 22,000 | 21,080 | ||
CVS Health Corp. | 3.625% | 4/1/27 | 6,100 | 5,941 | ||
CVS Health Corp. | 1.300% | 8/21/27 | 27,339 | 23,562 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 29,923 | 29,627 | ||
CVS Health Corp. | 3.250% | 8/15/29 | 39,630 | 36,194 | ||
CVS Health Corp. | 3.750% | 4/1/30 | 18,347 | 17,163 | ||
CVS Health Corp. | 1.750% | 8/21/30 | 21,925 | 17,596 | ||
CVS Health Corp. | 1.875% | 2/28/31 | 25,380 | 20,349 | ||
CVS Health Corp. | 4.875% | 7/20/35 | 8,475 | 8,372 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 40,100 | 37,956 | ||
CVS Health Corp. | 6.125% | 9/15/39 | 4,950 | 5,326 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 18,475 | 16,124 | ||
CVS Health Corp. | 2.700% | 8/21/40 | 11,350 | 8,172 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 11,793 | 11,706 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 23,099 | 22,299 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 76,980 | 73,651 | ||
CVS Health Corp. | 4.250% | 4/1/50 | 8,900 | 7,652 | ||
Danaher Corp. | 3.350% | 9/15/25 | 4,300 | 4,235 | ||
Danaher Corp. | 4.375% | 9/15/45 | 6,725 | 6,224 | ||
Danaher Corp. | 2.600% | 10/1/50 | 2,850 | 1,986 | ||
Danaher Corp. | 2.800% | 12/10/51 | 17,433 | 12,558 | ||
3 | Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 3,100 | 2,780 | |
DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 6,500 | 5,490 | ||
DH Europe Finance II Sarl | 2.050% | 11/15/22 | 11,115 | 11,076 | ||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 9,727 | 9,336 | ||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 9,000 | 8,061 | ||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 14,480 | 12,012 | ||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 5,897 | 4,766 | ||
Dignity Health | 3.125% | 11/1/22 | 950 | 949 | ||
Dignity Health | 3.812% | 11/1/24 | 5,150 | 5,096 | ||
Dignity Health | 4.500% | 11/1/42 | 6,000 | 5,484 | ||
Dignity Health | 5.267% | 11/1/64 | 1,075 | 1,041 | ||
3 | Duke University Health System Inc. | 3.920% | 6/1/47 | 4,800 | 4,348 | |
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 4,750 | 4,636 | ||
Elevance Health Inc. | 3.500% | 8/15/24 | 15,182 | 15,121 | ||
Elevance Health Inc. | 3.350% | 12/1/24 | 8,272 | 8,169 | ||
Elevance Health Inc. | 2.375% | 1/15/25 | 6,000 | 5,784 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Elevance Health Inc. | 3.650% | 12/1/27 | 31,571 | 30,712 | ||
Elevance Health Inc. | 4.101% | 3/1/28 | 9,466 | 9,366 | ||
Elevance Health Inc. | 2.875% | 9/15/29 | 6,955 | 6,268 | ||
Elevance Health Inc. | 2.250% | 5/15/30 | 30,808 | 26,315 | ||
Elevance Health Inc. | 2.550% | 3/15/31 | 12,034 | 10,400 | ||
Elevance Health Inc. | 4.100% | 5/15/32 | 8,070 | 7,857 | ||
Elevance Health Inc. | 5.950% | 12/15/34 | 1,001 | 1,106 | ||
Elevance Health Inc. | 5.850% | 1/15/36 | 1,200 | 1,306 | ||
Elevance Health Inc. | 6.375% | 6/15/37 | 5,865 | 6,796 | ||
Elevance Health Inc. | 4.625% | 5/15/42 | 9,815 | 9,317 | ||
Elevance Health Inc. | 4.650% | 1/15/43 | 10,695 | 10,177 | ||
Elevance Health Inc. | 5.100% | 1/15/44 | 11,855 | 11,877 | ||
Elevance Health Inc. | 4.650% | 8/15/44 | 9,592 | 9,090 | ||
Elevance Health Inc. | 4.375% | 12/1/47 | 14,777 | 13,679 | ||
Elevance Health Inc. | 4.550% | 3/1/48 | 5,240 | 4,970 | ||
Elevance Health Inc. | 3.125% | 5/15/50 | 17,675 | 13,333 | ||
Elevance Health Inc. | 3.600% | 3/15/51 | 8,100 | 6,565 | ||
Elevance Health Inc. | 4.550% | 5/15/52 | 8,070 | 7,676 | ||
Elevance Health Inc. | 4.850% | 8/15/54 | 2,720 | 2,578 | ||
Eli Lilly & Co. | 2.750% | 6/1/25 | 3,158 | 3,107 | ||
Eli Lilly & Co. | 3.375% | 3/15/29 | 4,782 | 4,660 | ||
Eli Lilly & Co. | 3.950% | 3/15/49 | 14,628 | 14,118 | ||
Eli Lilly & Co. | 2.250% | 5/15/50 | 6,737 | 4,758 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 7,200 | 4,943 | ||
3 | Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | 2,000 | 1,724 | |
Gilead Sciences Inc. | 2.500% | 9/1/23 | 17,775 | 17,600 | ||
Gilead Sciences Inc. | 0.750% | 9/29/23 | 6,000 | 5,809 | ||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 6,216 | 6,224 | ||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 3,809 | 3,767 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 24,046 | 23,687 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 25,100 | 23,763 | ||
Gilead Sciences Inc. | 1.200% | 10/1/27 | 4,500 | 3,876 | ||
Gilead Sciences Inc. | 1.650% | 10/1/30 | 3,063 | 2,509 | ||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 9,394 | 9,307 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 6,425 | 5,989 | ||
Gilead Sciences Inc. | 2.600% | 10/1/40 | 11,937 | 8,757 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 8,810 | 9,425 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 18,456 | 17,879 | ||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 15,075 | 13,943 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 16,887 | 16,169 | ||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 7,317 | 6,456 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 30,150 | 21,099 | ||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 21,892 | 21,952 | ||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 24,150 | 24,034 | ||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 3,400 | 3,715 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 25,439 | 30,402 | ||
GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 4,250 | �� 4,005 | ||
GlaxoSmithKline Capital plc | 0.534% | 10/1/23 | 7,750 | 7,490 | ||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 5,500 | 5,457 | ||
3 | Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | 4,900 | 3,701 | |
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 4,000 | 3,695 | ||
3 | Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | 5,625 | 4,063 | |
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 2,100 | 2,013 | ||
3 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 3,705 | 3,004 | |
HCA Inc. | 5.000% | 3/15/24 | 18,690 | 18,755 | ||
HCA Inc. | 5.375% | 2/1/25 | 20,750 | 20,710 | ||
HCA Inc. | 5.250% | 4/15/25 | 18,743 | 18,791 | ||
HCA Inc. | 5.875% | 2/15/26 | 8,500 | 8,556 | ||
HCA Inc. | 5.250% | 6/15/26 | 27,577 | 27,383 | ||
HCA Inc. | 5.375% | 9/1/26 | 10,250 | 10,164 | ||
HCA Inc. | 4.500% | 2/15/27 | 22,413 | 21,567 | ||
7 | HCA Inc. | 3.125% | 3/15/27 | 11,500 | 10,511 | |
HCA Inc. | 5.625% | 9/1/28 | 13,500 | 13,289 | ||
HCA Inc. | 5.875% | 2/1/29 | 6,000 | 6,007 | ||
7 | HCA Inc. | 3.375% | 3/15/29 | 4,440 | 3,903 | |
HCA Inc. | 4.125% | 6/15/29 | 21,024 | 19,198 | ||
HCA Inc. | 3.500% | 9/1/30 | 31,000 | 26,435 | ||
HCA Inc. | 2.375% | 7/15/31 | 10,000 | 7,717 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | HCA Inc. | 3.625% | 3/15/32 | 17,265 | 14,572 | |
HCA Inc. | 5.125% | 6/15/39 | 19,214 | 16,841 | ||
7 | HCA Inc. | 4.375% | 3/15/42 | 7,500 | 5,952 | |
HCA Inc. | 5.500% | 6/15/47 | 21,829 | 19,533 | ||
HCA Inc. | 5.250% | 6/15/49 | 6,500 | 5,612 | ||
HCA Inc. | 3.500% | 7/15/51 | 9,185 | 6,333 | ||
7 | HCA Inc. | 4.625% | 3/15/52 | 29,040 | 23,233 | |
Humana Inc. | 0.650% | 8/3/23 | 10,000 | 9,691 | ||
Humana Inc. | 3.850% | 10/1/24 | 21,575 | 21,608 | ||
Humana Inc. | 4.500% | 4/1/25 | 4,105 | 4,152 | ||
Humana Inc. | 1.350% | 2/3/27 | 5,745 | 5,030 | ||
Humana Inc. | 3.950% | 3/15/27 | 4,450 | 4,372 | ||
Humana Inc. | 3.125% | 8/15/29 | 2,600 | 2,350 | ||
Humana Inc. | 4.875% | 4/1/30 | 6,150 | 6,209 | ||
Humana Inc. | 2.150% | 2/3/32 | 12,800 | 10,363 | ||
Humana Inc. | 4.625% | 12/1/42 | 4,730 | 4,389 | ||
Humana Inc. | 4.950% | 10/1/44 | 6,205 | 6,037 | ||
Humana Inc. | 4.800% | 3/15/47 | 3,120 | 2,995 | ||
Humana Inc. | 3.950% | 8/15/49 | 981 | 834 | ||
IHC Health Services Inc. | 4.131% | 5/15/48 | 3,500 | 3,276 | ||
Illumina Inc. | 2.550% | 3/23/31 | 5,000 | 4,064 | ||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 5,950 | 5,368 | ||
3 | Indiana University Health Inc. Obligated Group | 2.852% | 11/1/51 | 3,350 | 2,438 | |
Inova Health System Foundation | 4.068% | 5/15/52 | 3,000 | 2,748 | ||
3 | Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | 6,000 | 5,102 | |
3 | Iowa Health System | 3.665% | 2/15/50 | 5,000 | 4,088 | |
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 3,925 | 3,542 | ||
Johnson & Johnson | 3.375% | 12/5/23 | 6,875 | 6,909 | ||
Johnson & Johnson | 2.625% | 1/15/25 | 12,418 | 12,270 | ||
Johnson & Johnson | 0.550% | 9/1/25 | 10,325 | 9,531 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 37,425 | 36,372 | ||
Johnson & Johnson | 2.950% | 3/3/27 | 8,550 | 8,355 | ||
Johnson & Johnson | 0.950% | 9/1/27 | 6,475 | 5,710 | ||
Johnson & Johnson | 2.900% | 1/15/28 | 22,537 | 21,782 | ||
Johnson & Johnson | 6.950% | 9/1/29 | 2,650 | 3,265 | ||
Johnson & Johnson | 1.300% | 9/1/30 | 12,790 | 10,786 | ||
Johnson & Johnson | 4.950% | 5/15/33 | 6,100 | 6,630 | ||
Johnson & Johnson | 4.375% | 12/5/33 | 13,079 | 13,527 | ||
Johnson & Johnson | 3.550% | 3/1/36 | 8,500 | 8,060 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 6,356 | 6,038 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 5,039 | 6,002 | ||
Johnson & Johnson | 3.400% | 1/15/38 | 4,500 | 4,053 | ||
Johnson & Johnson | 5.850% | 7/15/38 | 3,797 | 4,390 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 18,435 | 13,494 | ||
Johnson & Johnson | 4.500% | 9/1/40 | 5,000 | 5,053 | ||
Johnson & Johnson | 4.850% | 5/15/41 | 825 | 867 | ||
Johnson & Johnson | 4.500% | 12/5/43 | 11,620 | 11,700 | ||
Johnson & Johnson | 3.700% | 3/1/46 | 20,872 | 19,270 | ||
Johnson & Johnson | 3.750% | 3/3/47 | 7,150 | 6,632 | ||
Johnson & Johnson | 3.500% | 1/15/48 | 6,699 | 5,987 | ||
Johnson & Johnson | 2.250% | 9/1/50 | 4,982 | 3,487 | ||
Johnson & Johnson | 2.450% | 9/1/60 | 15,450 | 10,485 | ||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 14,674 | 14,257 | ||
3 | Kaiser Foundation Hospitals | 2.810% | 6/1/41 | 7,000 | 5,357 | |
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 6,050 | 6,176 | ||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 12,400 | 11,540 | ||
3 | Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 10,150 | 7,985 | |
3 | Kaiser Foundation Hospitals | 3.002% | 6/1/51 | 7,000 | 5,234 | |
Koninklijke Philips NV | 6.875% | 3/11/38 | 4,600 | 5,263 | ||
Koninklijke Philips NV | 5.000% | 3/15/42 | 12,775 | 12,330 | ||
Laboratory Corp. of America Holdings | 4.000% | 11/1/23 | 2,550 | 2,558 | ||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 10,265 | 10,113 | ||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 5,625 | 5,383 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 15,186 | 14,971 | ||
Laboratory Corp. of America Holdings | 1.550% | 6/1/26 | 2,400 | 2,147 | ||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 5,275 | 5,090 | ||
Laboratory Corp. of America Holdings | 2.700% | 6/1/31 | 5,000 | 4,200 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 8,760 | 7,799 | ||
3 | Mass General Brigham Inc. | 3.765% | 7/1/48 | 1,000 | 874 | |
3 | Mass General Brigham Inc. | 3.192% | 7/1/49 | 3,275 | 2,559 | |
3 | Mass General Brigham Inc. | 4.117% | 7/1/55 | 2,550 | 2,295 | |
3 | Mass General Brigham Inc. | 3.342% | 7/1/60 | 6,400 | 4,767 | |
3 | Mayo Clinic | 3.774% | 11/15/43 | 5,150 | 4,606 | |
3 | Mayo Clinic | 4.000% | 11/15/47 | 1,875 | 1,743 | |
3 | Mayo Clinic | 4.128% | 11/15/52 | 1,150 | 1,092 | |
3 | Mayo Clinic | 3.196% | 11/15/61 | 7,000 | 5,268 | |
McKesson Corp. | 3.796% | 3/15/24 | 364 | 365 | ||
McKesson Corp. | 0.900% | 12/3/25 | 14,700 | 13,235 | ||
3 | McLaren Health Care Corp. | 4.386% | 5/15/48 | 3,583 | 3,378 | |
3 | MedStar Health Inc. | 3.626% | 8/15/49 | 4,000 | 3,270 | |
Medtronic Inc. | 4.375% | 3/15/35 | 46,819 | 46,747 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 5,242 | 5,258 | ||
Memorial Health Services | 3.447% | 11/1/49 | 5,000 | 4,095 | ||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 700 | 725 | ||
3 | Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 2,000 | 1,511 | |
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 13,355 | 12,401 | ||
3 | Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 1,700 | 1,553 | |
Merck & Co. Inc. | 2.900% | 3/7/24 | 6,750 | 6,715 | ||
Merck & Co. Inc. | 2.750% | 2/10/25 | 23,921 | 23,611 | ||
Merck & Co. Inc. | 0.750% | 2/24/26 | 9,970 | 9,044 | ||
Merck & Co. Inc. | 1.700% | 6/10/27 | 20,000 | 18,180 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 15,470 | 14,978 | ||
Merck & Co. Inc. | 1.450% | 6/24/30 | 5,282 | 4,388 | ||
Merck & Co. Inc. | 2.150% | 12/10/31 | 16,650 | 14,333 | ||
Merck & Co. Inc. | 6.500% | 12/1/33 | 5,650 | 6,817 | ||
Merck & Co. Inc. | 3.900% | 3/7/39 | 7,109 | 6,720 | ||
Merck & Co. Inc. | 2.350% | 6/24/40 | 8,054 | 6,064 | ||
Merck & Co. Inc. | 3.600% | 9/15/42 | 8,670 | 7,600 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 14,489 | 13,745 | ||
Merck & Co. Inc. | 3.700% | 2/10/45 | 22,084 | 19,409 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 3,248 | 3,001 | ||
Merck & Co. Inc. | 2.450% | 6/24/50 | 3,240 | 2,283 | ||
Merck & Co. Inc. | 2.750% | 12/10/51 | 50,230 | 37,224 | ||
Merck & Co. Inc. | 2.900% | 12/10/61 | 29,215 | 20,798 | ||
3 | Mercy Health | 4.302% | 7/1/28 | 1,750 | 1,759 | |
3 | Methodist Hospital | 2.705% | 12/1/50 | 4,600 | 3,223 | |
3 | MidMichigan Health | 3.409% | 6/1/50 | 2,875 | 2,302 | |
3 | Montefiore Obligated Group | 5.246% | 11/1/48 | 6,800 | 5,768 | |
Montefiore Obligated Group | 4.287% | 9/1/50 | 810 | 590 | ||
3 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 2,650 | 2,317 | |
3 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 5,100 | 4,310 | |
3 | Mount Sinai Hospitals Group Inc. | 3.391% | 7/1/50 | 6,200 | 4,660 | |
MultiCare Health System | 2.803% | 8/15/50 | 2,250 | 1,609 | ||
7 | Mylan Inc. | 3.125% | 1/15/23 | 325 | 323 | |
Mylan Inc. | 4.200% | 11/29/23 | 8,205 | 8,183 | ||
Mylan Inc. | 4.550% | 4/15/28 | 3,538 | 3,370 | ||
Mylan Inc. | 5.400% | 11/29/43 | 4,970 | 4,162 | ||
Mylan Inc. | 5.200% | 4/15/48 | 3,393 | 2,695 | ||
New York & Presbyterian Hospital | 2.256% | 8/1/40 | 2,475 | 1,769 | ||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 9,390 | 8,568 | ||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 4,575 | 4,174 | ||
New York & Presbyterian Hospital | 2.606% | 8/1/60 | 2,125 | 1,349 | ||
3 | New York & Presbyterian Hospital | 3.954% | 8/1/19 | 3,435 | 2,655 | |
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 7,770 | 6,697 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 8,325 | 7,524 | ||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 4,195 | 3,463 | ||
Novant Health Inc. | 2.637% | 11/1/36 | 7,000 | 5,631 | ||
Novant Health Inc. | 3.168% | 11/1/51 | 11,000 | 8,462 | ||
Novant Health Inc. | 3.318% | 11/1/61 | 8,925 | 6,796 | ||
Novartis Capital Corp. | 3.400% | 5/6/24 | 15,653 | 15,728 | ||
Novartis Capital Corp. | 1.750% | 2/14/25 | 9,685 | 9,348 | ||
Novartis Capital Corp. | 3.000% | 11/20/25 | 7,177 | 7,082 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 7,900 | 7,354 | ||
Novartis Capital Corp. | 3.100% | 5/17/27 | 26,048 | 25,415 | ||
Novartis Capital Corp. | 2.200% | 8/14/30 | 33,485 | 29,530 | ||
Novartis Capital Corp. | 3.700% | 9/21/42 | 5,175 | 4,686 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 10,218 | 10,202 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 14,011 | 13,028 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 5,815 | 4,522 | ||
3 | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | 2.667% | 10/1/50 | 3,210 | 2,262 | |
3 | NYU Langone Hospitals | 5.750% | 7/1/43 | 3,100 | 3,458 | |
NYU Langone Hospitals | 4.784% | 7/1/44 | 3,925 | 3,832 | ||
3 | NYU Langone Hospitals | 4.368% | 7/1/47 | 4,775 | 4,348 | |
3 | NYU Langone Hospitals | 3.380% | 7/1/55 | 7,545 | 5,681 | |
Ochsner Clinic Foundation | 5.897% | 5/15/45 | 275 | 300 | ||
OhioHealth Corp. | 2.297% | 11/15/31 | 4,650 | 3,983 | ||
OhioHealth Corp. | 2.834% | 11/15/41 | 4,325 | 3,334 | ||
3 | OhioHealth Corp. | 3.042% | 11/15/50 | 3,025 | 2,307 | |
Orlando Health Obligated Group | 4.089% | 10/1/48 | 2,200 | 1,969 | ||
Orlando Health Obligated Group | 3.327% | 10/1/50 | 2,750 | 2,185 | ||
3 | PeaceHealth Obligated Group | 1.375% | 11/15/25 | 1,830 | 1,684 | |
3 | PeaceHealth Obligated Group | 4.787% | 11/15/48 | 3,300 | 3,262 | |
3 | PeaceHealth Obligated Group | 3.218% | 11/15/50 | 5,900 | 4,450 | |
PerkinElmer Inc. | 0.550% | 9/15/23 | 2,500 | 2,407 | ||
PerkinElmer Inc. | 0.850% | 9/15/24 | 7,000 | 6,494 | ||
PerkinElmer Inc. | 1.900% | 9/15/28 | 4,025 | 3,353 | ||
PerkinElmer Inc. | 3.300% | 9/15/29 | 16,350 | 14,373 | ||
PerkinElmer Inc. | 2.550% | 3/15/31 | 6,000 | 4,886 | ||
PerkinElmer Inc. | 2.250% | 9/15/31 | 2,000 | 1,581 | ||
PerkinElmer Inc. | 3.625% | 3/15/51 | 3,500 | 2,621 | ||
Pfizer Inc. | 3.200% | 9/15/23 | 6,225 | 6,242 | ||
Pfizer Inc. | 2.950% | 3/15/24 | 3,000 | 2,987 | ||
Pfizer Inc. | 3.400% | 5/15/24 | 650 | 654 | ||
Pfizer Inc. | 0.800% | 5/28/25 | 4,700 | 4,382 | ||
Pfizer Inc. | 2.750% | 6/3/26 | 26,608 | 25,923 | ||
Pfizer Inc. | 3.000% | 12/15/26 | 13,225 | 12,931 | ||
Pfizer Inc. | 3.600% | 9/15/28 | 6,025 | 5,993 | ||
Pfizer Inc. | 3.450% | 3/15/29 | 32,537 | 31,647 | ||
Pfizer Inc. | 2.625% | 4/1/30 | 11,105 | 10,138 | ||
Pfizer Inc. | 1.700% | 5/28/30 | 16,843 | 14,360 | ||
Pfizer Inc. | 1.750% | 8/18/31 | 12,500 | 10,456 | ||
Pfizer Inc. | 4.000% | 12/15/36 | 10,550 | 10,269 | ||
Pfizer Inc. | 4.100% | 9/15/38 | 9,275 | 8,947 | ||
Pfizer Inc. | 3.900% | 3/15/39 | 14,060 | 13,263 | ||
Pfizer Inc. | 7.200% | 3/15/39 | 19,540 | 25,595 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 20,500 | 16,153 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 8,010 | 7,747 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 7,075 | 6,933 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 10,900 | 10,469 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 13,152 | 12,814 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 9,060 | 8,527 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 15,275 | 11,686 | ||
Pharmacia LLC | 6.600% | 12/1/28 | 5,248 | 5,928 | ||
3 | Piedmont Healthcare Inc. | 2.044% | 1/1/32 | 3,000 | 2,460 | |
3 | Piedmont Healthcare Inc. | 2.719% | 1/1/42 | 1,950 | 1,460 | |
Piedmont Healthcare Inc. | 2.864% | 1/1/52 | 4,000 | 2,845 | ||
Presbyterian Healthcare Services | 4.875% | 8/1/52 | 4,000 | 4,162 | ||
3 | Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 5,128 | 4,895 | |
3 | Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 6,900 | 6,107 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 3,125 | 2,662 | |
3 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 4,200 | 3,678 | |
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 3,300 | 3,316 | ||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 1,250 | 1,229 | ||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 16,379 | 15,958 | ||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 2,790 | 2,709 | ||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 10,245 | 9,026 | ||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 4,550 | 3,905 | ||
Quest Diagnostics Inc. | 5.750% | 1/30/40 | 876 | 925 | ||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 2,050 | 1,844 | ||
3 | Rady Children's Hospital-San Diego | 3.154% | 8/15/51 | 4,000 | 3,015 | |
Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 16,875 | 13,536 | ||
Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | 3,755 | 2,544 | ||
Royalty Pharma plc | 0.750% | 9/2/23 | 13,087 | 12,600 | ||
Royalty Pharma plc | 1.200% | 9/2/25 | 15,375 | 13,775 | ||
Royalty Pharma plc | 1.750% | 9/2/27 | 12,850 | 10,961 | ||
Royalty Pharma plc | 2.200% | 9/2/30 | 10,200 | 8,232 | ||
Royalty Pharma plc | 3.300% | 9/2/40 | 8,175 | 6,041 | ||
Royalty Pharma plc | 3.550% | 9/2/50 | 10,620 | 7,416 | ||
Royalty Pharma plc | 3.350% | 9/2/51 | 8,794 | 5,953 | ||
3 | Rush Obligated Group | 3.922% | 11/15/29 | 2,875 | 2,763 | |
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 3,500 | 3,084 | ||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 2,285 | 1,876 | ||
Sanofi | 3.625% | 6/19/28 | 10,775 | 10,627 | ||
3 | Seattle Children's Hospital | 2.719% | 10/1/50 | 5,000 | 3,508 | |
3 | Sharp HealthCare | 2.680% | 8/1/50 | 3,000 | 2,109 | |
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 17,846 | 17,649 | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 18,636 | 17,895 | ||
Smith & Nephew plc | 2.032% | 10/14/30 | 9,235 | 7,321 | ||
3 | SSM Health Care Corp. | 3.823% | 6/1/27 | 3,600 | 3,584 | |
3 | Stanford Health Care | 3.795% | 11/15/48 | 5,075 | 4,468 | |
Stanford Health Care | 3.027% | 8/15/51 | 5,000 | 3,772 | ||
STERIS Irish FinCo Unltd. Co. | 2.700% | 3/15/31 | 6,850 | 5,783 | ||
STERIS Irish FinCo Unltd. Co. | 3.750% | 3/15/51 | 15,800 | 12,300 | ||
Stryker Corp. | 0.600% | 12/1/23 | 1,750 | 1,678 | ||
Stryker Corp. | 3.375% | 5/15/24 | 5,425 | 5,395 | ||
Stryker Corp. | 1.150% | 6/15/25 | 3,400 | 3,140 | ||
Stryker Corp. | 3.375% | 11/1/25 | 6,265 | 6,135 | ||
Stryker Corp. | 3.500% | 3/15/26 | 13,747 | 13,483 | ||
Stryker Corp. | 3.650% | 3/7/28 | 5,300 | 5,132 | ||
Stryker Corp. | 1.950% | 6/15/30 | 4,350 | 3,618 | ||
Stryker Corp. | 4.100% | 4/1/43 | 4,225 | 3,656 | ||
Stryker Corp. | 4.375% | 5/15/44 | 7,580 | 6,831 | ||
Stryker Corp. | 4.625% | 3/15/46 | 3,440 | 3,286 | ||
Stryker Corp. | 2.900% | 6/15/50 | 2,314 | 1,673 | ||
3 | Sutter Health | 1.321% | 8/15/25 | 3,035 | 2,796 | |
3 | Sutter Health | 3.695% | 8/15/28 | 3,025 | 2,947 | |
3 | Sutter Health | 2.294% | 8/15/30 | 6,325 | 5,411 | |
3 | Sutter Health | 3.161% | 8/15/40 | 4,125 | 3,222 | |
3 | Sutter Health | 4.091% | 8/15/48 | 4,400 | 3,866 | |
3 | Sutter Health | 3.361% | 8/15/50 | 6,000 | 4,600 | |
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 25,050 | 25,232 | ||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 33,800 | 34,471 | ||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 30,382 | 25,411 | ||
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 17,000 | 13,078 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 23,425 | 17,433 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 13,079 | 9,548 | ||
Texas Health Resources | 2.328% | 11/15/50 | 3,704 | 2,401 | ||
3 | Texas Health Resources | 4.330% | 11/15/55 | 925 | 878 | |
Thermo Fisher Scientific Inc. | 0.797% | 10/18/23 | 12,250 | 11,885 | ||
Thermo Fisher Scientific Inc. | 1.215% | 10/18/24 | 10,000 | 9,485 | ||
Thermo Fisher Scientific Inc. | 1.750% | 10/15/28 | 9,000 | 7,875 | ||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 6,406 | 5,811 | ||
Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | 25,365 | 21,283 | ||
Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | 25,000 | 19,607 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 4,390 | 4,696 | ||
3 | Toledo Hospital | 5.325% | 11/15/28 | 2,935 | 2,759 | |
Toledo Hospital | 5.750% | 11/15/38 | 3,850 | 3,935 | ||
Toledo Hospital | 6.015% | 11/15/48 | 4,850 | 4,514 | ||
3 | Trinity Health Corp. | 2.632% | 12/1/40 | 2,500 | 1,838 | |
Trinity Health Corp. | 4.125% | 12/1/45 | 5,120 | 4,731 | ||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 4,730 | 4,639 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 41,104 | 41,147 | ||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 11,143 | 11,127 | ||
UnitedHealth Group Inc. | 1.250% | 1/15/26 | 13,195 | 12,178 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 26,094 | 25,555 | ||
UnitedHealth Group Inc. | 1.150% | 5/15/26 | 2,000 | 1,820 | ||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 13,000 | 12,820 | ||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 3,325 | 3,307 | ||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 17,965 | 16,607 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 22,115 | 18,956 | ||
UnitedHealth Group Inc. | 2.300% | 5/15/31 | 29,625 | 25,652 | ||
UnitedHealth Group Inc. | 5.800% | 3/15/36 | 4,000 | 4,481 | ||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 2,585 | 3,129 | ||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 5,100 | 6,186 | ||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 13,845 | 17,168 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 17,505 | 15,268 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 10,110 | 7,873 | ||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 3,700 | 4,179 | ||
UnitedHealth Group Inc. | 3.050% | 5/15/41 | 14,000 | 11,317 | ||
UnitedHealth Group Inc. | 4.625% | 11/15/41 | 1,000 | 992 | ||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 2,775 | 2,665 | ||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 5,900 | 5,312 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 10,557 | 9,927 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 19,738 | 19,899 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 24,950 | 23,330 | ||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 11,935 | 11,230 | ||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 3,860 | 3,350 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 17,053 | 15,950 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 5,075 | 4,861 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 8,000 | 6,836 | ||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 9,565 | 7,108 | ||
UnitedHealth Group Inc. | 3.250% | 5/15/51 | 15,500 | 12,193 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 14,431 | 12,463 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 11,490 | 8,429 | ||
7 | Universal Health Services Inc. | 2.650% | 10/15/30 | 8,200 | 6,535 | |
3 | UPMC | 3.600% | 4/3/25 | 5,000 | 4,968 | |
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 19,103 | 18,011 | ||
Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 15,450 | 12,447 | ||
Viatris Inc. | 1.650% | 6/22/25 | 6,500 | 5,895 | ||
Viatris Inc. | 2.300% | 6/22/27 | 14,000 | 11,976 | ||
Viatris Inc. | 2.700% | 6/22/30 | 12,000 | 9,644 | ||
Viatris Inc. | 3.850% | 6/22/40 | 10,100 | 7,113 | ||
Viatris Inc. | 4.000% | 6/22/50 | 17,058 | 11,366 | ||
3 | WakeMed | 3.286% | 10/1/52 | 2,375 | 1,807 | |
3 | West Virginia United Health System Obligated Group | 3.129% | 6/1/50 | 3,900 | 2,816 | |
3 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 2,925 | 2,941 | |
3 | Willis-Knighton Medical Center | 3.065% | 3/1/51 | 8,400 | 6,029 | |
Wyeth LLC | 7.250% | 3/1/23 | 2,000 | 2,055 | ||
Wyeth LLC | 6.450% | 2/1/24 | 10,991 | 11,495 | ||
Wyeth LLC | 6.500% | 2/1/34 | 14,080 | 16,820 | ||
Wyeth LLC | 6.000% | 2/15/36 | 6,845 | 7,849 | ||
Wyeth LLC | 5.950% | 4/1/37 | 12,010 | 13,856 | ||
3 | Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | 4,075 | 2,779 | |
Zeneca Wilmington Inc. | 7.000% | 11/15/23 | 5,100 | 5,326 | ||
Zimmer Biomet Holdings Inc. | 1.450% | 11/22/24 | 3,695 | 3,485 | ||
Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | 7,000 | 6,722 | ||
Zimmer Biomet Holdings Inc. | 2.600% | 11/24/31 | 16,045 | 13,090 | ||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 2,250 | 2,302 | ||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 6,210 | 5,333 | ||
Zoetis Inc. | 4.500% | 11/13/25 | 8,925 | 9,046 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 11,040 | 10,416 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Zoetis Inc. | 3.900% | 8/20/28 | 4,950 | 4,798 | ||
Zoetis Inc. | 2.000% | 5/15/30 | 4,870 | 4,074 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 7,540 | 7,253 | ||
Zoetis Inc. | 3.950% | 9/12/47 | 4,875 | 4,226 | ||
Zoetis Inc. | 4.450% | 8/20/48 | 12,200 | 11,477 | ||
Zoetis Inc. | 3.000% | 5/15/50 | 1,775 | 1,321 | ||
6,518,197 | ||||||
Industrials (1.9%) | ||||||
3 | 3M Co. | 3.250% | 2/14/24 | 8,235 | 8,239 | |
3M Co. | 2.000% | 2/14/25 | 6,425 | 6,187 | ||
3M Co. | 2.650% | 4/15/25 | 21,574 | 21,054 | ||
3 | 3M Co. | 2.250% | 9/19/26 | 21,512 | 20,328 | |
3 | 3M Co. | 3.625% | 9/14/28 | 9,136 | 8,984 | |
3 | 3M Co. | 3.375% | 3/1/29 | 8,725 | 8,385 | |
3M Co. | 2.375% | 8/26/29 | 18,045 | 16,152 | ||
3M Co. | 3.050% | 4/15/30 | 5,000 | 4,639 | ||
3 | 3M Co. | 3.875% | 6/15/44 | 1,000 | 877 | |
3 | 3M Co. | 3.125% | 9/19/46 | 11,425 | 8,981 | |
3 | 3M Co. | 3.625% | 10/15/47 | 8,625 | 7,368 | |
3 | 3M Co. | 4.000% | 9/14/48 | 7,550 | 6,832 | |
3M Co. | 3.250% | 8/26/49 | 10,500 | 8,372 | ||
3M Co. | 3.700% | 4/15/50 | 3,965 | 3,416 | ||
Acuity Brands Lighting Inc. | 2.150% | 12/15/30 | 3,875 | 3,071 | ||
Allegion plc | 3.500% | 10/1/29 | 3,455 | 3,064 | ||
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 2,053 | 1,995 | ||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 3,100 | 2,849 | ||
3 | American Airlines Pass-Through Trust Class A Series 2021-1 | 2.875% | 7/11/34 | 8,000 | 6,789 | |
3 | American Airlines Pass-Through Trust Class AA Series 2015-2 | 3.600% | 9/22/27 | 752 | 688 | |
3 | American Airlines Pass-Through Trust Class AA Series 2016-1 | 3.575% | 1/15/28 | 2,325 | 2,127 | |
3 | American Airlines Pass-Through Trust Class AA Series 2016-2 | 3.200% | 6/15/28 | 3,977 | 3,581 | |
3 | American Airlines Pass-Through Trust Class AA Series 2016-3 | 3.000% | 10/15/28 | 5,235 | 4,647 | |
3 | American Airlines Pass-Through Trust Class AA Series 2017-1 | 3.650% | 2/15/29 | 2,121 | 1,941 | |
3 | American Airlines Pass-Through Trust Class AA Series 2017-2 | 3.350% | 10/15/29 | 4,309 | 3,886 | |
3 | American Airlines Pass-Through Trust Class AA Series 2019-1 | 3.150% | 2/15/32 | 2,875 | 2,520 | |
Amphenol Corp. | 2.050% | 3/1/25 | 6,244 | 5,936 | ||
Amphenol Corp. | 4.350% | 6/1/29 | 4,000 | 3,925 | ||
Amphenol Corp. | 2.800% | 2/15/30 | 2,405 | 2,092 | ||
Amphenol Corp. | 2.200% | 9/15/31 | 4,000 | 3,272 | ||
Boeing Co. | 2.800% | 3/1/23 | 7,820 | 7,776 | ||
Boeing Co. | 4.508% | 5/1/23 | 30,095 | 30,225 | ||
Boeing Co. | 1.875% | 6/15/23 | 6,100 | 5,971 | ||
Boeing Co. | 1.950% | 2/1/24 | 8,500 | 8,210 | ||
Boeing Co. | 1.433% | 2/4/24 | 23,000 | 22,003 | ||
Boeing Co. | 2.800% | 3/1/24 | 2,000 | 1,960 | ||
Boeing Co. | 2.850% | 10/30/24 | 4,740 | 4,600 | ||
Boeing Co. | 2.500% | 3/1/25 | 1,672 | 1,577 | ||
Boeing Co. | 4.875% | 5/1/25 | 48,385 | 48,204 | ||
Boeing Co. | 7.250% | 6/15/25 | 325 | 350 | ||
Boeing Co. | 2.750% | 2/1/26 | 6,000 | 5,571 | ||
Boeing Co. | 2.196% | 2/4/26 | 58,600 | 52,885 | ||
Boeing Co. | 3.100% | 5/1/26 | 8,375 | 7,839 | ||
Boeing Co. | 2.250% | 6/15/26 | 7,995 | 7,211 | ||
Boeing Co. | 2.700% | 2/1/27 | 7,965 | 7,089 | ||
Boeing Co. | 2.800% | 3/1/27 | 18,461 | 16,535 | ||
Boeing Co. | 5.040% | 5/1/27 | 25,800 | 25,487 | ||
Boeing Co. | 3.250% | 2/1/28 | 15,758 | 14,133 | ||
Boeing Co. | 3.250% | 3/1/28 | 2,926 | 2,627 | ||
Boeing Co. | 2.950% | 2/1/30 | 16,251 | 13,486 | ||
Boeing Co. | 5.150% | 5/1/30 | 47,245 | 45,326 | ||
Boeing Co. | 3.625% | 2/1/31 | 13,475 | 11,662 | ||
Boeing Co. | 6.125% | 2/15/33 | 5,775 | 5,895 | ||
Boeing Co. | 3.600% | 5/1/34 | 18,041 | 14,359 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Boeing Co. | 3.250% | 2/1/35 | 13,725 | 10,447 | ||
Boeing Co. | 6.625% | 2/15/38 | 1,000 | 1,028 | ||
Boeing Co. | 3.550% | 3/1/38 | 2,322 | 1,693 | ||
Boeing Co. | 3.500% | 3/1/39 | 8,415 | 6,064 | ||
Boeing Co. | 6.875% | 3/15/39 | 5,430 | 5,639 | ||
Boeing Co. | 5.875% | 2/15/40 | 6,105 | 5,721 | ||
Boeing Co. | 5.705% | 5/1/40 | 35,635 | 33,292 | ||
Boeing Co. | 3.375% | 6/15/46 | 7,000 | 4,632 | ||
Boeing Co. | 3.650% | 3/1/47 | 6,800 | 4,612 | ||
Boeing Co. | 3.850% | 11/1/48 | 3,903 | 2,774 | ||
Boeing Co. | 3.900% | 5/1/49 | 21,944 | 15,598 | ||
Boeing Co. | 3.750% | 2/1/50 | 2,400 | 1,692 | ||
Boeing Co. | 5.805% | 5/1/50 | 58,520 | 53,887 | ||
Boeing Co. | 3.825% | 3/1/59 | 3,300 | 2,124 | ||
Boeing Co. | 3.950% | 8/1/59 | 3,000 | 2,026 | ||
Boeing Co. | 5.930% | 5/1/60 | 37,530 | 34,334 | ||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 9,785 | 9,842 | ||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 9,983 | 10,048 | ||
Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 8,460 | 8,472 | ||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 12,300 | 12,164 | ||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 3,200 | 3,215 | ||
Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | 4,132 | 4,572 | ||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 14,050 | 13,752 | ||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 1,650 | 1,923 | ||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 8,775 | 9,652 | ||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 5,600 | 5,728 | ||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 5,225 | 5,538 | ||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 4,680 | 4,708 | ||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 7,304 | 6,887 | ||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 10,395 | 9,842 | ||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 9,803 | 9,324 | ||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 7,337 | 7,613 | ||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 18,380 | 18,480 | ||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 6,305 | 6,063 | ||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 14,241 | 12,969 | ||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 8,722 | 8,535 | ||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 8,975 | 7,966 | ||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 3,135 | 2,883 | ||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 8,915 | 8,139 | ||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 11,195 | 10,307 | ||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 10,075 | 7,732 | ||
Burlington Northern Santa Fe LLC | 3.300% | 9/15/51 | 11,325 | 9,102 | ||
Burlington Northern Santa Fe LLC | 2.875% | 6/15/52 | 8,435 | 6,267 | ||
Canadian National Railway Co. | 2.950% | 11/21/24 | 1,319 | 1,298 | ||
Canadian National Railway Co. | 2.750% | 3/1/26 | 1,800 | 1,729 | ||
Canadian National Railway Co. | 6.900% | 7/15/28 | 300 | 341 | ||
Canadian National Railway Co. | 6.250% | 8/1/34 | 1,370 | 1,563 | ||
Canadian National Railway Co. | 6.200% | 6/1/36 | 5,425 | 6,096 | ||
Canadian National Railway Co. | 6.375% | 11/15/37 | 145 | 166 | ||
Canadian National Railway Co. | 3.200% | 8/2/46 | 9,400 | 7,346 | ||
Canadian National Railway Co. | 3.650% | 2/3/48 | 5,785 | 4,869 | ||
Canadian National Railway Co. | 4.450% | 1/20/49 | 860 | 819 | ||
Canadian National Railway Co. | 2.450% | 5/1/50 | 16,661 | 11,185 | ||
Canadian Pacific Railway Co. | 1.350% | 12/2/24 | 4,915 | 4,634 | ||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 5,625 | 5,455 | ||
Canadian Pacific Railway Co. | 1.750% | 12/2/26 | 3,500 | 3,169 | ||
Canadian Pacific Railway Co. | 4.000% | 6/1/28 | 4,000 | 3,961 | ||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 12,625 | 10,687 | ||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 1,431 | 1,664 | ||
Canadian Pacific Railway Co. | 2.450% | 12/2/31 | 18,570 | 15,932 | ||
Canadian Pacific Railway Co. | 4.800% | 9/15/35 | 2,900 | 2,878 | ||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 11,860 | 13,099 | ||
Canadian Pacific Railway Co. | 3.000% | 12/2/41 | 10,585 | 8,319 | ||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 6,100 | 5,987 | ||
Canadian Pacific Railway Co. | 3.100% | 12/2/51 | 19,085 | 14,061 | ||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 8,100 | 8,425 | ||
Carrier Global Corp. | 2.242% | 2/15/25 | 17,395 | 16,526 | ||
Carrier Global Corp. | 2.493% | 2/15/27 | 11,725 | 10,700 | ||
Carrier Global Corp. | 2.722% | 2/15/30 | 32,834 | 28,378 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Carrier Global Corp. | 2.700% | 2/15/31 | 4,517 | 3,825 | ||
Carrier Global Corp. | 3.377% | 4/5/40 | 21,210 | 16,658 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 29,775 | 22,595 | ||
3 | Caterpillar Financial Services Corp. | 1.950% | 11/18/22 | 15,520 | 15,479 | |
3 | Caterpillar Financial Services Corp. | 2.550% | 11/29/22 | 8,000 | 7,982 | |
Caterpillar Financial Services Corp. | 0.650% | 7/7/23 | 4,625 | 4,509 | ||
3 | Caterpillar Financial Services Corp. | 0.450% | 9/14/23 | 13,000 | 12,617 | |
3 | Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 3,000 | 3,022 | |
3 | Caterpillar Financial Services Corp. | 0.950% | 1/10/24 | 10,600 | 10,253 | |
3 | Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 4,100 | 4,064 | |
3 | Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 7,175 | 7,170 | |
3 | Caterpillar Financial Services Corp. | 0.600% | 9/13/24 | 5,300 | 4,988 | |
3 | Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | 2,749 | 2,668 | |
3 | Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 6,320 | 6,312 | |
3 | Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 4,550 | 4,295 | |
3 | Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | 16,945 | 15,400 | |
Caterpillar Financial Services Corp. | 0.900% | 3/2/26 | 10,100 | 9,179 | ||
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 6,800 | 6,474 | ||
3 | Caterpillar Financial Services Corp. | 1.150% | 9/14/26 | 4,000 | 3,605 | |
3 | Caterpillar Financial Services Corp. | 1.700% | 1/8/27 | 5,300 | 4,859 | |
3 | Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | 3,900 | 3,425 | |
Caterpillar Inc. | 3.400% | 5/15/24 | 8,750 | 8,779 | ||
Caterpillar Inc. | 2.600% | 9/19/29 | 5,000 | �� 4,568 | ||
Caterpillar Inc. | 2.600% | 4/9/30 | 19,806 | 17,972 | ||
Caterpillar Inc. | 5.300% | 9/15/35 | 7,100 | 7,710 | ||
Caterpillar Inc. | 6.050% | 8/15/36 | 9,241 | 10,683 | ||
Caterpillar Inc. | 5.200% | 5/27/41 | 5,147 | 5,531 | ||
Caterpillar Inc. | 3.803% | 8/15/42 | 11,854 | 10,816 | ||
Caterpillar Inc. | 4.300% | 5/15/44 | 2,830 | 2,747 | ||
Caterpillar Inc. | 3.250% | 9/19/49 | 17,771 | 14,608 | ||
Caterpillar Inc. | 3.250% | 4/9/50 | 10,100 | 8,359 | ||
Caterpillar Inc. | 4.750% | 5/15/64 | 2,575 | 2,611 | ||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 4,175 | 4,030 | ||
CNH Industrial Capital LLC | 1.950% | 7/2/23 | 3,075 | 3,005 | ||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 11,865 | 11,866 | ||
CNH Industrial Capital LLC | 1.875% | 1/15/26 | 10,200 | 9,256 | ||
CNH Industrial Capital LLC | 1.450% | 7/15/26 | 2,500 | 2,210 | ||
CNH Industrial NV | 4.500% | 8/15/23 | 5,025 | 5,071 | ||
3 | CNH Industrial NV | 3.850% | 11/15/27 | 4,500 | 4,241 | |
3 | Continental Airlines Pass-Through Trust Class A Series 2012-2 | 4.000% | 10/29/24 | 792 | 755 | |
Crane Holdings Co. | 4.450% | 12/15/23 | 5,690 | 5,731 | ||
Crane Holdings Co. | 4.200% | 3/15/48 | 3,925 | 3,188 | ||
CSX Corp. | 3.400% | 8/1/24 | 4,000 | 3,973 | ||
CSX Corp. | 3.350% | 11/1/25 | 5,400 | 5,306 | ||
CSX Corp. | 2.600% | 11/1/26 | 6,400 | 6,025 | ||
CSX Corp. | 3.250% | 6/1/27 | 12,250 | 11,753 | ||
CSX Corp. | 3.800% | 3/1/28 | 18,350 | 17,936 | ||
CSX Corp. | 4.250% | 3/15/29 | 15,539 | 15,463 | ||
CSX Corp. | 2.400% | 2/15/30 | 11,965 | 10,481 | ||
CSX Corp. | 6.000% | 10/1/36 | 900 | 993 | ||
CSX Corp. | 6.150% | 5/1/37 | 8,600 | 9,636 | ||
CSX Corp. | 6.220% | 4/30/40 | 7,279 | 8,230 | ||
CSX Corp. | 5.500% | 4/15/41 | 5,700 | 5,992 | ||
CSX Corp. | 4.750% | 5/30/42 | 3,290 | 3,127 | ||
CSX Corp. | 4.100% | 3/15/44 | 8,325 | 7,305 | ||
CSX Corp. | 3.800% | 11/1/46 | 5,240 | 4,430 | ||
CSX Corp. | 4.300% | 3/1/48 | 4,325 | 3,962 | ||
CSX Corp. | 4.750% | 11/15/48 | 3,500 | 3,421 | ||
CSX Corp. | 4.500% | 3/15/49 | 16,133 | 15,071 | ||
CSX Corp. | 3.350% | 9/15/49 | 1,000 | 781 | ||
CSX Corp. | 3.800% | 4/15/50 | 2,080 | 1,754 | ||
CSX Corp. | 2.500% | 5/15/51 | 17,500 | 11,822 | ||
CSX Corp. | 4.500% | 8/1/54 | 1,300 | 1,202 | ||
CSX Corp. | 4.250% | 11/1/66 | 6,625 | 5,627 | ||
CSX Corp. | 4.650% | 3/1/68 | 3,145 | 2,870 | ||
Cummins Inc. | 3.650% | 10/1/23 | 2,790 | 2,802 | ||
Cummins Inc. | 0.750% | 9/1/25 | 2,500 | 2,283 | ||
Cummins Inc. | 1.500% | 9/1/30 | 6,600 | 5,350 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Cummins Inc. | 4.875% | 10/1/43 | 7,390 | 7,494 | ||
Cummins Inc. | 2.600% | 9/1/50 | 4,050 | 2,772 | ||
Deere & Co. | 2.750% | 4/15/25 | 1,263 | 1,236 | ||
Deere & Co. | 5.375% | 10/16/29 | 6,170 | 6,676 | ||
Deere & Co. | 3.100% | 4/15/30 | 7,838 | 7,318 | ||
Deere & Co. | 3.900% | 6/9/42 | 7,237 | 6,785 | ||
Deere & Co. | 2.875% | 9/7/49 | 2,500 | 1,965 | ||
Deere & Co. | 3.750% | 4/15/50 | 10,906 | 9,969 | ||
7 | Delta Air Lines Inc. | 7.000% | 5/1/25 | 6,427 | 6,505 | |
7 | Delta Air Lines Inc. | 4.500% | 10/20/25 | 6,400 | 6,216 | |
7 | Delta Air Lines Inc. | 4.750% | 10/20/28 | 1,100 | 1,038 | |
3 | Delta Air Lines Pass-Through Trust Class AA Series 2019-1 | 3.204% | 4/25/24 | 4,000 | 3,862 | |
3 | Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | 2.000% | 6/10/28 | 7,043 | 6,180 | |
Dover Corp. | 3.150% | 11/15/25 | 5,900 | 5,797 | ||
Dover Corp. | 2.950% | 11/4/29 | 2,600 | 2,364 | ||
Dover Corp. | 5.375% | 10/15/35 | 300 | 307 | ||
Dover Corp. | 5.375% | 3/1/41 | 2,220 | 2,237 | ||
Eaton Corp. | 2.750% | 11/2/22 | 12,994 | 12,984 | ||
Eaton Corp. | 3.103% | 9/15/27 | 7,765 | 7,416 | ||
Eaton Corp. | 4.000% | 11/2/32 | 7,729 | 7,505 | ||
Eaton Corp. | 4.150% | 11/2/42 | 3,011 | 2,703 | ||
Eaton Corp. | 3.915% | 9/15/47 | 1,950 | 1,659 | ||
Emerson Electric Co. | 3.150% | 6/1/25 | 1,800 | 1,781 | ||
Emerson Electric Co. | 0.875% | 10/15/26 | 12,820 | 11,335 | ||
Emerson Electric Co. | 1.800% | 10/15/27 | 9,550 | 8,556 | ||
Emerson Electric Co. | 2.000% | 12/21/28 | 7,800 | 6,886 | ||
Emerson Electric Co. | 1.950% | 10/15/30 | 4,250 | 3,578 | ||
Emerson Electric Co. | 2.200% | 12/21/31 | 11,000 | 9,308 | ||
Emerson Electric Co. | 5.250% | 11/15/39 | 440 | 464 | ||
Emerson Electric Co. | 2.750% | 10/15/50 | 6,175 | 4,452 | ||
Emerson Electric Co. | 2.800% | 12/21/51 | 9,900 | 7,235 | ||
FedEx Corp. | 3.250% | 4/1/26 | 7,759 | 7,613 | ||
FedEx Corp. | 3.400% | 2/15/28 | 5,000 | 4,774 | ||
FedEx Corp. | 3.100% | 8/5/29 | 16,125 | 14,713 | ||
FedEx Corp. | 4.250% | 5/15/30 | 13,550 | 13,202 | ||
FedEx Corp. | 2.400% | 5/15/31 | 6,700 | 5,646 | ||
FedEx Corp. | 4.900% | 1/15/34 | 1,700 | 1,698 | ||
FedEx Corp. | 3.900% | 2/1/35 | 4,100 | 3,661 | ||
FedEx Corp. | 3.250% | 5/15/41 | 6,700 | 5,241 | ||
FedEx Corp. | 3.875% | 8/1/42 | 275 | 230 | ||
FedEx Corp. | 4.100% | 4/15/43 | 2,275 | 1,918 | ||
FedEx Corp. | 5.100% | 1/15/44 | 8,107 | 7,803 | ||
FedEx Corp. | 4.750% | 11/15/45 | 13,900 | 12,763 | ||
FedEx Corp. | 4.550% | 4/1/46 | 16,199 | 14,518 | ||
FedEx Corp. | 4.400% | 1/15/47 | 9,400 | 8,237 | ||
FedEx Corp. | 4.050% | 2/15/48 | 10,500 | 8,808 | ||
FedEx Corp. | 4.950% | 10/17/48 | 9,578 | 9,125 | ||
FedEx Corp. | 5.250% | 5/15/50 | 14,781 | 14,752 | ||
FedEx Corp. | 4.500% | 2/1/65 | 785 | 664 | ||
3 | FedEx Corp. Pass-Through Trust Class AA Series 2020-1 | 1.875% | 2/20/34 | 19,822 | 17,040 | |
Flowserve Corp. | 3.500% | 10/1/30 | 3,920 | 3,319 | ||
Fortive Corp. | 3.150% | 6/15/26 | 7,547 | 7,136 | ||
Fortive Corp. | 4.300% | 6/15/46 | 6,250 | 5,443 | ||
General Dynamics Corp. | 2.250% | 11/15/22 | 4,722 | 4,711 | ||
General Dynamics Corp. | 1.875% | 8/15/23 | 18,200 | 17,960 | ||
General Dynamics Corp. | 2.375% | 11/15/24 | 5,019 | 4,887 | ||
General Dynamics Corp. | 3.250% | 4/1/25 | 8,314 | 8,245 | ||
General Dynamics Corp. | 3.500% | 5/15/25 | 9,993 | 9,966 | ||
General Dynamics Corp. | 2.125% | 8/15/26 | 8,000 | 7,503 | ||
General Dynamics Corp. | 3.500% | 4/1/27 | 3,815 | 3,750 | ||
General Dynamics Corp. | 2.625% | 11/15/27 | 10,440 | 9,760 | ||
General Dynamics Corp. | 3.750% | 5/15/28 | 7,135 | 7,021 | ||
General Dynamics Corp. | 3.625% | 4/1/30 | 11,994 | 11,620 | ||
General Dynamics Corp. | 2.250% | 6/1/31 | 3,500 | 3,056 | ||
General Dynamics Corp. | 4.250% | 4/1/40 | 6,400 | 6,123 | ||
General Dynamics Corp. | 3.600% | 11/15/42 | 537 | 462 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | General Electric Co. | 3.150% | 9/7/22 | 7,206 | 7,205 | |
3 | General Electric Co. | 5.875% | 1/14/38 | 24,000 | 24,989 | |
Honeywell International Inc. | 3.350% | 12/1/23 | 10,140 | 10,172 | ||
Honeywell International Inc. | 2.300% | 8/15/24 | 7,425 | 7,293 | ||
Honeywell International Inc. | 1.350% | 6/1/25 | 16,993 | 16,022 | ||
Honeywell International Inc. | 2.500% | 11/1/26 | 14,375 | 13,735 | ||
Honeywell International Inc. | 1.100% | 3/1/27 | 16,514 | 14,691 | ||
Honeywell International Inc. | 2.700% | 8/15/29 | 4,901 | 4,504 | ||
Honeywell International Inc. | 1.950% | 6/1/30 | 8,303 | 7,131 | ||
Honeywell International Inc. | 1.750% | 9/1/31 | 16,000 | 13,239 | ||
Honeywell International Inc. | 5.700% | 3/15/36 | 4,705 | 5,288 | ||
Honeywell International Inc. | 5.700% | 3/15/37 | 4,945 | 5,609 | ||
Honeywell International Inc. | 5.375% | 3/1/41 | 6,045 | 6,542 | ||
Honeywell International Inc. | 3.812% | 11/21/47 | 2,500 | 2,276 | ||
Huntington Ingalls Industries Inc. | 0.670% | 8/16/23 | 1,395 | 1,344 | ||
Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 3,500 | 3,418 | ||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 4,608 | 4,317 | ||
Huntington Ingalls Industries Inc. | 2.043% | 8/16/28 | 5,300 | 4,512 | ||
Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 7,100 | 6,691 | ||
IDEX Corp. | 3.000% | 5/1/30 | 2,995 | 2,605 | ||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 7,912 | 7,937 | ||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 14,550 | 13,913 | ||
Illinois Tool Works Inc. | 4.875% | 9/15/41 | 350 | 357 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 10,803 | 9,552 | ||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 9,500 | 9,384 | ||
3 | JetBlue Pass-Through Trust Class A Series 2020-1 | 4.000% | 11/15/32 | 4,397 | 4,039 | |
3 | JetBlue Pass-Through Trust Class AA Series 2019-1 | 2.750% | 5/15/32 | 8,903 | 7,546 | |
3 | John Deere Capital Corp. | 0.700% | 7/5/23 | 8,550 | 8,347 | |
3 | John Deere Capital Corp. | 0.400% | 10/10/23 | 3,500 | 3,387 | |
John Deere Capital Corp. | 3.650% | 10/12/23 | 6,341 | 6,387 | ||
3 | John Deere Capital Corp. | 0.900% | 1/10/24 | 8,000 | 7,737 | |
3 | John Deere Capital Corp. | 0.450% | 1/17/24 | 10,000 | 9,593 | |
3 | John Deere Capital Corp. | 2.600% | 3/7/24 | 3,000 | 2,968 | |
3 | John Deere Capital Corp. | 3.350% | 6/12/24 | 9,931 | 9,943 | |
3 | John Deere Capital Corp. | 2.650% | 6/24/24 | 4,421 | 4,373 | |
3 | John Deere Capital Corp. | 0.625% | 9/10/24 | 5,000 | 4,722 | |
3 | John Deere Capital Corp. | 2.050% | 1/9/25 | 11,150 | 10,797 | |
3 | John Deere Capital Corp. | 1.250% | 1/10/25 | 13,000 | 12,341 | |
3 | John Deere Capital Corp. | 3.450% | 3/13/25 | 10,705 | 10,726 | |
John Deere Capital Corp. | 3.400% | 6/6/25 | 6,880 | 6,858 | ||
3 | John Deere Capital Corp. | 3.400% | 9/11/25 | 1,750 | 1,743 | |
3 | John Deere Capital Corp. | 0.700% | 1/15/26 | 10,000 | 9,038 | |
3 | John Deere Capital Corp. | 2.650% | 6/10/26 | 4,200 | 4,039 | |
3 | John Deere Capital Corp. | 1.050% | 6/17/26 | 5,800 | 5,251 | |
3 | John Deere Capital Corp. | 2.250% | 9/14/26 | 8,386 | 7,888 | |
3 | John Deere Capital Corp. | 1.700% | 1/11/27 | 12,500 | 11,416 | |
3 | John Deere Capital Corp. | 1.750% | 3/9/27 | 12,261 | 11,192 | |
3 | John Deere Capital Corp. | 2.800% | 9/8/27 | 8,100 | 7,727 | |
3 | John Deere Capital Corp. | 3.050% | 1/6/28 | 7,700 | 7,391 | |
3 | John Deere Capital Corp. | 1.500% | 3/6/28 | 5,500 | 4,848 | |
3 | John Deere Capital Corp. | 3.450% | 3/7/29 | 4,475 | 4,323 | |
3 | John Deere Capital Corp. | 2.800% | 7/18/29 | 5,575 | 5,132 | |
3 | John Deere Capital Corp. | 2.450% | 1/9/30 | 8,380 | 7,511 | |
John Deere Capital Corp. | 1.450% | 1/15/31 | 9,200 | 7,483 | ||
3 | Johnson Controls International plc | 3.625% | 7/2/24 | 4,302 | 4,254 | |
3 | Johnson Controls International plc | 3.900% | 2/14/26 | 4,082 | 4,058 | |
Johnson Controls International plc | 1.750% | 9/15/30 | 9,575 | 7,802 | ||
Johnson Controls International plc | 2.000% | 9/16/31 | 4,000 | 3,179 | ||
3 | Johnson Controls International plc | 6.000% | 1/15/36 | 954 | 1,036 | |
3 | Johnson Controls International plc | 4.625% | 7/2/44 | 7,850 | 7,056 | |
3 | Johnson Controls International plc | 5.125% | 9/14/45 | 2,045 | 1,971 | |
Johnson Controls International plc | 4.500% | 2/15/47 | 5,495 | 4,804 | ||
3 | Johnson Controls International plc | 4.950% | 7/2/64 | 5,758 | 5,066 | |
Kansas City Southern | 2.875% | 11/15/29 | 4,000 | 3,576 | ||
3 | Kansas City Southern | 4.300% | 5/15/43 | 4,140 | 3,599 | |
3 | Kansas City Southern | 4.950% | 8/15/45 | 10,525 | 10,162 | |
Kansas City Southern | 4.700% | 5/1/48 | 5,730 | 5,369 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kansas City Southern | 3.500% | 5/1/50 | 8,745 | 6,825 | ||
Kansas City Southern | 4.200% | 11/15/69 | 7,136 | 5,874 | ||
Kennametal Inc. | 4.625% | 6/15/28 | 6,620 | 6,448 | ||
Keysight Technologies Inc. | 4.550% | 10/30/24 | 9,145 | 9,267 | ||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 10,600 | 10,638 | ||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 4,750 | 4,230 | ||
Kirby Corp. | 4.200% | 3/1/28 | 9,217 | 8,579 | ||
L3Harris Technologies Inc. | 3.950% | 5/28/24 | 1,040 | 1,043 | ||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 12,600 | 12,443 | ||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 5,500 | 5,394 | ||
3 | L3Harris Technologies Inc. | 4.400% | 6/15/28 | 9,605 | 9,434 | |
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 5,630 | 4,998 | ||
L3Harris Technologies Inc. | 1.800% | 1/15/31 | 19,275 | 15,378 | ||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 3,350 | 3,286 | ||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 5,970 | 5,807 | ||
Lennox International Inc. | 3.000% | 11/15/23 | 1,000 | 990 | ||
Lennox International Inc. | 1.350% | 8/1/25 | 7,366 | 6,753 | ||
Lennox International Inc. | 1.700% | 8/1/27 | 2,300 | 2,011 | ||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 9,373 | 9,389 | ||
Lockheed Martin Corp. | 3.900% | 6/15/32 | 6,500 | 6,413 | ||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 12,240 | 11,262 | ||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 5,475 | 5,471 | ||
3 | Lockheed Martin Corp. | 6.150% | 9/1/36 | 11,685 | 13,518 | |
Lockheed Martin Corp. | 5.720% | 6/1/40 | 3,376 | 3,723 | ||
Lockheed Martin Corp. | 4.850% | 9/15/41 | 622 | 616 | ||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 17,965 | 16,674 | ||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 11,365 | 10,032 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 12,833 | 12,955 | ||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 4,355 | 3,254 | ||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 13,861 | 12,915 | ||
Lockheed Martin Corp. | 4.150% | 6/15/53 | 3,500 | 3,278 | ||
Lockheed Martin Corp. | 4.300% | 6/15/62 | 6,025 | 5,668 | ||
7 | Mileage Plus Holdings LLC | 6.500% | 6/20/27 | 15,000 | 14,732 | |
Norfolk Southern Corp. | 3.850% | 1/15/24 | 3,341 | 3,348 | ||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 3,525 | 3,497 | ||
Norfolk Southern Corp. | 2.900% | 6/15/26 | 250 | 239 | ||
Norfolk Southern Corp. | 7.800% | 5/15/27 | 1,345 | 1,549 | ||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 4,793 | 4,567 | ||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 8,058 | 7,914 | ||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 13,009 | 11,650 | ||
Norfolk Southern Corp. | 2.300% | 5/15/31 | 5,000 | 4,267 | ||
Norfolk Southern Corp. | 3.000% | 3/15/32 | 6,250 | 5,641 | ||
Norfolk Southern Corp. | 7.050% | 5/1/37 | 539 | 627 | ||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 12,098 | 11,823 | ||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 3,125 | 2,733 | ||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 6,620 | 6,170 | ||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 9,150 | 8,799 | ||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 1,156 | 1,004 | ||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 7,400 | 6,622 | ||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 4,050 | 3,579 | ||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 2,500 | 1,974 | ||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 14,025 | 10,310 | ||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 3,222 | 2,806 | ||
Norfolk Southern Corp. | 4.550% | 6/1/53 | 5,300 | 5,005 | ||
Norfolk Southern Corp. | 3.155% | 5/15/55 | 16,192 | 11,784 | ||
Norfolk Southern Corp. | 4.100% | 5/15/21 | 7,800 | 5,910 | ||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 11,375 | 11,373 | ||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 15,076 | 14,760 | ||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 22,349 | 21,232 | ||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 9,817 | 9,810 | ||
3 | Northrop Grumman Corp. | 7.750% | 2/15/31 | 3,120 | 3,757 | |
Northrop Grumman Corp. | 5.150% | 5/1/40 | 7,330 | 7,427 | ||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 9,525 | 9,524 | ||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 9,890 | 9,480 | ||
Northrop Grumman Corp. | 3.850% | 4/15/45 | 5,275 | 4,456 | ||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 32,882 | 29,189 | ||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 395 | 417 | ||
nVent Finance Sarl | 4.550% | 4/15/28 | 3,850 | 3,718 | ||
Oshkosh Corp. | 4.600% | 5/15/28 | 7,375 | 7,270 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Oshkosh Corp. | 3.100% | 3/1/30 | 600 | 513 | ||
Otis Worldwide Corp. | 2.056% | 4/5/25 | 8,933 | 8,458 | ||
Otis Worldwide Corp. | 2.293% | 4/5/27 | 20,778 | 18,848 | ||
Otis Worldwide Corp. | 2.565% | 2/15/30 | 41,877 | 36,204 | ||
Otis Worldwide Corp. | 3.112% | 2/15/40 | 14,798 | 11,474 | ||
Otis Worldwide Corp. | 3.362% | 2/15/50 | 9,555 | 7,193 | ||
PACCAR Financial Corp. | 3.400% | 8/9/23 | 7,000 | 7,008 | ||
3 | PACCAR Financial Corp. | 0.350% | 8/11/23 | 4,000 | 3,876 | |
3 | PACCAR Financial Corp. | 0.350% | 2/2/24 | 4,000 | 3,816 | |
3 | PACCAR Financial Corp. | 3.150% | 6/13/24 | 2,000 | 1,991 | |
3 | PACCAR Financial Corp. | 2.150% | 8/15/24 | 3,500 | 3,408 | |
3 | PACCAR Financial Corp. | 1.800% | 2/6/25 | 6,156 | 5,887 | |
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 4,840 | 4,731 | ||
3 | Parker-Hannifin Corp. | 3.300% | 11/21/24 | 11,650 | 11,487 | |
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 15,060 | 14,373 | ||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 6,875 | 6,287 | ||
3 | Parker-Hannifin Corp. | 4.200% | 11/21/34 | 4,600 | 4,285 | |
3 | Parker-Hannifin Corp. | 6.250% | 5/15/38 | 4,050 | 4,430 | |
3 | Parker-Hannifin Corp. | 4.450% | 11/21/44 | 4,870 | 4,353 | |
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 5,825 | 4,954 | ||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 9,707 | 8,213 | ||
Precision Castparts Corp. | 3.250% | 6/15/25 | 9,300 | 9,267 | ||
Precision Castparts Corp. | 3.900% | 1/15/43 | 6,650 | 5,889 | ||
Precision Castparts Corp. | 4.375% | 6/15/45 | 3,512 | 3,351 | ||
Raytheon Technologies Corp. | 3.700% | 12/15/23 | 2,775 | 2,784 | ||
Raytheon Technologies Corp. | 3.200% | 3/15/24 | 12,107 | 12,075 | ||
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 15,518 | 15,583 | ||
Raytheon Technologies Corp. | 3.500% | 3/15/27 | 25,665 | 25,081 | ||
Raytheon Technologies Corp. | 3.125% | 5/4/27 | 15,919 | 15,232 | ||
Raytheon Technologies Corp. | 7.200% | 8/15/27 | 1,010 | 1,151 | ||
Raytheon Technologies Corp. | 4.125% | 11/16/28 | 39,383 | 38,908 | ||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 11,625 | 10,023 | ||
Raytheon Technologies Corp. | 1.900% | 9/1/31 | 10,600 | 8,682 | ||
Raytheon Technologies Corp. | 2.375% | 3/15/32 | 5,680 | 4,812 | ||
Raytheon Technologies Corp. | 5.400% | 5/1/35 | 3,225 | 3,419 | ||
Raytheon Technologies Corp. | 6.050% | 6/1/36 | 7,390 | 8,341 | ||
Raytheon Technologies Corp. | 6.125% | 7/15/38 | 4,375 | 4,924 | ||
Raytheon Technologies Corp. | 4.450% | 11/16/38 | 10,481 | 10,083 | ||
Raytheon Technologies Corp. | 4.875% | 10/15/40 | 450 | 446 | ||
Raytheon Technologies Corp. | 4.700% | 12/15/41 | 7,075 | 6,784 | ||
Raytheon Technologies Corp. | 4.500% | 6/1/42 | 37,798 | 36,013 | ||
Raytheon Technologies Corp. | 4.800% | 12/15/43 | 2,325 | 2,283 | ||
Raytheon Technologies Corp. | 4.150% | 5/15/45 | 12,650 | 11,240 | ||
Raytheon Technologies Corp. | 3.750% | 11/1/46 | 17,252 | 14,671 | ||
Raytheon Technologies Corp. | 4.350% | 4/15/47 | 10,625 | 9,820 | ||
Raytheon Technologies Corp. | 4.050% | 5/4/47 | 15,950 | 14,158 | ||
Raytheon Technologies Corp. | 3.125% | 7/1/50 | 11,400 | 8,739 | ||
Raytheon Technologies Corp. | 2.820% | 9/1/51 | 9,825 | 7,016 | ||
Raytheon Technologies Corp. | 3.030% | 3/15/52 | 20,600 | 15,416 | ||
Republic Services Inc. | 2.500% | 8/15/24 | 4,500 | 4,359 | ||
Republic Services Inc. | 3.200% | 3/15/25 | 7,059 | 6,937 | ||
Republic Services Inc. | 0.875% | 11/15/25 | 5,000 | 4,509 | ||
Republic Services Inc. | 2.900% | 7/1/26 | 12,225 | 11,672 | ||
Republic Services Inc. | 3.375% | 11/15/27 | 75 | 72 | ||
Republic Services Inc. | 2.300% | 3/1/30 | 9,075 | 7,773 | ||
Republic Services Inc. | 1.450% | 2/15/31 | 11,000 | 8,628 | ||
Republic Services Inc. | 1.750% | 2/15/32 | 13,925 | 10,959 | ||
Republic Services Inc. | 6.200% | 3/1/40 | 3,790 | 4,196 | ||
Republic Services Inc. | 3.050% | 3/1/50 | 3,917 | 2,912 | ||
Rockwell Automation Inc. | 0.350% | 8/15/23 | 2,000 | 1,940 | ||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 3,975 | 3,826 | ||
Rockwell Automation Inc. | 1.750% | 8/15/31 | 1,350 | 1,105 | ||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 5,150 | 4,766 | ||
Rockwell Automation Inc. | 2.800% | 8/15/61 | 1,900 | 1,245 | ||
3 | Ryder System Inc. | 3.750% | 6/9/23 | 12,000 | ��� 11,962 | |
3 | Ryder System Inc. | 3.650% | 3/18/24 | 7,775 | 7,710 | |
3 | Ryder System Inc. | 2.500% | 9/1/24 | 4,375 | 4,207 | |
3 | Ryder System Inc. | 4.625% | 6/1/25 | 5,051 | 5,082 | |
3 | Ryder System Inc. | 1.750% | 9/1/26 | 2,175 | 1,969 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Ryder System Inc. | 2.900% | 12/1/26 | 11,185 | 10,421 | |
3 | Ryder System Inc. | 2.850% | 3/1/27 | 1,230 | 1,141 | |
Southwest Airlines Co. | 2.750% | 11/16/22 | 1,000 | 998 | ||
Southwest Airlines Co. | 5.250% | 5/4/25 | 21,300 | 21,727 | ||
Southwest Airlines Co. | 3.000% | 11/15/26 | 3,475 | 3,248 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 21,646 | 21,838 | ||
Southwest Airlines Co. | 3.450% | 11/16/27 | 2,650 | 2,489 | ||
Southwest Airlines Co. | 2.625% | 2/10/30 | 6,000 | 5,061 | ||
3 | Southwest Airlines Co. Pass-Through Trust Series 2007-1 | 6.150% | 8/1/22 | 336 | 337 | |
3 | Spirit Airlines Pass-Through Trust Class A Series 2015-1 | 4.100% | 4/1/28 | 1,653 | 1,544 | |
Teledyne Technologies Inc. | 0.650% | 4/1/23 | 5,100 | 4,964 | ||
Teledyne Technologies Inc. | 0.950% | 4/1/24 | 5,100 | 4,824 | ||
Teledyne Technologies Inc. | 1.600% | 4/1/26 | 1,600 | 1,434 | ||
Teledyne Technologies Inc. | 2.250% | 4/1/28 | 9,000 | 7,799 | ||
Teledyne Technologies Inc. | 2.750% | 4/1/31 | 15,500 | 12,963 | ||
Textron Inc. | 4.300% | 3/1/24 | 2,625 | 2,637 | ||
Textron Inc. | 3.875% | 3/1/25 | 7,665 | 7,615 | ||
Textron Inc. | 4.000% | 3/15/26 | 6,200 | 6,125 | ||
Textron Inc. | 3.650% | 3/15/27 | 18,682 | 18,057 | ||
Textron Inc. | 3.375% | 3/1/28 | 5,500 | 5,203 | ||
Textron Inc. | 2.450% | 3/15/31 | 3,145 | 2,584 | ||
Timken Co. | 3.875% | 9/1/24 | 1,000 | 990 | ||
Timken Co. | 4.500% | 12/15/28 | 7,320 | 7,166 | ||
Trane Technologies Global Holding Co. Ltd. | 3.750% | 8/21/28 | 10,050 | 9,496 | ||
Trane Technologies Global Holding Co. Ltd. | 5.750% | 6/15/43 | 715 | 735 | ||
Trane Technologies Global Holding Co. Ltd. | 4.300% | 2/21/48 | 1,750 | 1,530 | ||
Trane Technologies Luxembourg Finance SA | 3.550% | 11/1/24 | 9,605 | 9,475 | ||
Trane Technologies Luxembourg Finance SA | 3.500% | 3/21/26 | 3,170 | 3,087 | ||
Trane Technologies Luxembourg Finance SA | 3.800% | 3/21/29 | 12,915 | 12,122 | ||
Trane Technologies Luxembourg Finance SA | 4.650% | 11/1/44 | 3,050 | 2,762 | ||
Trane Technologies Luxembourg Finance SA | 4.500% | 3/21/49 | 3,475 | 3,100 | ||
Trimble Inc. | 4.750% | 12/1/24 | 3,826 | 3,842 | ||
Trimble Inc. | 4.900% | 6/15/28 | 4,000 | 3,877 | ||
Triton Container International Ltd. | 3.250% | 3/15/32 | 6,300 | 5,137 | ||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 1,425 | 1,420 | ||
Tyco Electronics Group SA | 3.700% | 2/15/26 | 3,100 | 3,090 | ||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 2,950 | 2,832 | ||
Tyco Electronics Group SA | 2.500% | 2/4/32 | 6,000 | 5,264 | ||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 7,145 | 8,901 | ||
Union Pacific Corp. | 3.500% | 6/8/23 | 10,025 | 10,023 | ||
Union Pacific Corp. | 3.646% | 2/15/24 | 6,303 | 6,311 | ||
Union Pacific Corp. | 3.150% | 3/1/24 | 4,300 | 4,270 | ||
Union Pacific Corp. | 3.250% | 1/15/25 | 4,200 | 4,176 | ||
Union Pacific Corp. | 3.750% | 7/15/25 | 10,950 | 10,957 | ||
Union Pacific Corp. | 3.250% | 8/15/25 | 4,652 | 4,580 | ||
Union Pacific Corp. | 2.750% | 3/1/26 | 7,208 | 6,917 | ||
Union Pacific Corp. | 2.150% | 2/5/27 | 2,390 | 2,216 | ||
Union Pacific Corp. | 3.000% | 4/15/27 | 19,123 | 18,366 | ||
Union Pacific Corp. | 3.950% | 9/10/28 | 5,000 | 4,941 | ||
Union Pacific Corp. | 3.700% | 3/1/29 | 5,000 | 4,862 | ||
Union Pacific Corp. | 2.400% | 2/5/30 | 9,655 | 8,526 | ||
Union Pacific Corp. | 2.375% | 5/20/31 | 8,682 | 7,515 | ||
Union Pacific Corp. | 2.800% | 2/14/32 | 3,000 | 2,668 | ||
Union Pacific Corp. | 3.375% | 2/1/35 | 4,400 | 3,936 | ||
Union Pacific Corp. | 2.891% | 4/6/36 | 18,429 | 15,256 | ||
Union Pacific Corp. | 3.600% | 9/15/37 | 9,429 | 8,431 | ||
Union Pacific Corp. | 3.200% | 5/20/41 | 20,468 | 16,743 | ||
Union Pacific Corp. | 4.050% | 11/15/45 | 4,000 | 3,519 | ||
Union Pacific Corp. | 3.350% | 8/15/46 | 6,900 | 5,516 | ||
Union Pacific Corp. | 3.250% | 2/5/50 | 18,149 | 14,265 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Union Pacific Corp. | 2.950% | 3/10/52 | 12,000 | 8,871 | ||
Union Pacific Corp. | 3.500% | 2/14/53 | 6,000 | 4,903 | ||
Union Pacific Corp. | 3.875% | 2/1/55 | 2,069 | 1,774 | ||
Union Pacific Corp. | 3.950% | 8/15/59 | 5,150 | 4,393 | ||
Union Pacific Corp. | 3.839% | 3/20/60 | 16,132 | 13,483 | ||
Union Pacific Corp. | 3.550% | 5/20/61 | 7,500 | 5,917 | ||
Union Pacific Corp. | 2.973% | 9/16/62 | 17,396 | 12,023 | ||
Union Pacific Corp. | 4.100% | 9/15/67 | 1,726 | 1,470 | ||
Union Pacific Corp. | 3.750% | 2/5/70 | 3,000 | 2,387 | ||
Union Pacific Corp. | 3.799% | 4/6/71 | 18,654 | 14,971 | ||
Union Pacific Corp. | 3.850% | 2/14/72 | 3,500 | 2,877 | ||
3 | Union Pacific Railroad Co. Pass-Through Trust Series 2007-3 | 6.176% | 1/2/31 | 212 | 225 | |
3 | United Airlines Pass-Through Trust Class A Series 2012-1 | 4.150% | 4/11/24 | 4,339 | 4,203 | |
3 | United Airlines Pass-Through Trust Class A Series 2013-1 | 4.300% | 8/15/25 | 1,649 | 1,567 | |
3 | United Airlines Pass-Through Trust Class A Series 2014-1 | 4.000% | 4/11/26 | 2,316 | 2,164 | |
3 | United Airlines Pass-Through Trust Class A Series 2014-2 | 3.750% | 9/3/26 | 1,652 | 1,551 | |
3 | United Airlines Pass-Through Trust Class A Series 2015-1 | 3.700% | 12/1/22 | 1,750 | 1,734 | |
3 | United Airlines Pass-Through Trust Class A Series 2016-1 | 3.450% | 7/7/28 | 1,906 | 1,632 | |
3 | United Airlines Pass-Through Trust Class A Series 2016-2 | 3.100% | 10/7/28 | 972 | 807 | |
3 | United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | 27,721 | 27,245 | |
3 | United Airlines Pass-Through Trust Class AA Series 2015-1 | 3.450% | 12/1/27 | 2,964 | 2,727 | |
3 | United Airlines Pass-Through Trust Class AA Series 2016-1 | 3.100% | 7/7/28 | 18,015 | 16,204 | |
3 | United Airlines Pass-Through Trust Class AA Series 2016-2 | 2.875% | 10/7/28 | 3,369 | 3,047 | |
3 | United Airlines Pass-Through Trust Class AA Series 2018-1 | 3.500% | 3/1/30 | 271 | 244 | |
3 | United Airlines Pass-Through Trust Class AA Series 2019-1 | 4.150% | 8/25/31 | 2,389 | 2,225 | |
3 | United Airlines Pass-Through Trust Class AA Series 2019-2 | 2.700% | 5/1/32 | 4,368 | 3,675 | |
3 | United Airlines Pass-Through Trust Class B Series 2020-1 | 4.875% | 1/15/26 | 8,383 | 7,933 | |
United Parcel Service Inc. | 2.800% | 11/15/24 | 4,500 | 4,446 | ||
United Parcel Service Inc. | 3.900% | 4/1/25 | 14,360 | 14,479 | ||
United Parcel Service Inc. | 2.400% | 11/15/26 | 14,492 | 13,770 | ||
United Parcel Service Inc. | 3.400% | 3/15/29 | 27,550 | 26,568 | ||
United Parcel Service Inc. | 2.500% | 9/1/29 | 4,450 | 4,041 | ||
United Parcel Service Inc. | 4.450% | 4/1/30 | 2,000 | 2,045 | ||
United Parcel Service Inc. | 6.200% | 1/15/38 | 5,975 | 6,961 | ||
United Parcel Service Inc. | 5.200% | 4/1/40 | 13,700 | 14,491 | ||
United Parcel Service Inc. | 4.875% | 11/15/40 | 5,002 | 5,093 | ||
United Parcel Service Inc. | 3.625% | 10/1/42 | 6,400 | 5,557 | ||
United Parcel Service Inc. | 3.400% | 11/15/46 | 4,725 | 3,921 | ||
United Parcel Service Inc. | 3.750% | 11/15/47 | 375 | 334 | ||
United Parcel Service Inc. | 4.250% | 3/15/49 | 6,970 | 6,673 | ||
United Parcel Service Inc. | 3.400% | 9/1/49 | 7,485 | 6,306 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 17,100 | 18,790 | ||
United Parcel Service of America Inc. | 7.620% | 4/1/30 | 500 | 598 | ||
Valmont Industries Inc. | 5.000% | 10/1/44 | 5,944 | 5,488 | ||
Valmont Industries Inc. | 5.250% | 10/1/54 | 3,275 | 3,147 | ||
Vontier Corp. | 1.800% | 4/1/26 | 3,500 | 3,064 | ||
Vontier Corp. | 2.400% | 4/1/28 | 5,000 | 4,123 | ||
Vontier Corp. | 2.950% | 4/1/31 | 6,000 | 4,676 | ||
Waste Connections Inc. | 4.250% | 12/1/28 | 2,243 | 2,213 | ||
Waste Connections Inc. | 3.500% | 5/1/29 | 9,370 | 8,815 | ||
Waste Connections Inc. | 2.600% | 2/1/30 | 7,400 | 6,472 | ||
Waste Connections Inc. | 2.200% | 1/15/32 | 7,900 | 6,478 | ||
Waste Connections Inc. | 3.050% | 4/1/50 | 2,075 | 1,529 | ||
Waste Connections Inc. | 2.950% | 1/15/52 | 7,900 | 5,660 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Waste Management Inc. | 0.750% | 11/15/25 | 8,862 | 8,060 | ||
Waste Management Inc. | 3.150% | 11/15/27 | 2,021 | 1,940 | ||
Waste Management Inc. | 1.150% | 3/15/28 | 5,000 | 4,255 | ||
Waste Management Inc. | 2.000% | 6/1/29 | 2,000 | 1,732 | ||
Waste Management Inc. | 1.500% | 3/15/31 | 17,595 | 14,012 | ||
Waste Management Inc. | 2.950% | 6/1/41 | 6,300 | 4,916 | ||
Waste Management Inc. | 2.500% | 11/15/50 | 8,095 | 5,501 | ||
Westinghouse Air Brake Technologies Corp. | 4.400% | 3/15/24 | 8,205 | 8,188 | ||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 5,730 | 5,472 | ||
Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | 11,269 | 10,352 | ||
Westinghouse Air Brake Technologies Corp. | 4.950% | 9/15/28 | 10,675 | 10,266 | ||
WW Grainger Inc. | 1.850% | 2/15/25 | 4,040 | 3,845 | ||
WW Grainger Inc. | 3.750% | 5/15/46 | 3,707 | 3,143 | ||
WW Grainger Inc. | 4.200% | 5/15/47 | 3,075 | 2,812 | ||
Xylem Inc. | 3.250% | 11/1/26 | 5,950 | 5,743 | ||
Xylem Inc. | 1.950% | 1/30/28 | 8,000 | 7,065 | ||
Xylem Inc. | 2.250% | 1/30/31 | 4,275 | 3,559 | ||
Xylem Inc. | 4.375% | 11/1/46 | 4,480 | 4,064 | ||
4,437,899 | ||||||
Materials (0.7%) | ||||||
Air Products and Chemicals Inc. | 3.350% | 7/31/24 | 11,545 | 11,517 | ||
Air Products and Chemicals Inc. | 1.500% | 10/15/25 | 8,003 | 7,536 | ||
Air Products and Chemicals Inc. | 1.850% | 5/15/27 | 5,000 | 4,554 | ||
Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 8,150 | 7,053 | ||
Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 10,542 | 8,384 | ||
Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 14,550 | 10,981 | ||
Albemarle Corp. | 4.650% | 6/1/27 | 5,130 | 5,050 | ||
Albemarle Corp. | 5.050% | 6/1/32 | 5,730 | 5,595 | ||
Albemarle Corp. | 5.450% | 12/1/44 | 3,240 | 3,125 | ||
Albemarle Corp. | 5.650% | 6/1/52 | 5,455 | 5,451 | ||
Amcor Finance USA Inc. | 4.500% | 5/15/28 | 4,450 | 4,372 | ||
3 | Amcor Flexibles North America Inc. | 3.100% | 9/15/26 | 2,450 | 2,346 | |
Amcor Flexibles North America Inc. | 2.630% | 6/19/30 | 6,500 | 5,334 | ||
Amcor Flexibles North America Inc. | 2.690% | 5/25/31 | 6,300 | 5,142 | ||
AngloGold Ashanti Holdings plc | 3.375% | 11/1/28 | 8,000 | 6,799 | ||
AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | 7,481 | 6,210 | ||
ArcelorMittal SA | 4.550% | 3/11/26 | 3,500 | 3,450 | ||
ArcelorMittal SA | 4.250% | 7/16/29 | 4,000 | 3,793 | ||
ArcelorMittal SA | 7.000% | 10/15/39 | 7,811 | 7,957 | ||
ArcelorMittal SA | 6.750% | 3/1/41 | 5,695 | 5,625 | ||
Barrick Gold Corp. | 6.450% | 10/15/35 | 1,050 | 1,164 | ||
Barrick Gold Corp. | 5.250% | 4/1/42 | 8,027 | 7,910 | ||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 14,250 | 14,747 | ||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 1,600 | 1,668 | ||
Barrick PD Australia Finance Pty. Ltd. | 5.950% | 10/15/39 | 10,964 | 11,632 | ||
Berry Global Inc. | 0.950% | 2/15/24 | 8,400 | 7,957 | ||
Berry Global Inc. | 1.570% | 1/15/26 | 21,000 | 18,749 | ||
Berry Global Inc. | 1.650% | 1/15/27 | 8,000 | 6,958 | ||
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 7,525 | 7,578 | ||
BHP Billiton Finance USA Ltd. | 6.420% | 3/1/26 | 100 | 108 | ||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 10,090 | 9,379 | ||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 29,140 | 29,985 | ||
Cabot Corp. | 4.000% | 7/1/29 | 2,800 | 2,590 | ||
Carlisle Cos. Inc. | 3.750% | 11/15/22 | 1,605 | 1,604 | ||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 3,623 | 3,575 | ||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 3,050 | 2,900 | ||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 10,955 | 9,202 | ||
Celanese US Holdings LLC | 1.400% | 8/5/26 | 4,000 | 3,439 | ||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 5,866 | 5,408 | ||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 8,500 | 7,077 | ||
CF Industries Inc. | 5.150% | 3/15/34 | 8,500 | 8,308 | ||
CF Industries Inc. | 4.950% | 6/1/43 | 8,000 | 7,180 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CF Industries Inc. | 5.375% | 3/15/44 | 8,000 | 7,461 | ||
Dow Chemical Co. | 4.550% | 11/30/25 | 775 | 789 | ||
Dow Chemical Co. | 4.800% | 11/30/28 | 4,000 | 4,016 | ||
Dow Chemical Co. | 7.375% | 11/1/29 | 3,857 | 4,453 | ||
Dow Chemical Co. | 2.100% | 11/15/30 | 9,383 | 7,729 | ||
Dow Chemical Co. | 4.250% | 10/1/34 | 7,135 | 6,763 | ||
Dow Chemical Co. | 9.400% | 5/15/39 | 5,766 | 8,215 | ||
Dow Chemical Co. | 5.250% | 11/15/41 | 6,060 | 6,000 | ||
Dow Chemical Co. | 4.375% | 11/15/42 | 17,789 | 15,665 | ||
Dow Chemical Co. | 4.625% | 10/1/44 | 6,019 | 5,451 | ||
Dow Chemical Co. | 5.550% | 11/30/48 | 8,975 | 9,080 | ||
Dow Chemical Co. | 4.800% | 5/15/49 | 6,100 | 5,581 | ||
Dow Chemical Co. | 3.600% | 11/15/50 | 12,100 | 9,238 | ||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 26,200 | 26,358 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 14,000 | 14,098 | ||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 20,925 | 21,009 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 18,553 | 18,357 | ||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 22,540 | 22,404 | ||
Eastman Chemical Co. | 3.800% | 3/15/25 | 11,142 | 11,011 | ||
Eastman Chemical Co. | 4.500% | 12/1/28 | 2,989 | 2,932 | ||
Eastman Chemical Co. | 4.800% | 9/1/42 | 5,150 | 4,641 | ||
Eastman Chemical Co. | 4.650% | 10/15/44 | 8,926 | 7,742 | ||
Ecolab Inc. | 0.900% | 12/15/23 | 4,350 | 4,219 | ||
Ecolab Inc. | 2.700% | 11/1/26 | 11,972 | 11,491 | ||
Ecolab Inc. | 1.650% | 2/1/27 | 2,000 | 1,829 | ||
Ecolab Inc. | 3.250% | 12/1/27 | 4,225 | 4,118 | ||
Ecolab Inc. | 4.800% | 3/24/30 | 3,500 | 3,627 | ||
Ecolab Inc. | 1.300% | 1/30/31 | 5,500 | 4,409 | ||
Ecolab Inc. | 2.125% | 2/1/32 | 7,000 | 5,910 | ||
Ecolab Inc. | 2.125% | 8/15/50 | 2,500 | 1,597 | ||
Ecolab Inc. | 2.700% | 12/15/51 | 11,000 | 7,859 | ||
Ecolab Inc. | 2.750% | 8/18/55 | 10,602 | 7,421 | ||
EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | 9,165 | 8,601 | ||
EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | 5,000 | 4,330 | ||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 3,800 | 3,762 | ||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 7,435 | 7,364 | ||
FMC Corp. | 4.100% | 2/1/24 | 6,500 | 6,506 | ||
FMC Corp. | 3.200% | 10/1/26 | 7,590 | 7,224 | ||
FMC Corp. | 3.450% | 10/1/29 | 11,277 | 10,244 | ||
FMC Corp. | 4.500% | 10/1/49 | 4,000 | 3,424 | ||
Freeport-McMoRan Inc. | 4.550% | 11/14/24 | 1,000 | 995 | ||
Freeport-McMoRan Inc. | 5.000% | 9/1/27 | 4,800 | 4,763 | ||
Freeport-McMoRan Inc. | 4.125% | 3/1/28 | 7,300 | 6,775 | ||
Freeport-McMoRan Inc. | 4.375% | 8/1/28 | 5,300 | 4,976 | ||
Freeport-McMoRan Inc. | 5.250% | 9/1/29 | 1,900 | 1,815 | ||
Freeport-McMoRan Inc. | 4.250% | 3/1/30 | 4,400 | 4,035 | ||
Freeport-McMoRan Inc. | 4.625% | 8/1/30 | 4,500 | 4,173 | ||
Freeport-McMoRan Inc. | 5.400% | 11/14/34 | 4,000 | 3,905 | ||
Freeport-McMoRan Inc. | 5.450% | 3/15/43 | 21,000 | 19,428 | ||
Georgia-Pacific LLC | 8.000% | 1/15/24 | 8,030 | 8,508 | ||
7 | Georgia-Pacific LLC | 0.625% | 5/15/24 | 3,000 | 2,816 | |
7 | Georgia-Pacific LLC | 1.750% | 9/30/25 | 12,300 | 11,402 | |
Georgia-Pacific LLC | 7.375% | 12/1/25 | 2,500 | 2,765 | ||
7 | Georgia-Pacific LLC | 0.950% | 5/15/26 | 3,000 | 2,661 | |
Georgia-Pacific LLC | 7.250% | 6/1/28 | 1,000 | 1,154 | ||
Georgia-Pacific LLC | 7.750% | 11/15/29 | 1,750 | 2,106 | ||
Georgia-Pacific LLC | 8.875% | 5/15/31 | 4,460 | 5,799 | ||
Huntsman International LLC | 4.500% | 5/1/29 | 6,479 | 6,096 | ||
Huntsman International LLC | 2.950% | 6/15/31 | 4,500 | 3,738 | ||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 4,050 | 3,958 | ||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 4,300 | 3,678 | ||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 5,300 | 4,952 | ||
International Paper Co. | 5.000% | 9/15/35 | 4,094 | 4,126 | ||
International Paper Co. | 7.300% | 11/15/39 | 3,787 | 4,419 | ||
International Paper Co. | 6.000% | 11/15/41 | 6,232 | 6,472 | ||
International Paper Co. | 4.800% | 6/15/44 | 15,873 | 14,674 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
International Paper Co. | 4.400% | 8/15/47 | 2,800 | 2,495 | ||
International Paper Co. | 4.350% | 8/15/48 | 3,300 | 2,923 | ||
Kinross Gold Corp. | 5.950% | 3/15/24 | 3,091 | 3,164 | ||
Kinross Gold Corp. | 4.500% | 7/15/27 | 467 | 455 | ||
Linde Inc. | 2.650% | 2/5/25 | 3,589 | 3,529 | ||
Linde Inc. | 3.200% | 1/30/26 | 5,000 | 4,975 | ||
Linde Inc. | 1.100% | 8/10/30 | 5,700 | 4,566 | ||
Linde Inc. | 3.550% | 11/7/42 | 3,800 | 3,284 | ||
Linde Inc. | 2.000% | 8/10/50 | 5,000 | 3,137 | ||
Lubrizol Corp. | 6.500% | 10/1/34 | 420 | 497 | ||
LYB International Finance BV | 4.000% | 7/15/23 | 7,268 | 7,260 | ||
LYB International Finance BV | 5.250% | 7/15/43 | 9,574 | 8,943 | ||
LYB International Finance BV | 4.875% | 3/15/44 | 7,000 | 6,317 | ||
LYB International Finance III LLC | 1.250% | 10/1/25 | 2,600 | 2,353 | ||
LYB International Finance III LLC | 2.250% | 10/1/30 | 5,100 | 4,205 | ||
LYB International Finance III LLC | 3.375% | 10/1/40 | 3,900 | 2,988 | ||
LYB International Finance III LLC | 4.200% | 10/15/49 | 6,460 | 5,249 | ||
LYB International Finance III LLC | 4.200% | 5/1/50 | 11,060 | 8,993 | ||
LYB International Finance III LLC | 3.625% | 4/1/51 | 22,018 | 16,280 | ||
LYB International Finance III LLC | 3.800% | 10/1/60 | 4,650 | 3,296 | ||
LyondellBasell Industries NV | 5.750% | 4/15/24 | 4,932 | 5,044 | ||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 10,050 | 8,592 | ||
Martin Marietta Materials Inc. | 0.650% | 7/15/23 | 2,000 | 1,933 | ||
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 2,985 | 3,000 | ||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 3,225 | 3,072 | ||
Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 3,707 | 3,503 | ||
3 | Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 4,200 | 3,541 | |
Martin Marietta Materials Inc. | 2.400% | 7/15/31 | 6,000 | 4,902 | ||
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 7,950 | 6,622 | ||
Martin Marietta Materials Inc. | 3.200% | 7/15/51 | 8,800 | 6,224 | ||
Mosaic Co. | 4.250% | 11/15/23 | 12,507 | 12,587 | ||
Mosaic Co. | 4.050% | 11/15/27 | 3,260 | 3,187 | ||
Mosaic Co. | 5.450% | 11/15/33 | 3,305 | 3,426 | ||
Mosaic Co. | 4.875% | 11/15/41 | 4,945 | 4,500 | ||
Mosaic Co. | 5.625% | 11/15/43 | 4,400 | 4,521 | ||
NewMarket Corp. | 2.700% | 3/18/31 | 5,000 | 4,118 | ||
Newmont Corp. | 2.800% | 10/1/29 | 15,830 | 13,997 | ||
Newmont Corp. | 2.250% | 10/1/30 | 11,300 | 9,399 | ||
Newmont Corp. | 2.600% | 7/15/32 | 11,600 | 9,571 | ||
3 | Newmont Corp. | 5.875% | 4/1/35 | 1,080 | 1,139 | |
Newmont Corp. | 6.250% | 10/1/39 | 18,056 | 19,836 | ||
Newmont Corp. | 4.875% | 3/15/42 | 12,739 | 12,200 | ||
Newmont Corp. | 5.450% | 6/9/44 | 5,894 | 5,930 | ||
Nucor Corp. | 3.950% | 5/23/25 | 2,160 | 2,153 | ||
Nucor Corp. | 2.000% | 6/1/25 | 12,204 | 11,485 | ||
Nucor Corp. | 4.300% | 5/23/27 | 2,680 | 2,670 | ||
Nucor Corp. | 3.950% | 5/1/28 | 2,700 | 2,618 | ||
Nucor Corp. | 2.700% | 6/1/30 | 7,200 | 6,240 | ||
Nucor Corp. | 3.125% | 4/1/32 | 6,000 | 5,230 | ||
Nucor Corp. | 3.850% | 4/1/52 | 5,000 | 4,078 | ||
Nucor Corp. | 2.979% | 12/15/55 | 16,337 | 11,047 | ||
Nutrien Ltd. | 3.000% | 4/1/25 | 4,000 | 3,902 | ||
Nutrien Ltd. | 4.000% | 12/15/26 | 4,800 | 4,795 | ||
Nutrien Ltd. | 2.950% | 5/13/30 | 13,542 | 12,061 | ||
Nutrien Ltd. | 4.125% | 3/15/35 | 5,525 | 5,120 | ||
Nutrien Ltd. | 5.625% | 12/1/40 | 4,875 | 5,084 | ||
Nutrien Ltd. | 4.900% | 6/1/43 | 6,810 | 6,563 | ||
Nutrien Ltd. | 5.250% | 1/15/45 | 4,308 | 4,296 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 11,246 | 11,174 | ||
Nutrien Ltd. | 3.950% | 5/13/50 | 6,000 | 5,176 | ||
Packaging Corp. of America | 3.650% | 9/15/24 | 6,570 | 6,515 | ||
Packaging Corp. of America | 3.400% | 12/15/27 | 3,700 | 3,557 | ||
Packaging Corp. of America | 3.000% | 12/15/29 | 12,703 | 11,393 | ||
Packaging Corp. of America | 4.050% | 12/15/49 | 2,900 | 2,400 | ||
Packaging Corp. of America | 3.050% | 10/1/51 | 7,400 | 5,236 | ||
PPG Industries Inc. | 2.400% | 8/15/24 | 13,920 | 13,536 | ||
PPG Industries Inc. | 1.200% | 3/15/26 | 7,500 | 6,721 | ||
PPG Industries Inc. | 2.550% | 6/15/30 | 5,000 | 4,398 | ||
Reliance Steel & Aluminum Co. | 1.300% | 8/15/25 | 1,500 | 1,364 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | 10,511 | 8,512 | ||
Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 3,229 | 3,669 | ||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 5,935 | 6,507 | ||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 375 | 431 | ||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 5,485 | 5,713 | ||
Rio Tinto Finance USA Ltd. | 2.750% | 11/2/51 | 18,225 | 13,195 | ||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 5,975 | 5,950 | ||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 6,941 | 6,399 | ||
Rohm & Haas Co. | 7.850% | 7/15/29 | 2,637 | 3,136 | ||
RPM International Inc. | 3.750% | 3/15/27 | 5,890 | 5,651 | ||
RPM International Inc. | 4.550% | 3/1/29 | 2,575 | 2,491 | ||
RPM International Inc. | 2.950% | 1/15/32 | 4,000 | 3,315 | ||
RPM International Inc. | 5.250% | 6/1/45 | 3,892 | 3,616 | ||
RPM International Inc. | 4.250% | 1/15/48 | 10,630 | 9,026 | ||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 4,375 | 4,340 | ||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 5,425 | 5,326 | ||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 11,644 | 11,565 | ||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 14,800 | 14,125 | ||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 22,000 | 19,702 | ||
Sherwin-Williams Co. | 2.200% | 3/15/32 | 5,350 | 4,319 | ||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 1,000 | 818 | ||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 1,590 | 1,391 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 15,367 | 13,581 | ||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 5,138 | 4,111 | ||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 6,700 | 4,966 | ||
Sherwin-Williams Co. | 2.900% | 3/15/52 | 5,250 | 3,588 | ||
Sonoco Products Co. | 3.125% | 5/1/30 | 4,175 | 3,651 | ||
Southern Copper Corp. | 3.875% | 4/23/25 | 3,600 | 3,560 | ||
Southern Copper Corp. | 7.500% | 7/27/35 | 8,725 | 10,325 | ||
Southern Copper Corp. | 6.750% | 4/16/40 | 10,050 | 11,324 | ||
Southern Copper Corp. | 5.250% | 11/8/42 | 16,445 | 15,991 | ||
Southern Copper Corp. | 5.875% | 4/23/45 | 16,812 | 17,426 | ||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 8,598 | 8,337 | ||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 3,000 | 2,841 | ||
Steel Dynamics Inc. | 1.650% | 10/15/27 | 3,200 | 2,745 | ||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 16,595 | 14,780 | ||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 18,000 | 15,653 | ||
Steel Dynamics Inc. | 3.250% | 10/15/50 | 8,513 | 5,891 | ||
Suzano Austria GmbH | 6.000% | 1/15/29 | 18,350 | 18,105 | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 7,450 | 6,772 | ||
Suzano Austria GmbH | 3.750% | 1/15/31 | 13,400 | 10,823 | ||
3 | Suzano Austria GmbH | 3.125% | 1/15/32 | 19,000 | 14,333 | |
Teck Resources Ltd. | 3.900% | 7/15/30 | 5,000 | 4,599 | ||
Teck Resources Ltd. | 6.000% | 8/15/40 | 7,344 | 7,318 | ||
Vale Overseas Ltd. | 3.750% | 7/8/30 | 27,100 | 23,709 | ||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 500 | 587 | ||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 17,269 | 18,509 | ||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 15,015 | 15,970 | ||
Vale SA | 5.625% | 9/11/42 | 6,897 | 6,428 | ||
Vulcan Materials Co. | 4.500% | 4/1/25 | 2,750 | 2,788 | ||
Vulcan Materials Co. | 3.900% | 4/1/27 | 2,689 | 2,646 | ||
Vulcan Materials Co. | 3.500% | 6/1/30 | 7,954 | 7,168 | ||
Vulcan Materials Co. | 4.500% | 6/15/47 | 9,737 | 8,666 | ||
Westlake Corp. | 3.600% | 8/15/26 | 7,804 | 7,598 | ||
Westlake Corp. | 3.375% | 6/15/30 | 3,000 | 2,698 | ||
Westlake Corp. | 2.875% | 8/15/41 | 3,600 | 2,550 | ||
Westlake Corp. | 5.000% | 8/15/46 | 13,510 | 12,769 | ||
Westlake Corp. | 4.375% | 11/15/47 | 975 | 838 | ||
Westlake Corp. | 3.125% | 8/15/51 | 6,300 | 4,393 | ||
Westlake Corp. | 3.375% | 8/15/61 | 4,700 | 3,175 | ||
WestRock MWV LLC | 8.200% | 1/15/30 | 4,304 | 5,102 | ||
WestRock MWV LLC | 7.950% | 2/15/31 | 3,000 | 3,534 | ||
WRKCo Inc. | 3.000% | 9/15/24 | 10,620 | 10,363 | ||
WRKCo Inc. | 3.750% | 3/15/25 | 14,789 | 14,634 | ||
WRKCo Inc. | 4.650% | 3/15/26 | 10,545 | 10,605 | ||
WRKCo Inc. | 3.375% | 9/15/27 | 9,950 | 9,433 | ||
WRKCo Inc. | 4.000% | 3/15/28 | 5,375 | 5,273 | ||
WRKCo Inc. | 3.900% | 6/1/28 | 2,300 | 2,220 | ||
WRKCo Inc. | 4.900% | 3/15/29 | 12,040 | 12,108 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
WRKCo Inc. | 4.200% | 6/1/32 | 4,550 | 4,305 | ||
WRKCo Inc. | 3.000% | 6/15/33 | 4,000 | 3,370 | ||
Yamana Gold Inc. | 2.630% | 8/15/31 | 4,000 | 3,215 | ||
1,701,645 | ||||||
Real Estate (1.1%) | ||||||
Agree LP | 2.000% | 6/15/28 | 7,475 | 6,372 | ||
Agree LP | 2.600% | 6/15/33 | 3,650 | 2,883 | ||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 17,199 | 16,910 | ||
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 9,089 | 9,107 | ||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 11,430 | 11,218 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 4,030 | 3,903 | ||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 2,375 | 2,313 | ||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 1,046 | 915 | ||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 6,725 | 6,625 | ||
Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | 6,213 | 6,160 | ||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 13,500 | 11,914 | ||
Alexandria Real Estate Equities Inc. | 2.000% | 5/18/32 | 5,900 | 4,660 | ||
Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 24,555 | 18,471 | ||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 2,525 | 2,361 | ||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 5,500 | 4,554 | ||
Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | 7,000 | 4,741 | ||
Alexandria Real Estate Equities Inc. | 3.550% | 3/15/52 | 5,000 | 3,768 | ||
American Assets Trust LP | 3.375% | 2/1/31 | 4,996 | 4,256 | ||
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 3,575 | 3,589 | ||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 3,793 | 3,705 | ||
American Campus Communities Operating Partnership LP | 3.625% | 11/15/27 | 3,075 | 3,024 | ||
American Campus Communities Operating Partnership LP | 2.850% | 2/1/30 | 8,030 | 7,614 | ||
American Campus Communities Operating Partnership LP | 3.875% | 1/30/31 | 2,750 | 2,704 | ||
American Homes 4 Rent LP | 4.250% | 2/15/28 | 2,015 | 1,923 | ||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 2,980 | 2,908 | ||
American Homes 4 Rent LP | 3.625% | 4/15/32 | 5,000 | 4,376 | ||
American Homes 4 Rent LP | 3.375% | 7/15/51 | 2,000 | 1,374 | ||
American Tower Corp. | 0.600% | 1/15/24 | 5,515 | 5,231 | ||
American Tower Corp. | 5.000% | 2/15/24 | 14,707 | 14,889 | ||
American Tower Corp. | 3.375% | 5/15/24 | 9,545 | 9,402 | ||
American Tower Corp. | 2.950% | 1/15/25 | 2,700 | 2,607 | ||
American Tower Corp. | 2.400% | 3/15/25 | 7,485 | 7,073 | ||
American Tower Corp. | 4.000% | 6/1/25 | 3,822 | 3,780 | ||
American Tower Corp. | 1.300% | 9/15/25 | 4,375 | 3,956 | ||
American Tower Corp. | 4.400% | 2/15/26 | 5,000 | 4,974 | ||
American Tower Corp. | 1.600% | 4/15/26 | 7,300 | 6,541 | ||
American Tower Corp. | 1.450% | 9/15/26 | 6,000 | 5,250 | ||
American Tower Corp. | 3.375% | 10/15/26 | 18,670 | 17,654 | ||
American Tower Corp. | 3.125% | 1/15/27 | 20,295 | 18,819 | ||
American Tower Corp. | 3.650% | 3/15/27 | 6,000 | 5,709 | ||
American Tower Corp. | 3.550% | 7/15/27 | 7,860 | 7,380 | ||
American Tower Corp. | 3.600% | 1/15/28 | 2,219 | 2,063 | ||
American Tower Corp. | 1.500% | 1/31/28 | 8,680 | 7,216 | ||
American Tower Corp. | 3.950% | 3/15/29 | 10,750 | 10,011 | ||
American Tower Corp. | 3.800% | 8/15/29 | 13,110 | 12,037 | ||
American Tower Corp. | 2.900% | 1/15/30 | 8,090 | 6,909 | ||
American Tower Corp. | 2.100% | 6/15/30 | 7,000 | 5,593 | ||
American Tower Corp. | 1.875% | 10/15/30 | 7,500 | 5,841 | ||
American Tower Corp. | 2.700% | 4/15/31 | 7,450 | 6,134 | ||
American Tower Corp. | 2.300% | 9/15/31 | 7,000 | 5,546 | ||
American Tower Corp. | 4.050% | 3/15/32 | 6,000 | 5,466 | ||
American Tower Corp. | 3.700% | 10/15/49 | 11,082 | 8,360 | ||
American Tower Corp. | 3.100% | 6/15/50 | 8,975 | 6,206 | ||
American Tower Corp. | 2.950% | 1/15/51 | 7,192 | 4,840 | ||
3 | AvalonBay Communities Inc. | 2.850% | 3/15/23 | 4,890 | 4,860 | |
3 | AvalonBay Communities Inc. | 4.200% | 12/15/23 | 1,680 | 1,687 | |
3 | AvalonBay Communities Inc. | 3.500% | 11/15/24 | 2,447 | 2,417 | |
3 | AvalonBay Communities Inc. | 3.450% | 6/1/25 | 4,295 | 4,226 | |
3 | AvalonBay Communities Inc. | 2.950% | 5/11/26 | 10,330 | 9,854 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | AvalonBay Communities Inc. | 2.900% | 10/15/26 | 4,750 | 4,507 | |
3 | AvalonBay Communities Inc. | 3.350% | 5/15/27 | 7,500 | 7,178 | |
3 | AvalonBay Communities Inc. | 3.200% | 1/15/28 | 4,175 | 3,939 | |
AvalonBay Communities Inc. | 1.900% | 12/1/28 | 2,000 | 1,740 | ||
3 | AvalonBay Communities Inc. | 2.300% | 3/1/30 | 11,600 | 9,984 | |
3 | AvalonBay Communities Inc. | 2.450% | 1/15/31 | 2,360 | 2,038 | |
AvalonBay Communities Inc. | 2.050% | 1/15/32 | 20,000 | 16,567 | ||
3 | AvalonBay Communities Inc. | 3.900% | 10/15/46 | 2,755 | 2,386 | |
3 | AvalonBay Communities Inc. | 4.150% | 7/1/47 | 1,000 | 896 | |
Boston Properties LP | 3.125% | 9/1/23 | 1,771 | 1,755 | ||
Boston Properties LP | 3.800% | 2/1/24 | 4,551 | 4,532 | ||
Boston Properties LP | 3.200% | 1/15/25 | 15,121 | 14,743 | ||
Boston Properties LP | 3.650% | 2/1/26 | 7,250 | 7,039 | ||
Boston Properties LP | 2.750% | 10/1/26 | 17,059 | 15,894 | ||
Boston Properties LP | 4.500% | 12/1/28 | 4,700 | 4,565 | ||
Boston Properties LP | 3.400% | 6/21/29 | 5,940 | 5,315 | ||
Boston Properties LP | 2.900% | 3/15/30 | 10,914 | 9,226 | ||
Boston Properties LP | 3.250% | 1/30/31 | 8,430 | 7,228 | ||
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 20,952 | 19,654 | ||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 12,425 | 12,233 | ||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 15,188 | 14,859 | ||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 7,225 | 6,919 | ||
Brixmor Operating Partnership LP | 2.250% | 4/1/28 | 3,394 | 2,912 | ||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 5,000 | 4,653 | ||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 18,093 | 16,305 | ||
Brixmor Operating Partnership LP | 2.500% | 8/16/31 | 5,000 | 3,932 | ||
Broadstone Net Lease LLC | 2.600% | 9/15/31 | 2,425 | 1,973 | ||
Camden Property Trust | 2.950% | 12/15/22 | 5,575 | 5,571 | ||
Camden Property Trust | 4.100% | 10/15/28 | 5,475 | 5,380 | ||
Camden Property Trust | 3.150% | 7/1/29 | 10,165 | 9,281 | ||
Camden Property Trust | 2.800% | 5/15/30 | 27,145 | 23,960 | ||
Camden Property Trust | 3.350% | 11/1/49 | 1,550 | 1,213 | ||
CBRE Services Inc. | 4.875% | 3/1/26 | 8,208 | 8,286 | ||
CBRE Services Inc. | 2.500% | 4/1/31 | 5,000 | 4,031 | ||
Corporate Office Properties LP | 2.250% | 3/15/26 | 1,500 | 1,359 | ||
Corporate Office Properties LP | 2.750% | 4/15/31 | 5,100 | 4,137 | ||
Corporate Office Properties LP | 2.900% | 12/1/33 | 10,650 | 8,258 | ||
Crown Castle International Corp. | 3.150% | 7/15/23 | 5,525 | 5,463 | ||
Crown Castle International Corp. | 3.200% | 9/1/24 | 7,750 | 7,591 | ||
Crown Castle International Corp. | 1.350% | 7/15/25 | 4,000 | 3,654 | ||
Crown Castle International Corp. | 4.450% | 2/15/26 | 12,670 | 12,550 | ||
Crown Castle International Corp. | 3.700% | 6/15/26 | 19,130 | 18,478 | ||
Crown Castle International Corp. | 1.050% | 7/15/26 | 10,000 | 8,669 | ||
Crown Castle International Corp. | 4.000% | 3/1/27 | 2,275 | 2,208 | ||
Crown Castle International Corp. | 2.900% | 3/15/27 | 3,060 | 2,831 | ||
Crown Castle International Corp. | 3.650% | 9/1/27 | 10,000 | 9,459 | ||
Crown Castle International Corp. | 3.800% | 2/15/28 | 13,200 | 12,462 | ||
Crown Castle International Corp. | 4.300% | 2/15/29 | 5,827 | 5,595 | ||
Crown Castle International Corp. | 3.100% | 11/15/29 | 5,175 | 4,560 | ||
Crown Castle International Corp. | 3.300% | 7/1/30 | 12,780 | 11,278 | ||
Crown Castle International Corp. | 2.250% | 1/15/31 | 12,591 | 10,218 | ||
Crown Castle International Corp. | 2.100% | 4/1/31 | 12,000 | 9,526 | ||
Crown Castle International Corp. | 2.500% | 7/15/31 | 8,000 | 6,568 | ||
Crown Castle International Corp. | 2.900% | 4/1/41 | 8,500 | 6,155 | ||
Crown Castle International Corp. | 4.750% | 5/15/47 | 5,200 | 4,689 | ||
Crown Castle International Corp. | 5.200% | 2/15/49 | 7,750 | 7,445 | ||
Crown Castle International Corp. | 4.000% | 11/15/49 | 6,000 | 4,852 | ||
Crown Castle International Corp. | 4.150% | 7/1/50 | 4,671 | 3,861 | ||
Crown Castle International Corp. | 3.250% | 1/15/51 | 7,900 | 5,678 | ||
CubeSmart LP | 4.000% | 11/15/25 | 1,375 | 1,357 | ||
CubeSmart LP | 3.125% | 9/1/26 | 5,425 | 5,155 | ||
CubeSmart LP | 2.250% | 12/15/28 | 7,100 | 6,063 | ||
CubeSmart LP | 4.375% | 2/15/29 | 1,925 | 1,856 | ||
CubeSmart LP | 3.000% | 2/15/30 | 1,850 | 1,626 | ||
CubeSmart LP | 2.000% | 2/15/31 | 600 | 477 | ||
CubeSmart LP | 2.500% | 2/15/32 | 7,100 | 5,767 | ||
Digital Realty Trust LP | 3.700% | 8/15/27 | 5,350 | 5,096 | ||
Digital Realty Trust LP | 4.450% | 7/15/28 | 8,283 | 8,037 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Digital Realty Trust LP | 3.600% | 7/1/29 | 18,375 | 16,650 | ||
Duke Realty LP | 3.250% | 6/30/26 | 4,050 | 3,897 | ||
Duke Realty LP | 4.000% | 9/15/28 | 2,025 | 1,964 | ||
Duke Realty LP | 2.875% | 11/15/29 | 1,000 | 900 | ||
Duke Realty LP | 1.750% | 7/1/30 | 9,000 | 7,347 | ||
Duke Realty LP | 1.750% | 2/1/31 | 2,000 | 1,624 | ||
Duke Realty LP | 3.050% | 3/1/50 | 4,800 | 3,545 | ||
EPR Properties | 4.500% | 4/1/25 | 669 | 648 | ||
EPR Properties | 4.500% | 6/1/27 | 5,070 | 4,587 | ||
EPR Properties | 3.750% | 8/15/29 | 3,432 | 2,856 | ||
EPR Properties | 3.600% | 11/15/31 | 1,000 | 792 | ||
Equinix Inc. | 2.625% | 11/18/24 | 13,750 | 13,203 | ||
Equinix Inc. | 1.250% | 7/15/25 | 4,000 | 3,636 | ||
Equinix Inc. | 1.000% | 9/15/25 | 3,000 | 2,690 | ||
Equinix Inc. | 1.450% | 5/15/26 | 3,000 | 2,669 | ||
Equinix Inc. | 2.900% | 11/18/26 | 10,000 | 9,286 | ||
Equinix Inc. | 1.800% | 7/15/27 | 13,000 | 11,282 | ||
Equinix Inc. | 1.550% | 3/15/28 | 3,000 | 2,523 | ||
Equinix Inc. | 2.000% | 5/15/28 | 4,000 | 3,435 | ||
Equinix Inc. | 3.200% | 11/18/29 | 14,025 | 12,470 | ||
Equinix Inc. | 2.150% | 7/15/30 | 12,000 | 9,745 | ||
Equinix Inc. | 2.500% | 5/15/31 | 7,950 | 6,443 | ||
Equinix Inc. | 3.000% | 7/15/50 | 5,500 | 3,761 | ||
Equinix Inc. | 2.950% | 9/15/51 | 5,485 | 3,695 | ||
Equinix Inc. | 3.400% | 2/15/52 | 4,000 | 2,965 | ||
ERP Operating LP | 3.375% | 6/1/25 | 300 | 293 | ||
ERP Operating LP | 2.850% | 11/1/26 | 13,030 | 12,349 | ||
ERP Operating LP | 3.500% | 3/1/28 | 7,000 | 6,661 | ||
ERP Operating LP | 4.150% | 12/1/28 | 8,100 | 7,929 | ||
ERP Operating LP | 3.000% | 7/1/29 | 11,195 | 10,148 | ||
ERP Operating LP | 2.500% | 2/15/30 | 10,000 | 8,738 | ||
ERP Operating LP | 4.500% | 7/1/44 | 4,700 | 4,471 | ||
ERP Operating LP | 4.500% | 6/1/45 | 3,750 | 3,498 | ||
ERP Operating LP | 4.000% | 8/1/47 | 2,775 | 2,417 | ||
Essential Properties LP | 2.950% | 7/15/31 | 3,900 | 3,059 | ||
Essex Portfolio LP | 3.250% | 5/1/23 | 1,425 | 1,417 | ||
Essex Portfolio LP | 3.875% | 5/1/24 | 1,575 | 1,570 | ||
Essex Portfolio LP | 3.500% | 4/1/25 | 8,950 | 8,778 | ||
Essex Portfolio LP | 3.375% | 4/15/26 | 9,915 | 9,579 | ||
Essex Portfolio LP | 1.700% | 3/1/28 | 4,000 | 3,432 | ||
Essex Portfolio LP | 4.000% | 3/1/29 | 4,965 | 4,742 | ||
Essex Portfolio LP | 3.000% | 1/15/30 | 9,630 | 8,523 | ||
Essex Portfolio LP | 1.650% | 1/15/31 | 2,500 | 1,949 | ||
Essex Portfolio LP | 2.550% | 6/15/31 | 680 | 568 | ||
Essex Portfolio LP | 2.650% | 3/15/32 | 7,260 | 6,007 | ||
Essex Portfolio LP | 4.500% | 3/15/48 | 6,839 | 6,141 | ||
Essex Portfolio LP | 2.650% | 9/1/50 | 5,089 | 3,222 | ||
Extra Space Storage LP | 2.550% | 6/1/31 | 4,250 | 3,495 | ||
Extra Space Storage LP | 2.350% | 3/15/32 | 3,425 | 2,726 | ||
Federal Realty OP LP | 2.750% | 6/1/23 | 2,650 | 2,633 | ||
Federal Realty OP LP | 3.950% | 1/15/24 | 5,000 | 4,986 | ||
Federal Realty OP LP | 3.250% | 7/15/27 | 4,725 | 4,441 | ||
Federal Realty OP LP | 3.200% | 6/15/29 | 3,350 | 3,015 | ||
Federal Realty OP LP | 3.500% | 6/1/30 | 2,000 | 1,811 | ||
Federal Realty OP LP | 4.500% | 12/1/44 | 6,600 | 5,871 | ||
GLP Capital LP | 5.375% | 11/1/23 | 5,000 | 4,981 | ||
GLP Capital LP | 5.250% | 6/1/25 | 9,354 | 9,189 | ||
GLP Capital LP | 5.375% | 4/15/26 | 10,406 | 10,183 | ||
GLP Capital LP | 5.750% | 6/1/28 | 4,750 | 4,638 | ||
GLP Capital LP | 5.300% | 1/15/29 | 11,225 | 10,688 | ||
GLP Capital LP | 4.000% | 1/15/30 | 6,750 | 5,930 | ||
GLP Capital LP | 4.000% | 1/15/31 | 6,000 | 5,201 | ||
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 4,810 | 4,500 | ||
Healthcare Realty Trust Inc. | 2.400% | 3/15/30 | 4,000 | 3,325 | ||
Healthcare Realty Trust Inc. | 2.050% | 3/15/31 | 2,500 | 1,960 | ||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 3,300 | 3,138 | ||
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 4,475 | 4,244 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Healthcare Trust of America Holdings LP | 3.100% | 2/15/30 | 3,405 | 2,932 | ||
Healthcare Trust of America Holdings LP | 2.000% | 3/15/31 | 14,900 | 11,558 | ||
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 2,596 | 2,552 | ||
Healthpeak Properties Inc. | 4.000% | 6/1/25 | 388 | 386 | ||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 5,000 | 4,798 | ||
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 11,270 | 10,386 | ||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 10,300 | 9,087 | ||
Healthpeak Properties Inc. | 2.875% | 1/15/31 | 5,000 | 4,307 | ||
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 1,496 | 1,697 | ||
Highwoods Realty LP | 3.875% | 3/1/27 | 13,850 | 13,352 | ||
Highwoods Realty LP | 4.125% | 3/15/28 | 3,000 | 2,868 | ||
Highwoods Realty LP | 3.050% | 2/15/30 | 11,000 | 9,523 | ||
Highwoods Realty LP | 2.600% | 2/1/31 | 11,053 | 9,104 | ||
3 | Host Hotels & Resorts LP | 4.000% | 6/15/25 | 6,328 | 6,183 | |
3 | Host Hotels & Resorts LP | 3.375% | 12/15/29 | 5,270 | 4,451 | |
3 | Host Hotels & Resorts LP | 3.500% | 9/15/30 | 14,000 | 11,945 | |
3 | Host Hotels & Resorts LP | 2.900% | 12/15/31 | 5,000 | 3,969 | |
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 2,500 | 2,382 | ||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 1,500 | 1,445 | ||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 2,585 | 2,248 | ||
Invitation Homes Operating Partnership LP | 2.300% | 11/15/28 | 3,780 | 3,179 | ||
Invitation Homes Operating Partnership LP | 2.000% | 8/15/31 | 3,000 | 2,310 | ||
Invitation Homes Operating Partnership LP | 4.150% | 4/15/32 | 7,000 | 6,352 | ||
Invitation Homes Operating Partnership LP | 2.700% | 1/15/34 | 9,005 | 6,924 | ||
Jones Lang LaSalle Inc. | 4.400% | 11/15/22 | 1,150 | 1,150 | ||
Kilroy Realty LP | 3.450% | 12/15/24 | 2,000 | 1,950 | ||
Kilroy Realty LP | 4.375% | 10/1/25 | 800 | 788 | ||
Kilroy Realty LP | 4.750% | 12/15/28 | 2,150 | 2,108 | ||
Kilroy Realty LP | 4.250% | 8/15/29 | 2,975 | 2,802 | ||
Kilroy Realty LP | 3.050% | 2/15/30 | 10,025 | 8,549 | ||
Kilroy Realty LP | 2.500% | 11/15/32 | 3,850 | 3,006 | ||
Kilroy Realty LP | 2.650% | 11/15/33 | 16,850 | 13,068 | ||
Kimco Realty Corp. | 3.375% | 10/15/22 | 8,375 | 8,378 | ||
Kimco Realty Corp. | 3.500% | 4/15/23 | 2,200 | 2,194 | ||
Kimco Realty Corp. | 4.450% | 1/15/24 | 600 | 600 | ||
Kimco Realty Corp. | 3.300% | 2/1/25 | 3,125 | 3,059 | ||
Kimco Realty Corp. | 3.850% | 6/1/25 | 900 | 887 | ||
Kimco Realty Corp. | 2.800% | 10/1/26 | 1,893 | 1,773 | ||
Kimco Realty Corp. | 1.900% | 3/1/28 | 16,200 | 14,024 | ||
Kimco Realty Corp. | 2.700% | 10/1/30 | 4,000 | 3,445 | ||
Kimco Realty Corp. | 2.250% | 12/1/31 | 3,000 | 2,426 | ||
Kimco Realty Corp. | 3.200% | 4/1/32 | 3,700 | 3,233 | ||
Kimco Realty Corp. | 4.250% | 4/1/45 | 325 | 273 | ||
Kimco Realty Corp. | 4.125% | 12/1/46 | 400 | 330 | ||
Kimco Realty Corp. | 4.450% | 9/1/47 | 3,050 | 2,657 | ||
Kimco Realty Corp. | 3.700% | 10/1/49 | 6,021 | 4,675 | ||
Kite Realty Group LP | 4.000% | 10/1/26 | 7,900 | 7,562 | ||
Kite Realty Group Trust | 4.750% | 9/15/30 | 3,000 | 2,792 | ||
Life Storage LP | 3.500% | 7/1/26 | 9,625 | 9,201 | ||
Life Storage LP | 3.875% | 12/15/27 | 1,000 | 954 | ||
Life Storage LP | 4.000% | 6/15/29 | 1,950 | 1,782 | ||
Life Storage LP | 2.200% | 10/15/30 | 2,500 | 2,006 | ||
Life Storage LP | 2.400% | 10/15/31 | 9,000 | 7,166 | ||
LXP Industrial Trust | 2.700% | 9/15/30 | 2,500 | 2,058 | ||
LXP Industrial Trust | 2.375% | 10/1/31 | 6,000 | 4,655 | ||
Mid-America Apartments LP | 4.300% | 10/15/23 | 2,400 | 2,413 | ||
Mid-America Apartments LP | 3.750% | 6/15/24 | 2,725 | 2,715 | ||
Mid-America Apartments LP | 4.000% | 11/15/25 | 75 | 74 | ||
Mid-America Apartments LP | 1.100% | 9/15/26 | 8,897 | 7,809 | ||
Mid-America Apartments LP | 3.600% | 6/1/27 | 11,338 | 10,904 | ||
Mid-America Apartments LP | 3.950% | 3/15/29 | 4,535 | 4,328 | ||
Mid-America Apartments LP | 2.750% | 3/15/30 | 5,245 | 4,567 | ||
Mid-America Apartments LP | 1.700% | 2/15/31 | 5,000 | 3,955 | ||
Mid-America Apartments LP | 2.875% | 9/15/51 | 2,400 | 1,669 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
National Health Investors Inc. | 3.000% | 2/1/31 | 8,500 | 6,564 | ||
National Retail Properties Inc. | 3.900% | 6/15/24 | 2,750 | 2,744 | ||
National Retail Properties Inc. | 4.000% | 11/15/25 | 3,145 | 3,128 | ||
National Retail Properties Inc. | 3.600% | 12/15/26 | 2,475 | 2,384 | ||
National Retail Properties Inc. | 3.500% | 10/15/27 | 1,050 | 983 | ||
National Retail Properties Inc. | 4.300% | 10/15/28 | 2,500 | 2,429 | ||
National Retail Properties Inc. | 2.500% | 4/15/30 | 8,375 | 7,118 | ||
National Retail Properties Inc. | 4.800% | 10/15/48 | 2,275 | 2,114 | ||
National Retail Properties Inc. | 3.100% | 4/15/50 | 8,375 | 5,792 | ||
National Retail Properties Inc. | 3.500% | 4/15/51 | 7,200 | 5,419 | ||
National Retail Properties Inc. | 3.000% | 4/15/52 | 5,000 | 3,425 | ||
Office Properties Income Trust | 4.250% | 5/15/24 | 1,325 | 1,287 | ||
Office Properties Income Trust | 4.500% | 2/1/25 | 7,051 | 6,751 | ||
Office Properties Income Trust | 2.650% | 6/15/26 | 3,663 | 3,115 | ||
Office Properties Income Trust | 3.450% | 10/15/31 | 2,130 | 1,582 | ||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 13,023 | 13,047 | ||
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 3,325 | 3,334 | ||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 6,765 | 6,689 | ||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 5,250 | 5,199 | ||
Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | 8,445 | 8,025 | ||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 3,984 | 3,782 | ||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 7,173 | 6,031 | ||
Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | 22,979 | 18,654 | ||
Omega Healthcare Investors Inc. | 3.250% | 4/15/33 | 4,500 | 3,396 | ||
Phillips Edison Grocery Center Operating Partnership I LP | 2.625% | 11/15/31 | 7,500 | 5,808 | ||
Physicians Realty LP | 4.300% | 3/15/27 | 12,645 | 12,392 | ||
Physicians Realty LP | 3.950% | 1/15/28 | 3,000 | 2,857 | ||
Physicians Realty LP | 2.625% | 11/1/31 | 10,000 | 8,066 | ||
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 4,950 | 4,923 | ||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 1,750 | 1,759 | ||
Piedmont Operating Partnership LP | 3.150% | 8/15/30 | 4,637 | 3,833 | ||
Piedmont Operating Partnership LP | 2.750% | 4/1/32 | 3,000 | 2,317 | ||
Prologis LP | 3.250% | 10/1/26 | 3,825 | 3,715 | ||
Prologis LP | 2.125% | 4/15/27 | 8,100 | 7,423 | ||
Prologis LP | 3.875% | 9/15/28 | 2,500 | 2,434 | ||
Prologis LP | 4.375% | 2/1/29 | 4,000 | 3,992 | ||
Prologis LP | 2.250% | 4/15/30 | 14,009 | 12,126 | ||
Prologis LP | 1.250% | 10/15/30 | ���8,000 | 6,354 | ||
Prologis LP | 1.625% | 3/15/31 | 8,377 | 6,765 | ||
Prologis LP | 4.375% | 9/15/48 | 3,500 | 3,300 | ||
Prologis LP | 3.000% | 4/15/50 | 2,089 | 1,576 | ||
Prologis LP | 2.125% | 10/15/50 | 11,618 | 7,398 | ||
Public Storage | 0.875% | 2/15/26 | 2,600 | 2,322 | ||
Public Storage | 1.500% | 11/9/26 | 2,000 | 1,805 | ||
Public Storage | 3.094% | 9/15/27 | 6,600 | 6,256 | ||
Public Storage | 1.850% | 5/1/28 | 7,000 | 6,076 | ||
Public Storage | 3.385% | 5/1/29 | 4,855 | 4,509 | ||
Public Storage | 2.300% | 5/1/31 | 7,600 | 6,392 | ||
Public Storage | 2.250% | 11/9/31 | 5,000 | 4,144 | ||
Rayonier LP | 2.750% | 5/17/31 | 2,000 | 1,673 | ||
Realty Income Corp. | 4.600% | 2/6/24 | 2,550 | 2,572 | ||
Realty Income Corp. | 3.875% | 7/15/24 | 1,950 | 1,950 | ||
Realty Income Corp. | 3.875% | 4/15/25 | 6,840 | 6,812 | ||
Realty Income Corp. | 4.625% | 11/1/25 | 5,883 | 5,964 | ||
Realty Income Corp. | 0.750% | 3/15/26 | 3,811 | 3,355 | ||
Realty Income Corp. | 4.875% | 6/1/26 | 2,925 | 2,982 | ||
Realty Income Corp. | 4.125% | 10/15/26 | 10,420 | 10,360 | ||
Realty Income Corp. | 3.000% | 1/15/27 | 5,200 | 4,924 | ||
Realty Income Corp. | 3.950% | 8/15/27 | 4,350 | 4,251 | ||
Realty Income Corp. | 3.400% | 1/15/28 | 6,000 | 5,668 | ||
Realty Income Corp. | 3.650% | 1/15/28 | 7,725 | 7,411 | ||
Realty Income Corp. | 2.200% | 6/15/28 | 3,500 | 3,079 | ||
Realty Income Corp. | 3.250% | 6/15/29 | 4,053 | 3,772 | ||
Realty Income Corp. | 3.100% | 12/15/29 | 16,600 | 15,102 | ||
Realty Income Corp. | 3.250% | 1/15/31 | 15,696 | 14,293 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Realty Income Corp. | 2.850% | 12/15/32 | 7,000 | 5,999 | ||
Realty Income Corp. | 1.800% | 3/15/33 | 13,000 | 9,933 | ||
Realty Income Corp. | 4.650% | 3/15/47 | 7,155 | 6,954 | ||
Regency Centers LP | 3.600% | 2/1/27 | 2,010 | 1,945 | ||
Regency Centers LP | 4.125% | 3/15/28 | 1,375 | 1,323 | ||
Regency Centers LP | 2.950% | 9/15/29 | 1,500 | 1,319 | ||
Regency Centers LP | 3.700% | 6/15/30 | 5,000 | 4,520 | ||
Regency Centers LP | 4.400% | 2/1/47 | 5,650 | 4,949 | ||
Regency Centers LP | 4.650% | 3/15/49 | 4,225 | 3,775 | ||
Rexford Industrial Realty LP | 2.125% | 12/1/30 | 3,000 | 2,397 | ||
Rexford Industrial Realty LP | 2.150% | 9/1/31 | 2,000 | 1,566 | ||
Sabra Health Care LP | 5.125% | 8/15/26 | 12,500 | 12,151 | ||
Sabra Health Care LP | 3.900% | 10/15/29 | 8,975 | 7,920 | ||
Safehold Operating Partnership LP | 2.800% | 6/15/31 | 2,000 | 1,614 | ||
Safehold Operating Partnership LP | 2.850% | 1/15/32 | 9,800 | 7,856 | ||
Simon Property Group LP | 3.750% | 2/1/24 | 5,000 | 4,990 | ||
Simon Property Group LP | 2.000% | 9/13/24 | 2,170 | 2,077 | ||
Simon Property Group LP | 3.375% | 10/1/24 | 4,212 | 4,166 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 8,639 | 8,443 | ||
Simon Property Group LP | 3.300% | 1/15/26 | 5,941 | 5,744 | ||
Simon Property Group LP | 3.250% | 11/30/26 | 10,986 | 10,482 | ||
Simon Property Group LP | 1.375% | 1/15/27 | 2,500 | 2,188 | ||
Simon Property Group LP | 3.375% | 6/15/27 | 17,557 | 16,634 | ||
Simon Property Group LP | 3.375% | 12/1/27 | 4,700 | 4,410 | ||
Simon Property Group LP | 1.750% | 2/1/28 | 10,250 | 8,748 | ||
Simon Property Group LP | 2.450% | 9/13/29 | 22,561 | 19,156 | ||
Simon Property Group LP | 2.650% | 7/15/30 | 11,500 | 9,761 | ||
Simon Property Group LP | 2.200% | 2/1/31 | 6,800 | 5,522 | ||
Simon Property Group LP | 2.250% | 1/15/32 | 8,435 | 6,716 | ||
Simon Property Group LP | 2.650% | 2/1/32 | 7,500 | 6,198 | ||
Simon Property Group LP | 6.750% | 2/1/40 | 7,250 | 8,178 | ||
Simon Property Group LP | 4.750% | 3/15/42 | 1,448 | 1,330 | ||
Simon Property Group LP | 4.250% | 10/1/44 | 2,613 | 2,222 | ||
Simon Property Group LP | 4.250% | 11/30/46 | 4,700 | 4,026 | ||
Simon Property Group LP | 3.250% | 9/13/49 | 7,633 | 5,552 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 10,450 | 8,371 | ||
SITE Centers Corp. | 3.900% | 8/15/24 | 9,955 | 9,764 | ||
SITE Centers Corp. | 3.625% | 2/1/25 | 5,900 | 5,730 | ||
SITE Centers Corp. | 4.250% | 2/1/26 | 1,700 | 1,666 | ||
SITE Centers Corp. | 4.700% | 6/1/27 | 11,350 | 11,120 | ||
Spirit Realty LP | 3.200% | 1/15/27 | 445 | 409 | ||
Spirit Realty LP | 2.100% | 3/15/28 | 5,000 | 4,184 | ||
Spirit Realty LP | 4.000% | 7/15/29 | 2,650 | 2,412 | ||
Spirit Realty LP | 3.200% | 2/15/31 | 2,450 | 2,040 | ||
Spirit Realty LP | 2.700% | 2/15/32 | 4,050 | 3,164 | ||
STORE Capital Corp. | 4.500% | 3/15/28 | 2,195 | 2,141 | ||
STORE Capital Corp. | 4.625% | 3/15/29 | 5,000 | 4,879 | ||
STORE Capital Corp. | 2.750% | 11/18/30 | 1,500 | 1,231 | ||
Sun Communities Operating LP | 4.200% | 4/15/32 | 11,700 | 10,565 | ||
Tanger Properties LP | 3.125% | 9/1/26 | 4,710 | 4,427 | ||
Tanger Properties LP | 3.875% | 7/15/27 | 2,600 | 2,454 | ||
Tanger Properties LP | 2.750% | 9/1/31 | 5,000 | 3,911 | ||
3 | UDR Inc. | 2.950% | 9/1/26 | 7,465 | 7,015 | |
3 | UDR Inc. | 3.500% | 7/1/27 | 5,250 | 5,000 | |
3 | UDR Inc. | 3.500% | 1/15/28 | 5,075 | 4,768 | |
UDR Inc. | 3.000% | 8/15/31 | 3,500 | 2,990 | ||
3 | UDR Inc. | 2.100% | 8/1/32 | 1,500 | 1,170 | |
3 | UDR Inc. | 1.900% | 3/15/33 | 9,940 | 7,520 | |
3 | UDR Inc. | 2.100% | 6/15/33 | 3,950 | 3,013 | |
UDR Inc. | 3.100% | 11/1/34 | 3,335 | 2,728 | ||
Ventas Realty LP | 3.500% | 4/15/24 | 3,075 | 3,042 | ||
Ventas Realty LP | 3.750% | 5/1/24 | 2,325 | 2,309 | ||
Ventas Realty LP | 2.650% | 1/15/25 | 3,610 | 3,454 | ||
Ventas Realty LP | 3.500% | 2/1/25 | 8,000 | 7,812 | ||
Ventas Realty LP | 4.125% | 1/15/26 | 1,825 | 1,803 | ||
Ventas Realty LP | 3.250% | 10/15/26 | 9,075 | 8,569 | ||
Ventas Realty LP | 3.850% | 4/1/27 | 2,075 | 2,002 | ||
Ventas Realty LP | 4.000% | 3/1/28 | 12,985 | 12,425 | ||
Ventas Realty LP | 3.000% | 1/15/30 | 3,865 | 3,388 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Ventas Realty LP | 4.750% | 11/15/30 | 765 | 746 | ||
Ventas Realty LP | 5.700% | 9/30/43 | 1,000 | 1,018 | ||
Ventas Realty LP | 4.375% | 2/1/45 | 5,740 | 4,886 | ||
Ventas Realty LP | 4.875% | 4/15/49 | 1,200 | 1,116 | ||
VICI Properties LP | 4.750% | 2/15/28 | 13,300 | 12,705 | ||
VICI Properties LP | 4.950% | 2/15/30 | 10,000 | 9,456 | ||
VICI Properties LP | 5.125% | 5/15/32 | 13,100 | 12,360 | ||
VICI Properties LP | 5.625% | 5/15/52 | 8,000 | 7,277 | ||
Vornado Realty LP | 3.500% | 1/15/25 | 3,524 | 3,412 | ||
Vornado Realty LP | 2.150% | 6/1/26 | 6,900 | 6,140 | ||
7 | WEA Finance LLC | 3.750% | 9/17/24 | 500 | 483 | |
Welltower Inc. | 4.500% | 1/15/24 | 5,500 | 5,528 | ||
Welltower Inc. | 3.625% | 3/15/24 | 10,990 | 10,903 | ||
Welltower Inc. | 4.000% | 6/1/25 | 18,665 | 18,565 | ||
Welltower Inc. | 4.250% | 4/1/26 | 16,567 | 16,409 | ||
Welltower Inc. | 2.700% | 2/15/27 | 9,262 | 8,563 | ||
Welltower Inc. | 4.250% | 4/15/28 | 1,525 | 1,482 | ||
Welltower Inc. | 4.125% | 3/15/29 | 3,145 | 2,973 | ||
Welltower Inc. | 2.750% | 1/15/31 | 16,750 | 14,089 | ||
Welltower Inc. | 2.800% | 6/1/31 | 4,800 | 4,042 | ||
Welltower Inc. | 2.750% | 1/15/32 | 5,175 | 4,319 | ||
Welltower Inc. | 3.850% | 6/15/32 | 4,200 | 3,833 | ||
Welltower Inc. | 6.500% | 3/15/41 | 2,000 | 2,241 | ||
Welltower Inc. | 5.125% | 3/15/43 | 950 | 876 | ||
Welltower Inc. | 4.950% | 9/1/48 | 4,450 | 4,201 | ||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 11,200 | 10,601 | ||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 8,000 | 7,530 | ||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 2,427 | 2,805 | ||
Weyerhaeuser Co. | 4.000% | 3/9/52 | 1,000 | 820 | ||
WP Carey Inc. | 4.600% | 4/1/24 | 7,705 | 7,749 | ||
WP Carey Inc. | 4.000% | 2/1/25 | 1,250 | 1,246 | ||
WP Carey Inc. | 4.250% | 10/1/26 | 2,350 | 2,324 | ||
WP Carey Inc. | 3.850% | 7/15/29 | 2,200 | 2,051 | ||
WP Carey Inc. | 2.250% | 4/1/33 | 13,242 | 10,185 | ||
2,402,409 | ||||||
Technology (2.4%) | ||||||
Adobe Inc. | 1.900% | 2/1/25 | 4,113 | 3,960 | ||
Adobe Inc. | 3.250% | 2/1/25 | 11,108 | 11,062 | ||
Adobe Inc. | 2.150% | 2/1/27 | 10,800 | 10,099 | ||
Adobe Inc. | 2.300% | 2/1/30 | 15,650 | 13,831 | ||
Altera Corp. | 4.100% | 11/15/23 | 6,100 | 6,162 | ||
Amdocs Ltd. | 2.538% | 6/15/30 | 6,100 | 5,169 | ||
Analog Devices Inc. | 2.950% | 4/1/25 | 3,050 | 2,990 | ||
Analog Devices Inc. | 3.500% | 12/5/26 | 5,965 | 5,894 | ||
Analog Devices Inc. | 1.700% | 10/1/28 | 8,000 | 7,022 | ||
Analog Devices Inc. | 2.100% | 10/1/31 | 10,000 | 8,532 | ||
Analog Devices Inc. | 2.800% | 10/1/41 | 8,000 | 6,273 | ||
Analog Devices Inc. | 2.950% | 10/1/51 | 10,000 | 7,648 | ||
Apple Inc. | 3.000% | 2/9/24 | 20,735 | 20,699 | ||
Apple Inc. | 3.450% | 5/6/24 | 9,375 | 9,420 | ||
Apple Inc. | 2.850% | 5/11/24 | 25,151 | 24,999 | ||
Apple Inc. | 1.800% | 9/11/24 | 3,000 | 2,908 | ||
Apple Inc. | 2.750% | 1/13/25 | 15,998 | 15,822 | ||
Apple Inc. | 2.500% | 2/9/25 | 17,788 | 17,451 | ||
Apple Inc. | 1.125% | 5/11/25 | 26,505 | 24,925 | ||
Apple Inc. | 3.200% | 5/13/25 | 18,350 | 18,348 | ||
Apple Inc. | 0.550% | 8/20/25 | 11,500 | 10,551 | ||
Apple Inc. | 0.700% | 2/8/26 | 21,300 | 19,404 | ||
Apple Inc. | 3.250% | 2/23/26 | 62,101 | 61,641 | ||
Apple Inc. | 2.450% | 8/4/26 | 24,982 | 23,975 | ||
Apple Inc. | 2.050% | 9/11/26 | 14,086 | 13,275 | ||
Apple Inc. | 3.350% | 2/9/27 | 23,601 | 23,448 | ||
Apple Inc. | 3.200% | 5/11/27 | 36,000 | 35,452 | ||
Apple Inc. | 2.900% | 9/12/27 | 37,855 | 36,532 | ||
Apple Inc. | 1.200% | 2/8/28 | 28,800 | 25,197 | ||
Apple Inc. | 1.400% | 8/5/28 | 24,000 | 21,030 | ||
Apple Inc. | 2.200% | 9/11/29 | 21,280 | 19,151 | ||
Apple Inc. | 1.650% | 5/11/30 | 18,500 | 15,730 | ||
Apple Inc. | 1.250% | 8/20/30 | 11,000 | 9,031 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Apple Inc. | 1.650% | 2/8/31 | 35,000 | 29,397 | ||
Apple Inc. | 1.700% | 8/5/31 | 9,000 | 7,545 | ||
Apple Inc. | 4.500% | 2/23/36 | 13,180 | 13,708 | ||
Apple Inc. | 2.375% | 2/8/41 | 16,025 | 12,264 | ||
Apple Inc. | 3.850% | 5/4/43 | 31,963 | 29,410 | ||
Apple Inc. | 4.450% | 5/6/44 | 3,675 | 3,665 | ||
Apple Inc. | 3.450% | 2/9/45 | 17,678 | 15,403 | ||
Apple Inc. | 4.375% | 5/13/45 | 20,889 | 20,646 | ||
Apple Inc. | 4.650% | 2/23/46 | 37,300 | 38,551 | ||
Apple Inc. | 3.850% | 8/4/46 | 21,680 | 19,880 | ||
Apple Inc. | 4.250% | 2/9/47 | 10,176 | 9,997 | ||
Apple Inc. | 3.750% | 9/12/47 | 12,824 | 11,607 | ||
Apple Inc. | 3.750% | 11/13/47 | 12,160 | 10,946 | ||
Apple Inc. | 2.950% | 9/11/49 | 16,768 | 13,189 | ||
Apple Inc. | 2.650% | 5/11/50 | 32,820 | 24,259 | ||
Apple Inc. | 2.400% | 8/20/50 | 12,653 | 8,908 | ||
Apple Inc. | 2.650% | 2/8/51 | 32,700 | 24,168 | ||
Apple Inc. | 2.700% | 8/5/51 | 18,000 | 13,490 | ||
Apple Inc. | 2.550% | 8/20/60 | 18,802 | 12,912 | ||
Apple Inc. | 2.800% | 2/8/61 | 22,800 | 16,320 | ||
Apple Inc. | 2.850% | 8/5/61 | 10,000 | 7,272 | ||
Applied Materials Inc. | 3.900% | 10/1/25 | 17,905 | 18,080 | ||
Applied Materials Inc. | 3.300% | 4/1/27 | 17,200 | 16,818 | ||
Applied Materials Inc. | 1.750% | 6/1/30 | 6,080 | 5,116 | ||
Applied Materials Inc. | 5.100% | 10/1/35 | 6,475 | 6,794 | ||
Applied Materials Inc. | 5.850% | 6/15/41 | 5,905 | 6,735 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 11,000 | 10,635 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 8,117 | 6,050 | ||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 7,444 | 7,281 | ||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 3,070 | 3,034 | ||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 3,525 | 3,357 | ||
Arrow Electronics Inc. | 2.950% | 2/15/32 | 4,000 | 3,328 | ||
Autodesk Inc. | 4.375% | 6/15/25 | 4,600 | 4,639 | ||
Autodesk Inc. | 3.500% | 6/15/27 | 4,150 | 3,974 | ||
Autodesk Inc. | 2.850% | 1/15/30 | 10,300 | 8,977 | ||
Autodesk Inc. | 2.400% | 12/15/31 | 13,819 | 11,256 | ||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 9,025 | 9,020 | ||
Automatic Data Processing Inc. | 1.700% | 5/15/28 | 10,000 | 9,003 | ||
Automatic Data Processing Inc. | 1.250% | 9/1/30 | 8,300 | 6,782 | ||
Avnet Inc. | 4.625% | 4/15/26 | 4,625 | 4,644 | ||
Avnet Inc. | 3.000% | 5/15/31 | 2,800 | 2,304 | ||
Block Financial LLC | 5.250% | 10/1/25 | 13,075 | 13,268 | ||
Block Financial LLC | 2.500% | 7/15/28 | 2,000 | 1,738 | ||
Block Financial LLC | 3.875% | 8/15/30 | 6,950 | 6,306 | ||
Broadcom Corp. | 3.875% | 1/15/27 | 42,704 | 41,167 | ||
Broadcom Corp. | 3.500% | 1/15/28 | 6,500 | 6,019 | ||
Broadcom Inc. | 2.250% | 11/15/23 | 8,100 | 7,918 | ||
Broadcom Inc. | 3.625% | 10/15/24 | 7,000 | 6,926 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 17,203 | 16,564 | ||
Broadcom Inc. | 3.459% | 9/15/26 | 48,778 | 46,828 | ||
7 | Broadcom Inc. | 1.950% | 2/15/28 | 8,000 | 6,814 | |
Broadcom Inc. | 4.110% | 9/15/28 | 20,000 | 18,992 | ||
7 | Broadcom Inc. | 4.000% | 4/15/29 | 2,000 | 1,857 | |
Broadcom Inc. | 4.750% | 4/15/29 | 22,000 | 21,379 | ||
Broadcom Inc. | 5.000% | 4/15/30 | 17,000 | 16,713 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 24,000 | 22,008 | ||
7 | Broadcom Inc. | 2.450% | 2/15/31 | 24,500 | 19,699 | |
Broadcom Inc. | 4.300% | 11/15/32 | 12,650 | 11,508 | ||
7 | Broadcom Inc. | 2.600% | 2/15/33 | 18,000 | 13,881 | |
7 | Broadcom Inc. | 3.419% | 4/15/33 | 24,697 | 20,416 | |
7 | Broadcom Inc. | 3.469% | 4/15/34 | 28,006 | 22,716 | |
7 | Broadcom Inc. | 3.137% | 11/15/35 | 28,750 | 21,961 | |
7 | Broadcom Inc. | 3.187% | 11/15/36 | 29,100 | 22,104 | |
7 | Broadcom Inc. | 4.926% | 5/15/37 | 27,471 | 24,674 | |
7 | Broadcom Inc. | 3.500% | 2/15/41 | 30,300 | 22,850 | |
7 | Broadcom Inc. | 3.750% | 2/15/51 | 18,000 | 13,298 | |
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 2,800 | 2,705 | ||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 4,200 | 3,673 | ||
Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | 10,800 | 9,024 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 3,263 | 3,297 | ||
CDW LLC | 4.125% | 5/1/25 | 2,700 | 2,626 | ||
CDW LLC | 4.250% | 4/1/28 | 3,481 | 3,154 | ||
CDW LLC | 3.250% | 2/15/29 | 4,169 | 3,512 | ||
CGI Inc. | 1.450% | 9/14/26 | 6,500 | 5,739 | ||
CGI Inc. | 2.300% | 9/14/31 | 4,600 | 3,707 | ||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 15,559 | 15,374 | ||
Cintas Corp. No. 2 | 6.150% | 8/15/36 | 259 | 296 | ||
Cisco Systems Inc. | 2.200% | 9/20/23 | 5,000 | 4,955 | ||
Cisco Systems Inc. | 3.625% | 3/4/24 | 8,482 | 8,547 | ||
Cisco Systems Inc. | 3.500% | 6/15/25 | 4,271 | 4,297 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 10,105 | 9,941 | ||
Cisco Systems Inc. | 2.500% | 9/20/26 | 3,240 | 3,114 | ||
Cisco Systems Inc. | 5.900% | 2/15/39 | 12,866 | 14,646 | ||
Cisco Systems Inc. | 5.500% | 1/15/40 | 25,242 | 27,647 | ||
Citrix Systems Inc. | 1.250% | 3/1/26 | 7,500 | 7,248 | ||
Citrix Systems Inc. | 4.500% | 12/1/27 | 3,250 | 3,218 | ||
Citrix Systems Inc. | 3.300% | 3/1/30 | 5,650 | 5,520 | ||
Corning Inc. | 4.700% | 3/15/37 | 2,475 | 2,333 | ||
Corning Inc. | 5.750% | 8/15/40 | 8,460 | 8,887 | ||
Corning Inc. | 4.750% | 3/15/42 | 2,195 | 2,059 | ||
Corning Inc. | 5.350% | 11/15/48 | 1,500 | 1,475 | ||
Corning Inc. | 4.375% | 11/15/57 | 7,050 | 5,797 | ||
Corning Inc. | 5.850% | 11/15/68 | 3,200 | 3,148 | ||
Corning Inc. | 5.450% | 11/15/79 | 10,600 | 9,566 | ||
Dell Inc. | 6.500% | 4/15/38 | 14,700 | 14,744 | ||
Dell International LLC | 4.000% | 7/15/24 | 10,000 | 9,972 | ||
Dell International LLC | 5.850% | 7/15/25 | 9,000 | 9,288 | ||
Dell International LLC | 6.020% | 6/15/26 | 51,818 | 53,745 | ||
Dell International LLC | 4.900% | 10/1/26 | 22,585 | 22,602 | ||
Dell International LLC | 6.100% | 7/15/27 | 7,554 | 7,922 | ||
Dell International LLC | 5.300% | 10/1/29 | 18,333 | 18,081 | ||
Dell International LLC | 6.200% | 7/15/30 | 7,955 | 8,276 | ||
Dell International LLC | 8.100% | 7/15/36 | 11,118 | 13,014 | ||
7 | Dell International LLC | 3.375% | 12/15/41 | 10,500 | 7,503 | |
Dell International LLC | 8.350% | 7/15/46 | 7,046 | 8,779 | ||
7 | Dell International LLC | 3.450% | 12/15/51 | 13,500 | 9,140 | |
DXC Technology Co. | 1.800% | 9/15/26 | 7,800 | 6,915 | ||
DXC Technology Co. | 2.375% | 9/15/28 | 6,900 | 5,924 | ||
Equifax Inc. | 2.600% | 12/1/24 | 2,250 | 2,171 | ||
Equifax Inc. | 2.600% | 12/15/25 | 6,037 | 5,685 | ||
Equifax Inc. | 3.100% | 5/15/30 | 10,310 | 9,026 | ||
Equifax Inc. | 2.350% | 9/15/31 | 11,000 | 8,781 | ||
Fidelity National Information Services Inc. | 0.600% | 3/1/24 | 8,000 | 7,572 | ||
Fidelity National Information Services Inc. | 1.150% | 3/1/26 | 13,000 | 11,533 | ||
Fidelity National Information Services Inc. | 1.650% | 3/1/28 | 7,500 | 6,406 | ||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 6,500 | 6,071 | ||
Fidelity National Information Services Inc. | 2.250% | 3/1/31 | 14,700 | 11,954 | ||
Fidelity National Information Services Inc. | 3.100% | 3/1/41 | 9,000 | 6,582 | ||
Fidelity National Information Services Inc. | 4.500% | 8/15/46 | 300 | 265 | ||
Fiserv Inc. | 3.800% | 10/1/23 | 11,393 | 11,413 | ||
Fiserv Inc. | 2.750% | 7/1/24 | 20,808 | 20,312 | ||
Fiserv Inc. | 3.850% | 6/1/25 | 14,971 | 14,830 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 21,000 | 19,949 | ||
Fiserv Inc. | 2.250% | 6/1/27 | 13,700 | 12,266 | ||
Fiserv Inc. | 4.200% | 10/1/28 | 11,000 | 10,627 | ||
Fiserv Inc. | 3.500% | 7/1/29 | 34,776 | 31,720 | ||
Fiserv Inc. | 2.650% | 6/1/30 | 11,000 | 9,298 | ||
Fiserv Inc. | 4.400% | 7/1/49 | 22,550 | 19,432 | ||
Flex Ltd. | 4.750% | 6/15/25 | 75 | 75 | ||
Flex Ltd. | 3.750% | 2/1/26 | 6,000 | 5,732 | ||
Flex Ltd. | 4.875% | 6/15/29 | 5,919 | 5,710 | ||
Flex Ltd. | 4.875% | 5/12/30 | 4,000 | 3,812 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Fortinet Inc. | 1.000% | 3/15/26 | 5,000 | 4,401 | ||
Fortinet Inc. | 2.200% | 3/15/31 | 5,000 | 4,059 | ||
Global Payments Inc. | 1.500% | 11/15/24 | 5,000 | 4,689 | ||
Global Payments Inc. | 2.650% | 2/15/25 | 19,825 | 18,906 | ||
Global Payments Inc. | 1.200% | 3/1/26 | 8,800 | 7,763 | ||
Global Payments Inc. | 4.800% | 4/1/26 | 6,500 | 6,503 | ||
Global Payments Inc. | 2.150% | 1/15/27 | 8,050 | 7,135 | ||
Global Payments Inc. | 4.450% | 6/1/28 | 11,060 | 10,626 | ||
Global Payments Inc. | 3.200% | 8/15/29 | 20,743 | 18,124 | ||
Global Payments Inc. | 2.900% | 5/15/30 | 8,205 | 6,908 | ||
Global Payments Inc. | 2.900% | 11/15/31 | 8,000 | 6,548 | ||
Global Payments Inc. | 4.150% | 8/15/49 | 9,635 | 7,532 | ||
GXO Logistics Inc. | 1.650% | 7/15/26 | 4,000 | 3,487 | ||
GXO Logistics Inc. | 2.650% | 7/15/31 | 7,000 | 5,518 | ||
Harman International Industries Inc. | 4.150% | 5/15/25 | 3,475 | 3,472 | ||
Hewlett Packard Enterprise Co. | 4.450% | 10/2/23 | 11,255 | 11,349 | ||
Hewlett Packard Enterprise Co. | 1.450% | 4/1/24 | 7,867 | 7,573 | ||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 18,954 | 19,286 | ||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 8,160 | 7,464 | ||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 2,959 | 3,137 | ||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 15,731 | 15,824 | ||
HP Inc. | 2.200% | 6/17/25 | 14,025 | 13,235 | ||
HP Inc. | 1.450% | 6/17/26 | 15,600 | 13,802 | ||
HP Inc. | 3.000% | 6/17/27 | 14,610 | 13,504 | ||
HP Inc. | 4.750% | 1/15/28 | 8,500 | 8,403 | ||
HP Inc. | 4.000% | 4/15/29 | 10,000 | 9,359 | ||
HP Inc. | 3.400% | 6/17/30 | 16,000 | 13,964 | ||
HP Inc. | 2.650% | 6/17/31 | 11,000 | 8,828 | ||
HP Inc. | 4.200% | 4/15/32 | 10,000 | 8,926 | ||
HP Inc. | 5.500% | 1/15/33 | 10,375 | 10,130 | ||
HP Inc. | 6.000% | 9/15/41 | 12,970 | 13,122 | ||
Hubbell Inc. | 3.350% | 3/1/26 | 2,800 | 2,724 | ||
Hubbell Inc. | 3.150% | 8/15/27 | 3,425 | 3,232 | ||
Hubbell Inc. | 3.500% | 2/15/28 | 4,645 | 4,456 | ||
Hubbell Inc. | 2.300% | 3/15/31 | 3,000 | 2,516 | ||
Intel Corp. | 2.700% | 12/15/22 | 19,982 | 19,988 | ||
Intel Corp. | 2.875% | 5/11/24 | 12,581 | 12,535 | ||
Intel Corp. | 3.400% | 3/25/25 | 27,620 | 27,559 | ||
Intel Corp. | 3.700% | 7/29/25 | 23,775 | 23,893 | ||
Intel Corp. | 2.600% | 5/19/26 | 11,340 | 10,973 | ||
Intel Corp. | 3.750% | 3/25/27 | 9,400 | 9,444 | ||
Intel Corp. | 1.600% | 8/12/28 | 10,830 | 9,485 | ||
Intel Corp. | 2.450% | 11/15/29 | 29,000 | 25,868 | ||
Intel Corp. | 3.900% | 3/25/30 | 19,005 | 18,641 | ||
Intel Corp. | 2.000% | 8/12/31 | 13,750 | 11,516 | ||
Intel Corp. | 4.000% | 12/15/32 | 9,200 | 9,048 | ||
Intel Corp. | 4.600% | 3/25/40 | 6,500 | 6,350 | ||
Intel Corp. | 2.800% | 8/12/41 | 8,000 | 6,087 | ||
Intel Corp. | 4.800% | 10/1/41 | 12,072 | 12,105 | ||
Intel Corp. | 4.250% | 12/15/42 | 1,000 | 926 | ||
Intel Corp. | 4.100% | 5/19/46 | 21,725 | 19,788 | ||
Intel Corp. | 4.100% | 5/11/47 | 9,100 | 8,282 | ||
Intel Corp. | 3.734% | 12/8/47 | 29,850 | 25,305 | ||
Intel Corp. | 3.250% | 11/15/49 | 16,650 | 12,998 | ||
Intel Corp. | 4.750% | 3/25/50 | 21,259 | 20,923 | ||
Intel Corp. | 3.050% | 8/12/51 | 7,300 | 5,436 | ||
Intel Corp. | 3.100% | 2/15/60 | 10,100 | 7,232 | ||
Intel Corp. | 4.950% | 3/25/60 | 8,930 | 9,062 | ||
Intel Corp. | 3.200% | 8/12/61 | 7,900 | 5,763 | ||
International Business Machines Corp. | 2.875% | 11/9/22 | 33,085 | 33,052 | ||
International Business Machines Corp. | 3.375% | 8/1/23 | 14,075 | 14,103 | ||
International Business Machines Corp. | 3.625% | 2/12/24 | 18,338 | 18,390 | ||
International Business Machines Corp. | 3.000% | 5/15/24 | 25,100 | 24,906 | ||
International Business Machines Corp. | 7.000% | 10/30/25 | 7,850 | 8,621 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
International Business Machines Corp. | 3.450% | 2/19/26 | 12,464 | 12,303 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 37,800 | 36,928 | ||
International Business Machines Corp. | 1.700% | 5/15/27 | 15,092 | 13,583 | ||
International Business Machines Corp. | 6.220% | 8/1/27 | 1,975 | 2,158 | ||
International Business Machines Corp. | 6.500% | 1/15/28 | 50 | 55 | ||
International Business Machines Corp. | 3.500% | 5/15/29 | 29,255 | 27,705 | ||
International Business Machines Corp. | 1.950% | 5/15/30 | 18,600 | 15,623 | ||
International Business Machines Corp. | 5.875% | 11/29/32 | 6,075 | 6,670 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 21,200 | 19,113 | ||
International Business Machines Corp. | 5.600% | 11/30/39 | 5,823 | 6,132 | ||
International Business Machines Corp. | 2.850% | 5/15/40 | 7,810 | 5,939 | ||
International Business Machines Corp. | 4.000% | 6/20/42 | 9,000 | 7,796 | ||
International Business Machines Corp. | 4.700% | 2/19/46 | 1,200 | 1,123 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 30,865 | 27,272 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 12,255 | 8,852 | ||
International Business Machines Corp. | 3.430% | 2/9/52 | 4,535 | 3,487 | ||
Intuit Inc. | 0.650% | 7/15/23 | 2,100 | 2,041 | ||
Intuit Inc. | 0.950% | 7/15/25 | 4,500 | 4,147 | ||
Intuit Inc. | 1.350% | 7/15/27 | 4,500 | 3,939 | ||
Intuit Inc. | 1.650% | 7/15/30 | 4,500 | 3,705 | ||
Jabil Inc. | 1.700% | 4/15/26 | 5,000 | 4,475 | ||
Jabil Inc. | 3.950% | 1/12/28 | 6,000 | 5,731 | ||
Jabil Inc. | 3.600% | 1/15/30 | 6,070 | 5,414 | ||
Jabil Inc. | 3.000% | 1/15/31 | 5,500 | 4,595 | ||
Juniper Networks Inc. | 1.200% | 12/10/25 | 2,475 | 2,216 | ||
Juniper Networks Inc. | 3.750% | 8/15/29 | 9,025 | 8,279 | ||
Juniper Networks Inc. | 2.000% | 12/10/30 | 5,600 | 4,384 | ||
Juniper Networks Inc. | 5.950% | 3/15/41 | 3,680 | 3,572 | ||
KLA Corp. | 4.650% | 11/1/24 | 10,775 | 10,909 | ||
KLA Corp. | 4.100% | 3/15/29 | 11,041 | 10,944 | ||
KLA Corp. | 4.650% | 7/15/32 | 5,000 | 5,110 | ||
KLA Corp. | 5.000% | 3/15/49 | 5,125 | 5,155 | ||
KLA Corp. | 3.300% | 3/1/50 | 23,025 | 18,253 | ||
KLA Corp. | 4.950% | 7/15/52 | 12,460 | 12,525 | ||
KLA Corp. | 5.250% | 7/15/62 | 8,080 | 8,309 | ||
7 | Kyndryl Holdings Inc. | 2.050% | 10/15/26 | 3,100 | 2,621 | |
7 | Kyndryl Holdings Inc. | 2.700% | 10/15/28 | 5,600 | 4,463 | |
7 | Kyndryl Holdings Inc. | 3.150% | 10/15/31 | 6,700 | 4,908 | |
7 | Kyndryl Holdings Inc. | 4.100% | 10/15/41 | 5,000 | 3,304 | |
Lam Research Corp. | 3.800% | 3/15/25 | 4,901 | 4,905 | ||
Lam Research Corp. | 3.750% | 3/15/26 | 11,500 | 11,478 | ||
Lam Research Corp. | 4.000% | 3/15/29 | 15,425 | 15,176 | ||
Lam Research Corp. | 1.900% | 6/15/30 | 6,884 | 5,811 | ||
Lam Research Corp. | 4.875% | 3/15/49 | 5,850 | 5,970 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 6,000 | 4,414 | ||
Lam Research Corp. | 3.125% | 6/15/60 | 4,900 | 3,539 | ||
Legrand France SA | 8.500% | 2/15/25 | 3,350 | 3,701 | ||
Leidos Inc. | 3.625% | 5/15/25 | 6,905 | 6,763 | ||
Leidos Inc. | 4.375% | 5/15/30 | 6,500 | 5,983 | ||
Leidos Inc. | 2.300% | 2/15/31 | 12,550 | 9,933 | ||
Marvell Technology Inc. | 1.650% | 4/15/26 | 5,000 | 4,482 | ||
Marvell Technology Inc. | 2.450% | 4/15/28 | 7,000 | 6,107 | ||
3 | Marvell Technology Inc. | 4.875% | 6/22/28 | 3,758 | 3,710 | |
Marvell Technology Inc. | 2.950% | 4/15/31 | 7,065 | 5,905 | ||
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 625 | 596 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Microchip Technology Inc. | 4.250% | 9/1/25 | 10,000 | 9,756 | ||
Micron Technology Inc. | 4.975% | 2/6/26 | 4,350 | 4,394 | ||
Micron Technology Inc. | 4.185% | 2/15/27 | 15,000 | 14,669 | ||
Micron Technology Inc. | 5.327% | 2/6/29 | 5,950 | 5,930 | ||
Micron Technology Inc. | 2.703% | 4/15/32 | 6,750 | 5,390 | ||
Micron Technology Inc. | 3.366% | 11/1/41 | 2,500 | 1,814 | ||
Micron Technology Inc. | 3.477% | 11/1/51 | 4,750 | 3,292 | ||
Microsoft Corp. | 2.650% | 11/3/22 | 30,986 | 30,999 | ||
Microsoft Corp. | 2.000% | 8/8/23 | 18,050 | 17,870 | ||
Microsoft Corp. | 2.875% | 2/6/24 | 46,229 | 46,164 | ||
Microsoft Corp. | 2.700% | 2/12/25 | 6,746 | 6,696 | ||
Microsoft Corp. | 3.125% | 11/3/25 | 29,950 | 29,927 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 41,560 | 40,070 | ||
Microsoft Corp. | 3.300% | 2/6/27 | 39,538 | 39,441 | ||
Microsoft Corp. | 3.500% | 2/12/35 | 16,825 | 16,163 | ||
Microsoft Corp. | 4.200% | 11/3/35 | 1,000 | 1,030 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 20,069 | 18,951 | ||
Microsoft Corp. | 4.100% | 2/6/37 | 12,172 | 12,358 | ||
Microsoft Corp. | 5.300% | 2/8/41 | 7,000 | 8,013 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 44,925 | 41,907 | ||
Microsoft Corp. | 2.525% | 6/1/50 | 74,159 | 54,597 | ||
Microsoft Corp. | 2.921% | 3/17/52 | 80,954 | 63,913 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 40,222 | 28,908 | ||
Microsoft Corp. | 3.041% | 3/17/62 | 46,066 | 35,873 | ||
Moody's Corp. | 4.875% | 2/15/24 | 8,339 | 8,499 | ||
Moody's Corp. | 3.750% | 3/24/25 | 6,000 | 5,989 | ||
Moody's Corp. | 3.250% | 1/15/28 | 5,500 | 5,201 | ||
Moody's Corp. | 4.250% | 2/1/29 | 4,000 | 3,974 | ||
Moody's Corp. | 2.000% | 8/19/31 | 6,300 | 5,141 | ||
Moody's Corp. | 2.750% | 8/19/41 | 6,000 | 4,391 | ||
Moody's Corp. | 5.250% | 7/15/44 | 5,515 | 5,566 | ||
Moody's Corp. | 4.875% | 12/17/48 | 4,000 | 3,918 | ||
Moody's Corp. | 3.250% | 5/20/50 | 3,225 | 2,388 | ||
Moody's Corp. | 3.750% | 2/25/52 | 5,000 | 4,092 | ||
Moody's Corp. | 2.550% | 8/18/60 | 4,400 | 2,725 | ||
Moody's Corp. | 3.100% | 11/29/61 | 8,400 | 5,797 | ||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 542 | 540 | ||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 6,000 | 5,852 | ||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 6,000 | 5,720 | ||
Motorola Solutions Inc. | 2.300% | 11/15/30 | 8,500 | 6,648 | ||
Motorola Solutions Inc. | 2.750% | 5/24/31 | 5,700 | 4,615 | ||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 2,995 | 2,778 | ||
NetApp Inc. | 3.300% | 9/29/24 | 4,475 | 4,392 | ||
NetApp Inc. | 1.875% | 6/22/25 | 4,000 | 3,731 | ||
NetApp Inc. | 2.375% | 6/22/27 | 4,000 | 3,629 | ||
NetApp Inc. | 2.700% | 6/22/30 | 8,176 | 6,885 | ||
NVIDIA Corp. | 0.584% | 6/14/24 | 13,000 | 12,336 | ||
NVIDIA Corp. | 3.200% | 9/16/26 | 12,155 | 12,051 | ||
NVIDIA Corp. | 1.550% | 6/15/28 | 13,000 | 11,403 | ||
NVIDIA Corp. | 2.850% | 4/1/30 | 14,018 | 12,838 | ||
NVIDIA Corp. | 2.000% | 6/15/31 | 13,000 | 11,032 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 30,000 | 26,214 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 20,760 | 17,642 | ||
NVIDIA Corp. | 3.700% | 4/1/60 | 3,507 | 2,945 | ||
NXP BV | 4.875% | 3/1/24 | 9,250 | 9,345 | ||
NXP BV | 5.350% | 3/1/26 | 3,500 | 3,575 | ||
NXP BV | 3.875% | 6/18/26 | 2,000 | 1,929 | ||
NXP BV | 3.150% | 5/1/27 | 8,000 | 7,442 | ||
NXP BV | 5.550% | 12/1/28 | 6,000 | 6,119 | ||
NXP BV | 4.300% | 6/18/29 | 18,000 | 17,276 | ||
NXP BV | 3.400% | 5/1/30 | 11,240 | 10,013 | ||
NXP BV | 2.500% | 5/11/31 | 16,000 | 13,157 | ||
NXP BV | 2.650% | 2/15/32 | 11,200 | 9,205 | ||
NXP BV | 3.250% | 5/11/41 | 8,600 | 6,493 | ||
NXP BV | 3.125% | 2/15/42 | 4,000 | 2,930 | ||
NXP BV | 3.250% | 11/30/51 | 5,000 | 3,503 | ||
Oracle Corp. | 2.400% | 9/15/23 | 25,208 | 24,822 | ||
Oracle Corp. | 3.400% | 7/8/24 | 18,599 | 18,348 | ||
Oracle Corp. | 2.950% | 11/15/24 | 36,830 | 35,720 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Oracle Corp. | 2.500% | 4/1/25 | 36,210 | 34,399 | ||
Oracle Corp. | 2.950% | 5/15/25 | 16,582 | 15,899 | ||
Oracle Corp. | 1.650% | 3/25/26 | 29,375 | 26,311 | ||
Oracle Corp. | 2.650% | 7/15/26 | 38,460 | 35,461 | ||
Oracle Corp. | 2.800% | 4/1/27 | 39,890 | 36,441 | ||
Oracle Corp. | 3.250% | 11/15/27 | 11,876 | 10,943 | ||
Oracle Corp. | 2.300% | 3/25/28 | 21,175 | 18,227 | ||
Oracle Corp. | 2.950% | 4/1/30 | 36,865 | 31,468 | ||
Oracle Corp. | 2.875% | 3/25/31 | 34,000 | 28,014 | ||
Oracle Corp. | 4.300% | 7/8/34 | 30,283 | 26,565 | ||
Oracle Corp. | 3.900% | 5/15/35 | 15,600 | 12,866 | ||
Oracle Corp. | 3.850% | 7/15/36 | 16,490 | 13,236 | ||
Oracle Corp. | 3.800% | 11/15/37 | 10,400 | 8,092 | ||
Oracle Corp. | 6.500% | 4/15/38 | 10,000 | 10,343 | ||
Oracle Corp. | 6.125% | 7/8/39 | 10,800 | 10,808 | ||
Oracle Corp. | 3.600% | 4/1/40 | 47,120 | 35,290 | ||
Oracle Corp. | 5.375% | 7/15/40 | 22,357 | 20,347 | ||
Oracle Corp. | 3.650% | 3/25/41 | 23,200 | 17,288 | ||
Oracle Corp. | 4.500% | 7/8/44 | 11,844 | 9,684 | ||
Oracle Corp. | 4.125% | 5/15/45 | 21,375 | 16,290 | ||
Oracle Corp. | 4.000% | 7/15/46 | 32,761 | 24,308 | ||
Oracle Corp. | 4.000% | 11/15/47 | 23,765 | 17,659 | ||
Oracle Corp. | 3.600% | 4/1/50 | 47,300 | 33,011 | ||
Oracle Corp. | 3.950% | 3/25/51 | 33,500 | 24,597 | ||
Oracle Corp. | 4.375% | 5/15/55 | 11,925 | 8,989 | ||
Oracle Corp. | 3.850% | 4/1/60 | 36,340 | 25,073 | ||
Oracle Corp. | 4.100% | 3/25/61 | 15,225 | 10,909 | ||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 8,104 | 7,909 | ||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 5,575 | 5,258 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 10,300 | 9,769 | ||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 16,109 | 14,592 | ||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 6,750 | 5,812 | ||
PayPal Holdings Inc. | 4.400% | 6/1/32 | 5,000 | 4,949 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 13,000 | 9,817 | ||
PayPal Holdings Inc. | 5.050% | 6/1/52 | 5,000 | 4,968 | ||
PayPal Holdings Inc. | 5.250% | 6/1/62 | 5,000 | 4,945 | ||
7 | Qorvo Inc. | 1.750% | 12/15/24 | 4,500 | 4,210 | |
Qorvo Inc. | 4.375% | 10/15/29 | 9,000 | 7,922 | ||
QUALCOMM Inc. | 2.900% | 5/20/24 | 9,707 | 9,662 | ||
QUALCOMM Inc. | 3.450% | 5/20/25 | 9,042 | 9,036 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 15,500 | 15,164 | ||
QUALCOMM Inc. | 1.300% | 5/20/28 | 19,868 | 17,207 | ||
QUALCOMM Inc. | 2.150% | 5/20/30 | 14,485 | 12,706 | ||
QUALCOMM Inc. | 1.650% | 5/20/32 | 13,048 | 10,547 | ||
QUALCOMM Inc. | 4.250% | 5/20/32 | 3,800 | 3,860 | ||
QUALCOMM Inc. | 4.650% | 5/20/35 | 9,700 | 9,951 | ||
QUALCOMM Inc. | 4.800% | 5/20/45 | 12,870 | 13,146 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 15,420 | 14,776 | ||
QUALCOMM Inc. | 3.250% | 5/20/50 | 6,840 | 5,588 | ||
QUALCOMM Inc. | 4.500% | 5/20/52 | 11,000 | 10,887 | ||
Quanta Services Inc. | 2.900% | 10/1/30 | 9,025 | 7,431 | ||
RELX Capital Inc. | 4.000% | 3/18/29 | 9,350 | 9,036 | ||
RELX Capital Inc. | 3.000% | 5/22/30 | 5,598 | 5,020 | ||
RELX Capital Inc. | 4.750% | 5/20/32 | 5,325 | 5,400 | ||
Roper Technologies Inc. | 3.125% | 11/15/22 | 1,750 | 1,750 | ||
Roper Technologies Inc. | 3.650% | 9/15/23 | 11,730 | 11,746 | ||
Roper Technologies Inc. | 2.350% | 9/15/24 | 8,450 | 8,192 | ||
Roper Technologies Inc. | 1.000% | 9/15/25 | 4,500 | 4,067 | ||
Roper Technologies Inc. | 3.850% | 12/15/25 | 9,157 | 9,089 | ||
Roper Technologies Inc. | 3.800% | 12/15/26 | 11,559 | 11,308 | ||
Roper Technologies Inc. | 1.400% | 9/15/27 | 17,709 | 15,172 | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 7,225 | 7,070 | ||
Roper Technologies Inc. | 2.950% | 9/15/29 | 10,295 | 9,069 | ||
Roper Technologies Inc. | 2.000% | 6/30/30 | 13,776 | 11,118 | ||
Roper Technologies Inc. | 1.750% | 2/15/31 | 12,742 | 9,923 | ||
7 | S&P Global Inc. | 2.450% | 3/1/27 | 6,000 | 5,620 | |
7 | S&P Global Inc. | 4.750% | 8/1/28 | 8,865 | 9,020 | |
7 | S&P Global Inc. | 2.700% | 3/1/29 | 13,000 | 11,835 | |
7 | S&P Global Inc. | 4.250% | 5/1/29 | 10,700 | 10,598 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
S&P Global Inc. | 2.500% | 12/1/29 | 5,300 | 4,686 | ||
S&P Global Inc. | 1.250% | 8/15/30 | 7,400 | 5,869 | ||
7 | S&P Global Inc. | 2.900% | 3/1/32 | 16,000 | 14,255 | |
S&P Global Inc. | 3.250% | 12/1/49 | 6,500 | 5,093 | ||
7 | S&P Global Inc. | 3.700% | 3/1/52 | 7,820 | 6,685 | |
S&P Global Inc. | 2.300% | 8/15/60 | 7,950 | 4,884 | ||
7 | S&P Global Inc. | 3.900% | 3/1/62 | 5,545 | 4,713 | |
Salesforce Inc. | 3.700% | 4/11/28 | 12,050 | 11,913 | ||
Salesforce Inc. | 1.500% | 7/15/28 | 11,500 | 10,042 | ||
Salesforce Inc. | 1.950% | 7/15/31 | 16,000 | 13,598 | ||
Salesforce Inc. | 2.700% | 7/15/41 | 14,930 | 11,558 | ||
Salesforce Inc. | 2.900% | 7/15/51 | 22,600 | 17,120 | ||
Salesforce Inc. | 3.050% | 7/15/61 | 14,230 | 10,457 | ||
ServiceNow Inc. | 1.400% | 9/1/30 | 15,600 | 12,200 | ||
Skyworks Solutions Inc. | 1.800% | 6/1/26 | 5,800 | 5,145 | ||
Skyworks Solutions Inc. | 3.000% | 6/1/31 | 7,000 | 5,704 | ||
7 | TD SYNNEX Corp. | 1.750% | 8/9/26 | 5,000 | 4,411 | |
7 | TD SYNNEX Corp. | 2.375% | 8/9/28 | 6,000 | 5,057 | |
Teledyne FLIR LLC | 2.500% | 8/1/30 | 4,500 | 3,714 | ||
Texas Instruments Inc. | 2.625% | 5/15/24 | 4,297 | 4,257 | ||
Texas Instruments Inc. | 1.375% | 3/12/25 | 7,863 | 7,445 | ||
Texas Instruments Inc. | 1.125% | 9/15/26 | 5,500 | 5,004 | ||
Texas Instruments Inc. | 2.900% | 11/3/27 | 7,497 | 7,170 | ||
Texas Instruments Inc. | 2.250% | 9/4/29 | 12,329 | 10,978 | ||
Texas Instruments Inc. | 1.750% | 5/4/30 | 6,300 | 5,386 | ||
Texas Instruments Inc. | 1.900% | 9/15/31 | 3,900 | 3,311 | ||
Texas Instruments Inc. | 3.875% | 3/15/39 | 11,500 | 10,828 | ||
Texas Instruments Inc. | 4.150% | 5/15/48 | 16,533 | 15,949 | ||
Texas Instruments Inc. | 2.700% | 9/15/51 | 4,000 | 3,049 | ||
TSMC Arizona Corp. | 1.750% | 10/25/26 | 13,050 | 11,982 | ||
TSMC Arizona Corp. | 3.875% | 4/22/27 | 6,725 | 6,703 | ||
TSMC Arizona Corp. | 4.125% | 4/22/29 | 5,700 | 5,690 | ||
TSMC Arizona Corp. | 2.500% | 10/25/31 | 13,250 | 11,389 | ||
TSMC Arizona Corp. | 4.250% | 4/22/32 | 5,350 | 5,286 | ||
TSMC Arizona Corp. | 3.125% | 10/25/41 | 10,500 | 8,595 | ||
TSMC Arizona Corp. | 3.250% | 10/25/51 | 10,850 | 8,752 | ||
TSMC Arizona Corp. | 4.500% | 4/22/52 | 10,900 | 10,758 | ||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 6,250 | 6,204 | ||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 10,090 | 9,703 | ||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 8,300 | 8,318 | ||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 5,600 | 4,339 | ||
VMware Inc. | 0.600% | 8/15/23 | 10,970 | 10,599 | ||
VMware Inc. | 4.500% | 5/15/25 | 10,654 | 10,700 | ||
VMware Inc. | 1.400% | 8/15/26 | 16,000 | 14,162 | ||
VMware Inc. | 4.650% | 5/15/27 | 17,000 | 16,930 | ||
VMware Inc. | 3.900% | 8/21/27 | 27,579 | 26,486 | ||
VMware Inc. | 1.800% | 8/15/28 | 8,000 | 6,647 | ||
VMware Inc. | 4.700% | 5/15/30 | 11,254 | 10,804 | ||
VMware Inc. | 2.200% | 8/15/31 | 16,300 | 12,822 | ||
Western Digital Corp. | 4.750% | 2/15/26 | 25,000 | 23,911 | ||
Western Digital Corp. | 2.850% | 2/1/29 | 5,095 | 4,153 | ||
Western Digital Corp. | 3.100% | 2/1/32 | 5,500 | 4,214 | ||
Workday Inc. | 3.500% | 4/1/27 | 14,875 | 14,251 | ||
Workday Inc. | 3.700% | 4/1/29 | 4,200 | 3,937 | ||
Workday Inc. | 3.800% | 4/1/32 | 14,000 | 12,802 | ||
Xilinx Inc. | 2.950% | 6/1/24 | 6,483 | 6,437 | ||
Xilinx Inc. | 2.375% | 6/1/30 | 8,300 | 7,300 | ||
5,595,178 | ||||||
Utilities (2.2%) | ||||||
AEP Texas Inc. | 3.950% | 6/1/28 | 9,350 | 9,075 | ||
3 | AEP Texas Inc. | 2.100% | 7/1/30 | 7,857 | 6,538 | |
AEP Texas Inc. | 3.800% | 10/1/47 | 3,000 | 2,408 | ||
3 | AEP Texas Inc. | 3.450% | 1/15/50 | 2,943 | 2,269 | |
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 4,071 | 3,617 | ||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 4,750 | 4,024 | ||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 4,350 | 3,974 | ||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 3,925 | 3,333 | ||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 9,090 | 6,938 | ||
3 | AEP Transmission Co. LLC | 3.650% | 4/1/50 | 5,750 | 4,770 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | AEP Transmission Co. LLC | 2.750% | 8/15/51 | 5,200 | 3,652 | |
3 | AEP Transmission Co. LLC | 4.500% | 6/15/52 | 6,000 | 5,751 | |
AES Corp. | 1.375% | 1/15/26 | 9,400 | 8,293 | ||
AES Corp. | 2.450% | 1/15/31 | 9,500 | 7,641 | ||
3 | Alabama Power Co. | 3.550% | 12/1/23 | 8,800 | 8,827 | |
3 | Alabama Power Co. | 1.450% | 9/15/30 | 8,800 | 7,158 | |
Alabama Power Co. | 3.050% | 3/15/32 | 7,000 | 6,386 | ||
Alabama Power Co. | 6.125% | 5/15/38 | 1,900 | 2,093 | ||
Alabama Power Co. | 6.000% | 3/1/39 | 6,974 | 7,652 | ||
Alabama Power Co. | 3.850% | 12/1/42 | 3,350 | 2,867 | ||
Alabama Power Co. | 4.150% | 8/15/44 | 5,900 | 5,264 | ||
Alabama Power Co. | 3.750% | 3/1/45 | 6,825 | 5,647 | ||
Alabama Power Co. | 4.300% | 1/2/46 | 14,950 | 13,538 | ||
3 | Alabama Power Co. | 3.700% | 12/1/47 | 5,075 | 4,237 | |
Alabama Power Co. | 3.450% | 10/1/49 | 12,473 | 9,825 | ||
Alabama Power Co. | 3.125% | 7/15/51 | 13,924 | 10,439 | ||
Alabama Power Co. | 3.000% | 3/15/52 | 12,000 | 8,827 | ||
Ameren Corp. | 2.500% | 9/15/24 | 2,000 | 1,940 | ||
Ameren Corp. | 3.650% | 2/15/26 | 2,775 | 2,725 | ||
Ameren Corp. | 1.950% | 3/15/27 | 2,000 | 1,795 | ||
Ameren Corp. | 1.750% | 3/15/28 | 5,000 | 4,308 | ||
Ameren Corp. | 3.500% | 1/15/31 | 8,387 | 7,686 | ||
Ameren Illinois Co. | 3.250% | 3/1/25 | 2,065 | 2,037 | ||
Ameren Illinois Co. | 3.800% | 5/15/28 | 4,875 | 4,789 | ||
Ameren Illinois Co. | 1.550% | 11/15/30 | 5,000 | 4,073 | ||
Ameren Illinois Co. | 4.150% | 3/15/46 | 775 | 707 | ||
Ameren Illinois Co. | 3.700% | 12/1/47 | 7,336 | 6,287 | ||
Ameren Illinois Co. | 4.500% | 3/15/49 | 3,950 | 3,818 | ||
Ameren Illinois Co. | 3.250% | 3/15/50 | 6,665 | 5,205 | ||
Ameren Illinois Co. | 2.900% | 6/15/51 | 3,500 | 2,578 | ||
3 | American Electric Power Co. Inc. | 0.750% | 11/1/23 | 2,000 | 1,919 | |
American Electric Power Co. Inc. | 2.031% | 3/15/24 | 8,000 | 7,734 | ||
3 | American Electric Power Co. Inc. | 1.000% | 11/1/25 | 2,000 | 1,800 | |
American Electric Power Co. Inc. | 3.200% | 11/13/27 | 2,925 | 2,762 | ||
3 | American Electric Power Co. Inc. | 4.300% | 12/1/28 | 6,229 | 6,063 | |
American Electric Power Co. Inc. | 2.300% | 3/1/30 | 4,700 | 3,955 | ||
American Electric Power Co. Inc. | 3.250% | 3/1/50 | 3,550 | 2,557 | ||
American Electric Power Co. Inc. | 3.875% | 2/15/62 | 7,850 | 6,109 | ||
American Water Capital Corp. | 3.850% | 3/1/24 | 5,075 | 5,079 | ||
American Water Capital Corp. | 3.400% | 3/1/25 | 4,500 | 4,445 | ||
American Water Capital Corp. | 2.950% | 9/1/27 | 11,000 | 10,336 | ||
American Water Capital Corp. | 3.450% | 6/1/29 | 7,120 | 6,692 | ||
American Water Capital Corp. | 2.800% | 5/1/30 | 3,000 | 2,691 | ||
American Water Capital Corp. | 2.300% | 6/1/31 | 8,000 | 6,773 | ||
American Water Capital Corp. | 4.450% | 6/1/32 | 8,200 | 8,151 | ||
American Water Capital Corp. | 6.593% | 10/15/37 | 6,820 | 7,914 | ||
American Water Capital Corp. | 4.300% | 12/1/42 | 1,000 | 921 | ||
American Water Capital Corp. | 4.300% | 9/1/45 | 1,525 | 1,362 | ||
American Water Capital Corp. | 4.000% | 12/1/46 | 1,025 | 888 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 6,935 | 5,791 | ||
American Water Capital Corp. | 4.200% | 9/1/48 | 10,500 | 9,409 | ||
American Water Capital Corp. | 4.150% | 6/1/49 | 4,800 | 4,234 | ||
American Water Capital Corp. | 3.450% | 5/1/50 | 8,599 | 6,849 | ||
American Water Capital Corp. | 3.250% | 6/1/51 | 4,500 | 3,502 | ||
Appalachian Power Co. | 3.400% | 6/1/25 | 2,500 | 2,468 | ||
3 | Appalachian Power Co. | 2.700% | 4/1/31 | 4,000 | 3,445 | |
Appalachian Power Co. | 7.000% | 4/1/38 | 2,480 | 2,870 | ||
Appalachian Power Co. | 4.400% | 5/15/44 | 8,395 | 7,365 | ||
Appalachian Power Co. | 4.450% | 6/1/45 | 3,125 | 2,725 | ||
3 | Appalachian Power Co. | 4.500% | 3/1/49 | 10,420 | 9,269 | |
3 | Appalachian Power Co. | 3.700% | 5/1/50 | 19,445 | 15,490 | |
Arizona Public Service Co. | 3.150% | 5/15/25 | 4,265 | 4,176 | ||
Arizona Public Service Co. | 2.950% | 9/15/27 | 5,300 | 4,970 | ||
Arizona Public Service Co. | 2.600% | 8/15/29 | 3,000 | 2,628 | ||
Arizona Public Service Co. | 5.050% | 9/1/41 | 1,505 | 1,421 | ||
Arizona Public Service Co. | 4.500% | 4/1/42 | 4,875 | 4,331 | ||
Arizona Public Service Co. | 4.350% | 11/15/45 | 3,600 | 3,098 | ||
Arizona Public Service Co. | 3.750% | 5/15/46 | 8,250 | 6,627 | ||
Arizona Public Service Co. | 4.200% | 8/15/48 | 4,000 | 3,400 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Arizona Public Service Co. | 3.350% | 5/15/50 | 3,590 | 2,631 | ||
Arizona Public Service Co. | 2.650% | 9/15/50 | 2,000 | 1,282 | ||
Atlantic City Electric Co. | 2.300% | 3/15/31 | 3,500 | 3,021 | ||
Atmos Energy Corp. | 3.000% | 6/15/27 | 5,800 | 5,567 | ||
Atmos Energy Corp. | 2.625% | 9/15/29 | 1,500 | 1,337 | ||
Atmos Energy Corp. | 1.500% | 1/15/31 | 5,500 | 4,400 | ||
Atmos Energy Corp. | 5.500% | 6/15/41 | 4,660 | 4,910 | ||
Atmos Energy Corp. | 4.150% | 1/15/43 | 3,435 | 3,043 | ||
Atmos Energy Corp. | 4.125% | 10/15/44 | 3,615 | 3,232 | ||
Atmos Energy Corp. | 4.125% | 3/15/49 | 7,938 | 7,221 | ||
Atmos Energy Corp. | 3.375% | 9/15/49 | 3,570 | 2,863 | ||
Atmos Energy Corp. | 2.850% | 2/15/52 | 17,000 | 12,253 | ||
Avangrid Inc. | 3.150% | 12/1/24 | 10,495 | 10,259 | ||
Avangrid Inc. | 3.800% | 6/1/29 | 6,900 | 6,456 | ||
Avista Corp. | 4.350% | 6/1/48 | 3,200 | 3,000 | ||
Avista Corp. | 4.000% | 4/1/52 | 4,000 | 3,609 | ||
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 3,150 | 3,139 | ||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 8,600 | 8,111 | ||
Baltimore Gas & Electric Co. | 2.250% | 6/15/31 | 6,000 | 5,114 | ||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 3,551 | 4,079 | ||
3 | Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 4,450 | 3,819 | |
Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | 4,600 | 3,388 | ||
Baltimore Gas & Electric Co. | 4.550% | 6/1/52 | 4,000 | 3,878 | ||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 17,161 | 17,265 | ||
Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 7,975 | 7,971 | ||
Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 16,582 | 16,716 | ||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 775 | 736 | ||
Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 11,700 | 11,227 | ||
Berkshire Hathaway Energy Co. | 1.650% | 5/15/31 | 7,498 | 6,060 | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 14,300 | 15,768 | ||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 3,292 | 3,600 | ||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 7,875 | 7,948 | ||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 5,475 | 5,075 | ||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 8,148 | 6,848 | ||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 10,006 | 9,312 | ||
Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 25,738 | 23,508 | ||
Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | 18,545 | 13,159 | ||
7 | Berkshire Hathaway Energy Co. | 4.600% | 5/1/53 | 10,500 | 10,132 | |
Black Hills Corp. | 1.037% | 8/23/24 | 8,000 | 7,494 | ||
Black Hills Corp. | 3.950% | 1/15/26 | 4,300 | 4,258 | ||
Black Hills Corp. | 3.150% | 1/15/27 | 3,375 | 3,211 | ||
Black Hills Corp. | 3.050% | 10/15/29 | 2,905 | 2,576 | ||
Black Hills Corp. | 2.500% | 6/15/30 | 5,000 | 4,180 | ||
Black Hills Corp. | 4.350% | 5/1/33 | 4,745 | 4,436 | ||
Black Hills Corp. | 4.200% | 9/15/46 | 3,200 | 2,720 | ||
Black Hills Corp. | 3.875% | 10/15/49 | 1,865 | 1,498 | ||
3 | CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 9,900 | 9,308 | |
3 | CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | 200 | 192 | |
3 | CenterPoint Energy Houston Electric LLC | 2.350% | 4/1/31 | 4,100 | 3,561 | |
3 | CenterPoint Energy Houston Electric LLC | 3.000% | 3/1/32 | 4,000 | 3,643 | |
3 | CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/33 | 100 | 119 | |
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 4,950 | 4,268 | ||
CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | 450 | 435 | ||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 3,775 | 3,396 | ||
3 | CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 3,050 | 2,893 | |
3 | CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | 4,700 | 3,542 | |
3 | CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/51 | 7,000 | 5,715 | |
3 | CenterPoint Energy Houston Electric LLC | 3.600% | 3/1/52 | 3,650 | 3,145 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 7,500 | 7,251 | ||
CenterPoint Energy Inc. | 1.450% | 6/1/26 | 4,472 | 4,034 | ||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 1,094 | 1,065 | ||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 7,230 | 6,430 | ||
CenterPoint Energy Inc. | 2.650% | 6/1/31 | 3,000 | 2,558 | ||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 4,075 | 3,269 | ||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 7,040 | 6,881 | ||
CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | 5,000 | 4,060 | ||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 2,775 | 2,981 | ||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 3,300 | 2,923 | ||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 6,100 | 5,900 | ||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 3,025 | 2,844 | ||
Cleveland Electric Illuminating Co. | 5.500% | 8/15/24 | 2,275 | 2,335 | ||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 4,539 | 4,796 | ||
CMS Energy Corp. | 3.000% | 5/15/26 | 3,231 | 3,102 | ||
CMS Energy Corp. | 3.450% | 8/15/27 | 2,975 | 2,852 | ||
CMS Energy Corp. | 4.875% | 3/1/44 | 8,205 | 7,817 | ||
3 | CMS Energy Corp. | 4.750% | 6/1/50 | 4,100 | 3,604 | |
CMS Energy Corp. | 3.750% | 12/1/50 | 2,000 | 1,548 | ||
Commonwealth Edison Co. | 2.550% | 6/15/26 | 2,625 | 2,517 | ||
3 | Commonwealth Edison Co. | 2.950% | 8/15/27 | 3,075 | 2,930 | |
Commonwealth Edison Co. | 3.700% | 8/15/28 | 11,173 | 10,882 | ||
3 | Commonwealth Edison Co. | 3.150% | 3/15/32 | 6,000 | 5,517 | |
Commonwealth Edison Co. | 5.900% | 3/15/36 | 4,020 | 4,506 | ||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 3,770 | 4,411 | ||
Commonwealth Edison Co. | 3.800% | 10/1/42 | 7,761 | 6,648 | ||
Commonwealth Edison Co. | 4.600% | 8/15/43 | 2,500 | 2,415 | ||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 5,650 | 4,724 | ||
Commonwealth Edison Co. | 4.350% | 11/15/45 | 6,495 | 5,996 | ||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 6,595 | 5,593 | ||
3 | Commonwealth Edison Co. | 3.750% | 8/15/47 | 6,000 | 5,148 | |
Commonwealth Edison Co. | 4.000% | 3/1/49 | 10,274 | 9,180 | ||
3 | Commonwealth Edison Co. | 3.200% | 11/15/49 | 7,525 | 5,859 | |
Commonwealth Edison Co. | 3.000% | 3/1/50 | 12,000 | 9,174 | ||
3 | Commonwealth Edison Co. | 3.125% | 3/15/51 | 7,000 | 5,392 | |
3 | Commonwealth Edison Co. | 2.750% | 9/1/51 | 4,500 | 3,209 | |
3 | Commonwealth Edison Co. | 3.850% | 3/15/52 | 8,400 | 7,394 | |
3 | Connecticut Light & Power Co. | 0.750% | 12/1/25 | 3,700 | 3,341 | |
3 | Connecticut Light & Power Co. | 3.200% | 3/15/27 | 5,200 | 5,053 | |
3 | Connecticut Light & Power Co. | 2.050% | 7/1/31 | 2,700 | 2,281 | |
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 5,430 | 5,047 | ||
3 | Connecticut Light & Power Co. | 4.150% | 6/1/45 | 2,650 | 2,405 | |
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 8,355 | 7,571 | ||
3 | Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 3,175 | 3,029 | |
Consolidated Edison Co. of New York Inc. | 2.400% | 6/15/31 | 20,792 | 17,872 | ||
3 | Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 2,050 | 2,118 | |
3 | Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 9,765 | 10,408 | |
3 | Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 1,728 | 1,916 | |
3 | Consolidated Edison Co. of New York Inc. | 6.300% | 8/15/37 | 810 | 913 | |
3 | Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 9,525 | 11,116 | |
3 | Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 8,525 | 8,829 | |
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 5,535 | 5,830 | ||
3 | Consolidated Edison Co. of New York Inc. | 4.200% | 3/15/42 | 118 | 104 | |
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 7,077 | 6,097 | ||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 11,646 | 10,675 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 7,732 | 7,107 | ||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 7,500 | 6,354 | ||
3 | Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 17,025 | 14,254 | |
3 | Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | 2,175 | 1,898 | |
Consolidated Edison Co. of New York Inc. | 3.200% | 12/1/51 | 4,000 | 3,040 | ||
3 | Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 7,430 | 6,508 | |
3 | Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 2,800 | 2,323 | |
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 9,375 | 8,411 | ||
Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | 7,500 | 5,940 | ||
Consolidated Edison Co. of New York Inc. | 3.600% | 6/15/61 | 13,000 | 10,272 | ||
3 | Consolidated Edison Inc. | 0.650% | 12/1/23 | 6,000 | 5,770 | |
Constellation Energy Generation LLC | 3.250% | 6/1/25 | 2,000 | 1,918 | ||
Constellation Energy Generation LLC | 6.250% | 10/1/39 | 4,321 | 4,418 | ||
Constellation Energy Generation LLC | 5.750% | 10/1/41 | 7,650 | 7,400 | ||
Constellation Energy Generation LLC | 5.600% | 6/15/42 | 10,048 | 9,601 | ||
Consumers Energy Co. | 3.375% | 8/15/23 | 925 | 926 | ||
Consumers Energy Co. | 3.800% | 11/15/28 | 3,000 | 2,935 | ||
Consumers Energy Co. | 3.950% | 5/15/43 | 13,680 | 12,138 | ||
Consumers Energy Co. | 3.250% | 8/15/46 | 3,325 | 2,670 | ||
Consumers Energy Co. | 3.950% | 7/15/47 | 2,950 | 2,653 | ||
Consumers Energy Co. | 4.050% | 5/15/48 | 6,300 | 5,752 | ||
Consumers Energy Co. | 4.350% | 4/15/49 | 2,400 | 2,285 | ||
Consumers Energy Co. | 3.100% | 8/15/50 | 10,250 | 7,874 | ||
Consumers Energy Co. | 3.500% | 8/1/51 | 14,200 | 11,845 | ||
Consumers Energy Co. | 2.650% | 8/15/52 | 2,500 | 1,760 | ||
Consumers Energy Co. | 2.500% | 5/1/60 | 5,300 | 3,389 | ||
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 2,175 | 2,182 | ||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 5,425 | 4,821 | ||
Dominion Energy Inc. | 3.071% | 8/15/24 | 2,100 | 2,051 | ||
Dominion Energy Inc. | 3.900% | 10/1/25 | 3,550 | 3,538 | ||
3 | Dominion Energy Inc. | 1.450% | 4/15/26 | 5,100 | 4,614 | |
3 | Dominion Energy Inc. | 2.850% | 8/15/26 | 9,650 | 9,161 | |
Dominion Energy Inc. | 4.250% | 6/1/28 | 2,494 | 2,458 | ||
3 | Dominion Energy Inc. | 3.375% | 4/1/30 | 16,424 | 15,019 | |
3 | Dominion Energy Inc. | 2.250% | 8/15/31 | 10,000 | 8,234 | |
3 | Dominion Energy Inc. | 6.300% | 3/15/33 | 3,175 | 3,476 | |
3 | Dominion Energy Inc. | 5.250% | 8/1/33 | 6,000 | 6,195 | |
3 | Dominion Energy Inc. | 5.950% | 6/15/35 | 7,360 | 7,842 | |
Dominion Energy Inc. | 7.000% | 6/15/38 | 3,600 | 4,166 | ||
3 | Dominion Energy Inc. | 3.300% | 4/15/41 | 6,100 | 4,803 | |
3 | Dominion Energy Inc. | 4.900% | 8/1/41 | 10,135 | 9,717 | |
3 | Dominion Energy Inc. | 4.050% | 9/15/42 | 5,214 | 4,468 | |
Dominion Energy Inc. | 4.700% | 12/1/44 | 3,375 | 3,116 | ||
3 | Dominion Energy Inc. | 4.600% | 3/15/49 | 8,100 | 7,588 | |
3 | Dominion Energy Inc. | 5.750% | 10/1/54 | 625 | 583 | |
3 | Dominion Energy South Carolina Inc. | 2.300% | 12/1/31 | 3,500 | 2,993 | |
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 2,525 | 2,935 | ||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 5,692 | 6,358 | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 1,525 | 1,593 | ||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 6,458 | 6,115 | ||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 4,550 | 4,531 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
DTE Electric Co. | 3.650% | 3/15/24 | 5,485 | 5,518 | ||
DTE Electric Co. | 3.375% | 3/1/25 | 150 | 149 | ||
3 | DTE Electric Co. | 1.900% | 4/1/28 | 6,400 | 5,712 | |
DTE Electric Co. | 2.250% | 3/1/30 | 13,451 | 11,775 | ||
3 | DTE Electric Co. | 2.625% | 3/1/31 | 7,985 | 7,089 | |
3 | DTE Electric Co. | 4.000% | 4/1/43 | 1,971 | 1,759 | |
DTE Electric Co. | 3.700% | 3/15/45 | 5,750 | 4,902 | ||
DTE Electric Co. | 3.700% | 6/1/46 | 2,000 | 1,739 | ||
DTE Electric Co. | 3.750% | 8/15/47 | 6,927 | 6,054 | ||
DTE Electric Co. | 3.950% | 3/1/49 | 8,800 | 7,914 | ||
DTE Electric Co. | 2.950% | 3/1/50 | 4,450 | 3,385 | ||
3 | DTE Electric Co. | 3.250% | 4/1/51 | 5,000 | 4,016 | |
3 | DTE Energy Co. | 0.550% | 11/1/22 | 3,000 | 2,978 | |
DTE Energy Co. | 2.250% | 11/1/22 | 3,290 | 3,279 | ||
3 | DTE Energy Co. | 2.529% | 10/1/24 | 4,000 | 3,866 | |
3 | DTE Energy Co. | 1.050% | 6/1/25 | 8,400 | 7,724 | |
DTE Energy Co. | 2.850% | 10/1/26 | 33,494 | 31,682 | ||
3 | DTE Energy Co. | 3.400% | 6/15/29 | 14,552 | 13,350 | |
DTE Energy Co. | 2.950% | 3/1/30 | 2,625 | 2,325 | ||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 625 | 604 | ||
Duke Energy Carolinas LLC | 3.950% | 11/15/28 | 7,000 | 6,906 | ||
3 | Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 3,694 | 3,997 | |
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 6,000 | 5,355 | ||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 6,100 | 5,392 | ||
Duke Energy Carolinas LLC | 2.550% | 4/15/31 | 7,150 | 6,263 | ||
Duke Energy Carolinas LLC | 2.850% | 3/15/32 | 5,000 | 4,436 | ||
Duke Energy Carolinas LLC | 6.450% | 10/15/32 | 6,575 | 7,398 | ||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 5,525 | 6,007 | ||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 3,975 | 4,428 | ||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 6,175 | 6,907 | ||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 9,590 | 10,004 | ||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 6,825 | 6,311 | ||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 6,470 | 5,771 | ||
Duke Energy Carolinas LLC | 3.750% | 6/1/45 | 4,925 | 4,136 | ||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 11,224 | 9,831 | ||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 6,135 | 5,207 | ||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 9,613 | 8,466 | ||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 11,715 | 9,182 | ||
Duke Energy Carolinas LLC | 3.450% | 4/15/51 | 8,500 | 6,945 | ||
Duke Energy Carolinas LLC | 3.550% | 3/15/52 | 6,200 | 5,151 | ||
Duke Energy Corp. | 3.950% | 10/15/23 | 3,850 | 3,868 | ||
Duke Energy Corp. | 3.750% | 4/15/24 | 7,025 | 7,022 | ||
Duke Energy Corp. | 0.900% | 9/15/25 | 6,548 | 5,936 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 12,480 | 11,714 | ||
Duke Energy Corp. | 3.150% | 8/15/27 | 7,775 | 7,353 | ||
Duke Energy Corp. | 3.400% | 6/15/29 | 5,000 | 4,576 | ||
Duke Energy Corp. | 2.450% | 6/1/30 | 15,000 | 12,645 | ||
Duke Energy Corp. | 2.550% | 6/15/31 | 7,400 | 6,152 | ||
Duke Energy Corp. | 4.800% | 12/15/45 | 4,966 | 4,532 | ||
Duke Energy Corp. | 3.750% | 9/1/46 | 18,234 | 14,381 | ||
Duke Energy Corp. | 3.950% | 8/15/47 | 13,187 | 10,706 | ||
Duke Energy Corp. | 4.200% | 6/15/49 | 6,234 | 5,206 | ||
Duke Energy Corp. | 3.500% | 6/15/51 | 7,100 | 5,355 | ||
Duke Energy Corp. | 3.250% | 1/15/82 | 4,000 | 3,096 | ||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 11,425 | 11,121 | ||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 4,825 | 4,716 | ||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 9,057 | 8,053 | ||
Duke Energy Florida LLC | 1.750% | 6/15/30 | 7,100 | 5,906 | ||
Duke Energy Florida LLC | 2.400% | 12/15/31 | 7,340 | 6,276 | ||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 3,275 | 3,749 | ||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 5,150 | 6,045 | ||
Duke Energy Florida LLC | 5.650% | 4/1/40 | 6,300 | 6,696 | ||
Duke Energy Florida LLC | 3.850% | 11/15/42 | 1,000 | 869 | ||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 6,665 | 5,257 | ||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 3,550 | 3,186 | ||
Duke Energy Florida LLC | 3.000% | 12/15/51 | 14,300 | 10,706 | ||
3 | Duke Energy Florida Project Finance LLC | 1.731% | 9/1/22 | 267 | 267 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | 3,312 | 3,105 | |
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 2,740 | 2,948 | ||
Duke Energy Indiana LLC | 6.350% | 8/15/38 | 3,725 | 4,225 | ||
Duke Energy Indiana LLC | 6.450% | 4/1/39 | 968 | 1,093 | ||
3 | Duke Energy Indiana LLC | 4.900% | 7/15/43 | 4,960 | 4,829 | |
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 15,440 | 13,089 | ||
3 | Duke Energy Indiana LLC | 3.250% | 10/1/49 | 8,235 | 6,378 | |
Duke Energy Indiana LLC | 2.750% | 4/1/50 | 4,630 | 3,273 | ||
Duke Energy Ohio Inc. | 3.800% | 9/1/23 | 100 | 100 | ||
Duke Energy Ohio Inc. | 3.650% | 2/1/29 | 7,265 | 6,943 | ||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 2,700 | 2,280 | ||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 4,766 | 3,971 | ||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 5,800 | 5,273 | ||
Duke Energy Progress LLC | 3.375% | 9/1/23 | 1,750 | 1,753 | ||
Duke Energy Progress LLC | 3.250% | 8/15/25 | 10,966 | 10,866 | ||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 5,650 | 5,483 | ||
Duke Energy Progress LLC | 3.450% | 3/15/29 | 11,912 | 11,333 | ||
Duke Energy Progress LLC | 2.000% | 8/15/31 | 6,900 | 5,719 | ||
Duke Energy Progress LLC | 3.400% | 4/1/32 | 5,000 | 4,641 | ||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 4,220 | 4,816 | ||
Duke Energy Progress LLC | 4.100% | 5/15/42 | 6,425 | 5,791 | ||
Duke Energy Progress LLC | 4.100% | 3/15/43 | 6,345 | 5,709 | ||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 6,175 | 5,744 | ||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 3,825 | 3,427 | ||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 3,425 | 3,094 | ||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 4,200 | 3,574 | ||
Duke Energy Progress LLC | 3.600% | 9/15/47 | 2,825 | 2,353 | ||
Duke Energy Progress LLC | 2.500% | 8/15/50 | 2,400 | 1,645 | ||
Duke Energy Progress LLC | 2.900% | 8/15/51 | 10,923 | 8,074 | ||
Duke Energy Progress LLC | 4.000% | 4/1/52 | 4,000 | 3,596 | ||
3 | Duke Energy Progress NC Storm Funding LLC | 1.295% | 7/1/28 | 3,425 | 3,153 | |
3 | Duke Energy Progress NC Storm Funding LLC | 2.387% | 7/1/37 | 3,400 | 3,130 | |
3 | Duke Energy Progress NC Storm Funding LLC | 2.799% | 7/1/41 | 3,425 | 2,845 | |
7 | East Ohio Gas Co. | 2.000% | 6/15/30 | 1,000 | 831 | |
Eastern Energy Gas Holdings LLC | 3.550% | 11/1/23 | 10,529 | 10,501 | ||
3 | Eastern Energy Gas Holdings LLC | 2.500% | 11/15/24 | 4,500 | 4,349 | |
Eastern Energy Gas Holdings LLC | 3.600% | 12/15/24 | 1,134 | 1,121 | ||
Edison International | 5.750% | 6/15/27 | 3,000 | 3,051 | ||
Edison International | 4.125% | 3/15/28 | 5,197 | 4,843 | ||
El Paso Electric Co. | 6.000% | 5/15/35 | 800 | 850 | ||
El Paso Electric Co. | 5.000% | 12/1/44 | 3,200 | 2,974 | ||
Emera US Finance LP | 3.550% | 6/15/26 | 1,049 | 1,005 | ||
Emera US Finance LP | 4.750% | 6/15/46 | 11,925 | 10,518 | ||
Enel Americas SA | 4.000% | 10/25/26 | 4,115 | 3,997 | ||
Enel Chile SA | 4.875% | 6/12/28 | 7,075 | 6,773 | ||
Entergy Arkansas LLC | 3.700% | 6/1/24 | 100 | 100 | ||
Entergy Arkansas LLC | 3.500% | 4/1/26 | 4,125 | 4,067 | ||
Entergy Arkansas LLC | 4.200% | 4/1/49 | 5,400 | 4,996 | ||
Entergy Arkansas LLC | 2.650% | 6/15/51 | 6,000 | 4,177 | ||
Entergy Corp. | 0.900% | 9/15/25 | 7,500 | 6,757 | ||
Entergy Corp. | 2.950% | 9/1/26 | 8,900 | 8,442 | ||
Entergy Corp. | 1.900% | 6/15/28 | 7,000 | 6,009 | ||
Entergy Corp. | 2.800% | 6/15/30 | 9,541 | 8,196 | ||
Entergy Corp. | 2.400% | 6/15/31 | 6,000 | 4,882 | ||
Entergy Corp. | 3.750% | 6/15/50 | 9,319 | 7,385 | ||
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 2,130 | 2,201 | ||
Entergy Louisiana LLC | 4.050% | 9/1/23 | 5,850 | 5,879 | ||
Entergy Louisiana LLC | 0.620% | 11/17/23 | 3,016 | 2,899 | ||
Entergy Louisiana LLC | 0.950% | 10/1/24 | 7,900 | 7,445 | ||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 3,077 | 3,184 | ||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 4,235 | 3,922 | ||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 5,600 | 5,331 | ||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 4,700 | 4,420 | ||
Entergy Louisiana LLC | 1.600% | 12/15/30 | 3,200 | 2,559 | ||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 7,055 | 6,355 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Entergy Louisiana LLC | 2.350% | 6/15/32 | 10,000 | 8,369 | ||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 9,845 | 9,355 | ||
Entergy Louisiana LLC | 3.100% | 6/15/41 | 5,706 | 4,537 | ||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 5,325 | 5,053 | ||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 14,306 | 13,127 | ||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 6,200 | 5,624 | ||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 9,738 | 7,043 | ||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 8,225 | 7,570 | ||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 3,800 | 3,234 | ||
Entergy Texas Inc. | 4.000% | 3/30/29 | 2,000 | 1,954 | ||
Entergy Texas Inc. | 1.750% | 3/15/31 | 6,000 | 4,873 | ||
Entergy Texas Inc. | 3.550% | 9/30/49 | 7,585 | 6,079 | ||
Essential Utilities Inc. | 3.566% | 5/1/29 | 4,000 | 3,734 | ||
Essential Utilities Inc. | 2.704% | 4/15/30 | 6,000 | 5,244 | ||
Essential Utilities Inc. | 4.276% | 5/1/49 | 4,300 | 3,744 | ||
Essential Utilities Inc. | 3.351% | 4/15/50 | 5,000 | 3,745 | ||
Evergy Inc. | 2.450% | 9/15/24 | 9,000 | 8,665 | ||
Evergy Inc. | 2.900% | 9/15/29 | 10,500 | 9,261 | ||
Evergy Kansas Central Inc. | 2.550% | 7/1/26 | 6,250 | 5,934 | ||
Evergy Kansas Central Inc. | 3.100% | 4/1/27 | 4,500 | 4,297 | ||
Evergy Kansas Central Inc. | 4.125% | 3/1/42 | 6,421 | 5,745 | ||
Evergy Kansas Central Inc. | 4.100% | 4/1/43 | 4,055 | 3,543 | ||
Evergy Kansas Central Inc. | 4.250% | 12/1/45 | 3,910 | 3,529 | ||
Evergy Kansas Central Inc. | 3.250% | 9/1/49 | 4,700 | 3,638 | ||
3 | Evergy Metro Inc. | 2.250% | 6/1/30 | 3,300 | 2,853 | |
Evergy Metro Inc. | 5.300% | 10/1/41 | 5,355 | 5,528 | ||
Evergy Metro Inc. | 4.200% | 6/15/47 | 5,255 | 4,716 | ||
Evergy Metro Inc. | 4.200% | 3/15/48 | 3,000 | 2,691 | ||
3 | Eversource Energy | 3.800% | 12/1/23 | 3,600 | 3,596 | |
3 | Eversource Energy | 2.900% | 10/1/24 | 4,151 | 4,057 | |
3 | Eversource Energy | 0.800% | 8/15/25 | 5,600 | 5,044 | |
3 | Eversource Energy | 3.300% | 1/15/28 | 8,850 | 8,341 | |
3 | Eversource Energy | 4.250% | 4/1/29 | 6,205 | 6,060 | |
3 | Eversource Energy | 1.650% | 8/15/30 | 9,510 | 7,561 | |
Eversource Energy | 2.550% | 3/15/31 | 3,500 | 2,967 | ||
Eversource Energy | 3.450% | 1/15/50 | 5,850 | 4,517 | ||
3 | Exelon Corp. | 3.950% | 6/15/25 | 22,790 | 22,728 | |
Exelon Corp. | 3.400% | 4/15/26 | 7,075 | 6,866 | ||
7 | Exelon Corp. | 2.750% | 3/15/27 | 7,000 | 6,559 | |
Exelon Corp. | 4.050% | 4/15/30 | 15,150 | 14,539 | ||
7 | Exelon Corp. | 3.350% | 3/15/32 | 8,000 | 7,168 | |
3 | Exelon Corp. | 4.950% | 6/15/35 | 7,235 | 7,035 | |
Exelon Corp. | 5.625% | 6/15/35 | 4,275 | 4,451 | ||
Exelon Corp. | 5.100% | 6/15/45 | 6,725 | 6,634 | ||
Exelon Corp. | 4.450% | 4/15/46 | 12,626 | 11,393 | ||
Exelon Corp. | 4.700% | 4/15/50 | 13,011 | 12,135 | ||
7 | Exelon Corp. | 4.100% | 3/15/52 | 7,300 | 6,263 | |
Florida Power & Light Co. | 3.250% | 6/1/24 | 2,800 | 2,801 | ||
Florida Power & Light Co. | 2.850% | 4/1/25 | 23,717 | 23,330 | ||
Florida Power & Light Co. | 3.125% | 12/1/25 | 6,000 | 5,935 | ||
Florida Power & Light Co. | 2.450% | 2/3/32 | 11,895 | 10,376 | ||
Florida Power & Light Co. | 5.625% | 4/1/34 | 1,950 | 2,168 | ||
Florida Power & Light Co. | 5.650% | 2/1/37 | 3,379 | 3,702 | ||
Florida Power & Light Co. | 5.950% | 2/1/38 | 3,250 | 3,672 | ||
Florida Power & Light Co. | 5.960% | 4/1/39 | 11,319 | 12,798 | ||
Florida Power & Light Co. | 5.250% | 2/1/41 | 975 | 1,037 | ||
Florida Power & Light Co. | 4.125% | 2/1/42 | 5,425 | 5,109 | ||
Florida Power & Light Co. | 4.050% | 6/1/42 | 4,600 | 4,250 | ||
Florida Power & Light Co. | 3.800% | 12/15/42 | 3,535 | 3,153 | ||
Florida Power & Light Co. | 4.050% | 10/1/44 | 2,973 | 2,740 | ||
Florida Power & Light Co. | 3.950% | 3/1/48 | 19,054 | 17,471 | ||
Florida Power & Light Co. | 3.990% | 3/1/49 | 9,122 | 8,349 | ||
Florida Power & Light Co. | 3.150% | 10/1/49 | 9,675 | 7,704 | ||
Florida Power & Light Co. | 2.875% | 12/4/51 | 500 | 375 | ||
Fortis Inc. | 3.055% | 10/4/26 | 13,973 | 13,123 | ||
3 | Georgia Power Co. | 2.100% | 7/30/23 | 5,200 | 5,124 | |
Georgia Power Co. | 3.250% | 4/1/26 | 8,250 | 8,020 | ||
Georgia Power Co. | 3.250% | 3/30/27 | 3,500 | 3,333 | ||
3 | Georgia Power Co. | 2.650% | 9/15/29 | 10,000 | 8,802 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Georgia Power Co. | 4.750% | 9/1/40 | 5,425 | 4,920 | |
Georgia Power Co. | 4.300% | 3/15/42 | 11,290 | 9,818 | ||
Georgia Power Co. | 4.300% | 3/15/43 | 6,555 | 5,674 | ||
3 | Georgia Power Co. | 3.700% | 1/30/50 | 2,400 | 1,910 | |
3 | Georgia Power Co. | 3.250% | 3/15/51 | 7,500 | 5,516 | |
3 | Gulf Power Co. | 3.300% | 5/30/27 | 2,325 | 2,254 | |
Iberdrola International BV | 6.750% | 7/15/36 | 3,835 | 4,450 | ||
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 3,000 | 2,903 | ||
Indiana Michigan Power Co. | 6.050% | 3/15/37 | 3,890 | 4,267 | ||
3 | Indiana Michigan Power Co. | 4.550% | 3/15/46 | 11,055 | 10,206 | |
3 | Indiana Michigan Power Co. | 3.750% | 7/1/47 | 6,454 | 5,307 | |
Indiana Michigan Power Co. | 4.250% | 8/15/48 | 490 | 432 | ||
Indiana Michigan Power Co. | 3.250% | 5/1/51 | 5,500 | 4,177 | ||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 10,730 | 10,602 | ||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 4,570 | 4,521 | ||
Interstate Power & Light Co. | 3.600% | 4/1/29 | 8,774 | 8,362 | ||
Interstate Power & Light Co. | 2.300% | 6/1/30 | 8,000 | 6,820 | ||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 3,275 | 3,667 | ||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 2,925 | 2,396 | ||
Interstate Power & Light Co. | 3.100% | 11/30/51 | 4,000 | 2,898 | ||
IPALCO Enterprises Inc. | 4.250% | 5/1/30 | 4,400 | 4,087 | ||
ITC Holdings Corp. | 2.700% | 11/15/22 | 4,445 | 4,428 | ||
ITC Holdings Corp. | 3.650% | 6/15/24 | 3,589 | 3,554 | ||
ITC Holdings Corp. | 3.250% | 6/30/26 | 4,865 | 4,679 | ||
ITC Holdings Corp. | 3.350% | 11/15/27 | 6,505 | 6,211 | ||
ITC Holdings Corp. | 5.300% | 7/1/43 | 6,226 | 6,254 | ||
3 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 2,628 | 2,646 | |
Kentucky Utilities Co. | 5.125% | 11/1/40 | 8,765 | 8,764 | ||
Kentucky Utilities Co. | 4.375% | 10/1/45 | 6,900 | 6,276 | ||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 11,000 | 8,568 | ||
3 | Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 4,653 | 4,588 | |
Louisville Gas & Electric Co. | 4.250% | 4/1/49 | 9,900 | 8,991 | ||
MidAmerican Energy Co. | 3.500% | 10/15/24 | 10,000 | 10,002 | ||
MidAmerican Energy Co. | 3.100% | 5/1/27 | 3,050 | 2,947 | ||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 4,150 | 4,888 | ||
3 | MidAmerican Energy Co. | 5.750% | 11/1/35 | 2,630 | 2,890 | |
3 | MidAmerican Energy Co. | 5.800% | 10/15/36 | 3,250 | 3,603 | |
MidAmerican Energy Co. | 4.800% | 9/15/43 | 5,110 | 5,073 | ||
MidAmerican Energy Co. | 4.400% | 10/15/44 | 4,870 | 4,609 | ||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 5,205 | 4,814 | ||
MidAmerican Energy Co. | 3.950% | 8/1/47 | 3,199 | 2,848 | ||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 8,075 | 6,807 | ||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 8,524 | 7,926 | ||
MidAmerican Energy Co. | 3.150% | 4/15/50 | 5,000 | 3,908 | ||
3 | Mississippi Power Co. | 4.250% | 3/15/42 | 4,400 | 3,857 | |
National Fuel Gas Co. | 5.200% | 7/15/25 | 1,921 | 1,943 | ||
National Fuel Gas Co. | 5.500% | 1/15/26 | 4,498 | 4,513 | ||
National Fuel Gas Co. | 3.950% | 9/15/27 | 1,900 | 1,770 | ||
National Fuel Gas Co. | 4.750% | 9/1/28 | 11,000 | 10,719 | ||
National Fuel Gas Co. | 2.950% | 3/1/31 | 1,500 | 1,220 | ||
National Grid USA | 5.803% | 4/1/35 | 2,817 | 2,966 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 11/15/23 | 3,350 | 3,358 | ||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 8,200 | 8,129 | ||
National Rural Utilities Cooperative Finance Corp. | 0.350% | 2/8/24 | 3,000 | 2,854 | ||
National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | 4,500 | 4,401 | ||
3 | National Rural Utilities Cooperative Finance Corp. | 3.450% | 6/15/25 | 3,000 | 2,977 | |
3 | National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 7,300 | 7,133 | |
National Rural Utilities Cooperative Finance Corp. | 1.000% | 6/15/26 | 16,657 | 14,958 | ||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 4/25/27 | 2,150 | 2,072 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 11,525 | 11,047 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 3,000 | 2,930 | ||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 7,730 | 7,363 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 4,700 | 4,089 | ||
National Rural Utilities Cooperative Finance Corp. | 1.350% | 3/15/31 | 4,000 | 3,104 | ||
3 | National Rural Utilities Cooperative Finance Corp. | 1.650% | 6/15/31 | 3,500 | 2,786 | |
3 | National Rural Utilities Cooperative Finance Corp. | 8.000% | 3/1/32 | 1,513 | 1,879 | |
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 6,552 | 6,246 | ||
3 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 2,900 | 2,645 | |
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 8,976 | 8,374 | ||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 8,365 | 7,777 | ||
3 | Nevada Power Co. | 3.700% | 5/1/29 | 5,575 | 5,370 | |
3 | Nevada Power Co. | 2.400% | 5/1/30 | 10,044 | 8,750 | |
3 | Nevada Power Co. | 6.650% | 4/1/36 | 965 | 1,110 | |
3 | Nevada Power Co. | 6.750% | 7/1/37 | 5,575 | 6,490 | |
3 | Nevada Power Co. | 3.125% | 8/1/50 | 4,850 | 3,599 | |
NextEra Energy Capital Holdings Inc. | 2.940% | 3/21/24 | 12,000 | 11,836 | ||
NextEra Energy Capital Holdings Inc. | 4.200% | 6/20/24 | 4,150 | 4,171 | ||
NextEra Energy Capital Holdings Inc. | 4.450% | 6/20/25 | 4,150 | 4,185 | ||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 12,485 | 12,065 | ||
NextEra Energy Capital Holdings Inc. | 1.900% | 6/15/28 | 16,000 | 13,926 | ||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 13,469 | 12,572 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 335 | 296 | ||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 48,021 | 40,342 | ||
3 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 4,962 | 4,084 | |
3 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 3,100 | 2,734 | |
NiSource Inc. | 0.950% | 8/15/25 | 13,258 | 11,897 | ||
NiSource Inc. | 3.490% | 5/15/27 | 10,500 | 10,052 | ||
NiSource Inc. | 2.950% | 9/1/29 | 8,020 | 7,114 | ||
NiSource Inc. | 3.600% | 5/1/30 | 5,000 | 4,582 | ||
NiSource Inc. | 1.700% | 2/15/31 | 14,545 | 11,346 | ||
NiSource Inc. | 5.950% | 6/15/41 | 8,021 | 8,309 | ||
NiSource Inc. | 5.250% | 2/15/43 | 5,120 | 4,968 | ||
NiSource Inc. | 4.800% | 2/15/44 | 4,698 | 4,233 | ||
NiSource Inc. | 5.650% | 2/1/45 | 767 | 764 | ||
NiSource Inc. | 4.375% | 5/15/47 | 14,975 | 13,177 | ||
NiSource Inc. | 3.950% | 3/30/48 | 5,000 | 4,142 | ||
Northern States Power Co. | 2.250% | 4/1/31 | 4,000 | 3,502 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 840 | 966 | ||
Northern States Power Co. | 6.200% | 7/1/37 | 2,705 | 3,153 | ||
Northern States Power Co. | 5.350% | 11/1/39 | 3,295 | 3,539 | ||
Northern States Power Co. | 4.000% | 8/15/45 | 2,100 | 1,844 | ||
Northern States Power Co. | 3.600% | 5/15/46 | 4,475 | 3,821 | ||
Northern States Power Co. | 3.600% | 9/15/47 | 1,000 | 843 | ||
Northern States Power Co. | 2.900% | 3/1/50 | 7,305 | 5,504 | ||
Northern States Power Co. | 2.600% | 6/1/51 | 5,300 | 3,741 | ||
Northern States Power Co. | 3.200% | 4/1/52 | 4,000 | 3,185 | ||
Northern States Power Co. | 4.500% | 6/1/52 | 5,000 | 4,914 | ||
NorthWestern Corp. | 4.176% | 11/15/44 | 2,425 | 2,110 | ||
NSTAR Electric Co. | 3.200% | 5/15/27 | 6,000 | 5,788 | ||
NSTAR Electric Co. | 3.250% | 5/15/29 | 1,430 | 1,353 | ||
NSTAR Electric Co. | 5.500% | 3/15/40 | 5,005 | 5,386 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
NSTAR Electric Co. | 4.400% | 3/1/44 | 2,300 | 2,134 | ||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 2,500 | 2,630 | ||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 6,720 | 6,612 | ||
7 | Oglethorpe Power Corp. | 4.500% | 4/1/47 | 5,290 | 4,538 | |
Oglethorpe Power Corp. | 5.250% | 9/1/50 | 2,355 | 2,230 | ||
Ohio Edison Co. | 6.875% | 7/15/36 | 4,180 | 4,890 | ||
3 | Ohio Power Co. | 1.625% | 1/15/31 | 5,000 | 4,036 | |
Ohio Power Co. | 4.150% | 4/1/48 | 800 | 702 | ||
Ohio Power Co. | 4.000% | 6/1/49 | 5,178 | 4,474 | ||
3 | Ohio Power Co. | 2.900% | 10/1/51 | 4,975 | 3,561 | |
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 3,500 | 3,395 | ||
Oklahoma Gas & Electric Co. | 3.300% | 3/15/30 | 3,936 | 3,634 | ||
Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | 2,000 | 1,842 | ||
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 2,215 | 2,008 | ||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 3,975 | 3,335 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 5,000 | 4,931 | ||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 3,050 | 2,979 | ||
Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | 2,000 | 1,806 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 3,000 | 2,919 | ||
Oncor Electric Delivery Co. LLC | 5.750% | 3/15/29 | 2,610 | 2,823 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 9,900 | 9,003 | ||
Oncor Electric Delivery Co. LLC | 7.000% | 5/1/32 | 4,420 | 5,339 | ||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 150 | 186 | ||
Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | 2,405 | 3,078 | ||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 3,500 | 3,694 | ||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 7,725 | 7,505 | ||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 4,404 | 4,671 | ||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 7,393 | 6,374 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 2,650 | 2,334 | ||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 4,185 | 3,861 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 8,530 | 7,521 | ||
3 | Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | 5,112 | 3,972 | |
Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | 6,864 | 5,946 | ||
Oncor Electric Delivery Co. LLC | 2.700% | 11/15/51 | 11,425 | 8,269 | ||
Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | 3,458 | 3,790 | ||
ONE Gas Inc. | 1.100% | 3/11/24 | 5,000 | 4,754 | ||
ONE Gas Inc. | 2.000% | 5/15/30 | 2,500 | 2,083 | ||
ONE Gas Inc. | 4.658% | 2/1/44 | 5,025 | 4,546 | ||
ONE Gas Inc. | 4.500% | 11/1/48 | 3,000 | 2,656 | ||
Pacific Gas & Electric Co. | 1.700% | 11/15/23 | 5,000 | 4,810 | ||
Pacific Gas & Electric Co. | 3.850% | 11/15/23 | 13,900 | 13,743 | ||
Pacific Gas & Electric Co. | 3.750% | 2/15/24 | 2,000 | 1,957 | ||
Pacific Gas & Electric Co. | 3.500% | 6/15/25 | 6,212 | 5,897 | ||
Pacific Gas & Electric Co. | 3.450% | 7/1/25 | 1,000 | 939 | ||
Pacific Gas & Electric Co. | 3.150% | 1/1/26 | 25,389 | 23,128 | ||
Pacific Gas & Electric Co. | 2.100% | 8/1/27 | 5,000 | 4,199 | ||
Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 20,800 | 18,155 | ||
Pacific Gas & Electric Co. | 3.000% | 6/15/28 | 1,000 | 865 | ||
Pacific Gas & Electric Co. | 3.750% | 7/1/28 | 17,500 | 15,443 | ||
Pacific Gas & Electric Co. | 4.550% | 7/1/30 | 34,000 | 30,184 | ||
Pacific Gas & Electric Co. | 2.500% | 2/1/31 | 19,000 | 14,603 | ||
Pacific Gas & Electric Co. | 3.250% | 6/1/31 | 9,500 | 7,652 | ||
Pacific Gas & Electric Co. | 4.500% | 7/1/40 | 27,631 | 21,408 | ||
Pacific Gas & Electric Co. | 3.300% | 8/1/40 | 13,200 | 9,122 | ||
Pacific Gas & Electric Co. | 4.200% | 6/1/41 | 5,000 | 3,708 | ||
Pacific Gas & Electric Co. | 4.750% | 2/15/44 | 10,500 | 8,014 | ||
Pacific Gas & Electric Co. | 4.300% | 3/15/45 | 7,000 | 5,094 | ||
Pacific Gas & Electric Co. | 4.250% | 3/15/46 | 5,000 | 3,698 | ||
Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 13,300 | 9,252 | ||
Pacific Gas & Electric Co. | 4.950% | 7/1/50 | 38,977 | 31,081 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 17,400 | 11,622 | ||
PacifiCorp | 3.600% | 4/1/24 | 4,910 | 4,921 | ||
PacifiCorp | 3.500% | 6/15/29 | 8,000 | 7,599 | ||
PacifiCorp | 2.700% | 9/15/30 | 7,473 | 6,599 | ||
PacifiCorp | 7.700% | 11/15/31 | 985 | 1,205 | ||
PacifiCorp | 5.250% | 6/15/35 | 2,875 | 2,940 | ||
PacifiCorp | 6.100% | 8/1/36 | 3,925 | 4,320 | ||
PacifiCorp | 5.750% | 4/1/37 | 5,853 | 6,201 | ||
PacifiCorp | 6.250% | 10/15/37 | 9,410 | 10,543 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
PacifiCorp | 6.350% | 7/15/38 | 2,650 | 3,003 | ||
PacifiCorp | 6.000% | 1/15/39 | 1,135 | 1,246 | ||
PacifiCorp | 4.100% | 2/1/42 | 2,006 | 1,783 | ||
PacifiCorp | 4.125% | 1/15/49 | 14,900 | 13,315 | ||
PacifiCorp | 4.150% | 2/15/50 | 4,000 | 3,587 | ||
PacifiCorp | 3.300% | 3/15/51 | 20,089 | 15,766 | ||
PacifiCorp | 2.900% | 6/15/52 | 3,700 | 2,708 | ||
PECO Energy Co. | 5.950% | 10/1/36 | 2,500 | 2,790 | ||
PECO Energy Co. | 4.150% | 10/1/44 | 2,732 | 2,492 | ||
PECO Energy Co. | 3.000% | 9/15/49 | 3,740 | 2,836 | ||
PECO Energy Co. | 2.800% | 6/15/50 | 10,900 | 7,999 | ||
PECO Energy Co. | 3.050% | 3/15/51 | 4,000 | 3,068 | ||
PECO Energy Co. | 2.850% | 9/15/51 | 3,325 | 2,445 | ||
PECO Energy Co. | 4.600% | 5/15/52 | 4,000 | 4,016 | ||
3 | PG&E Energy Recovery Funding LLC | 1.460% | 7/15/31 | 3,500 | 3,253 | |
3 | PG&E Energy Recovery Funding LLC | 2.280% | 1/15/36 | 1,100 | 931 | |
3 | PG&E Energy Recovery Funding LLC | 2.822% | 7/15/46 | 5,025 | 3,981 | |
3 | PG&E Wildfire Recovery Funding LLC | 3.594% | 6/1/30 | 11,525 | 11,480 | |
3 | PG&E Wildfire Recovery Funding LLC | 4.263% | 6/1/36 | 2,800 | 2,796 | |
3 | PG&E Wildfire Recovery Funding LLC | 4.451% | 12/1/47 | 12,725 | 12,730 | |
3 | PG&E Wildfire Recovery Funding LLC | 4.674% | 12/1/51 | 2,850 | 2,840 | |
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 8,327 | 7,733 | ||
Piedmont Natural Gas Co. Inc. | 2.500% | 3/15/31 | 3,700 | 3,125 | ||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 1,225 | 1,120 | ||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 6,223 | 4,929 | ||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 9,400 | 6,990 | ||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 6,000 | 5,491 | ||
Potomac Electric Power Co. | 3.600% | 3/15/24 | 6,983 | 6,990 | ||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 4,118 | 4,782 | ||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 4,200 | 3,815 | ||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 7,779 | 7,404 | ||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 2,275 | 2,588 | ||
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 1,825 | 1,629 | ||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 4,030 | 3,591 | ||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 4,450 | 4,001 | ||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 2,795 | 2,576 | ||
Progress Energy Inc. | 6.000% | 12/1/39 | 6,382 | 6,731 | ||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 4,245 | 4,180 | ||
3 | Public Service Co. of Colorado | 1.900% | 1/15/31 | 3,500 | 2,950 | |
Public Service Co. of Colorado | 1.875% | 6/15/31 | 15,425 | 12,883 | ||
3 | Public Service Co. of Colorado | 4.100% | 6/1/32 | 3,000 | 2,990 | |
3 | Public Service Co. of Colorado | 6.250% | 9/1/37 | 400 | 465 | |
Public Service Co. of Colorado | 6.500% | 8/1/38 | 75 | 89 | ||
Public Service Co. of Colorado | 3.600% | 9/15/42 | 5,116 | 4,374 | ||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 3,475 | 3,194 | ||
Public Service Co. of Colorado | 3.800% | 6/15/47 | 1,100 | 968 | ||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 3,695 | 3,362 | ||
Public Service Co. of Colorado | 4.050% | 9/15/49 | 4,800 | 4,320 | ||
3 | Public Service Co. of Colorado | 3.200% | 3/1/50 | 7,200 | 5,686 | |
3 | Public Service Co. of Colorado | 2.700% | 1/15/51 | 19,705 | 14,112 | |
3 | Public Service Co. of Colorado | 4.500% | 6/1/52 | 4,000 | 3,924 | |
Public Service Co. of New Hampshire | 3.500% | 11/1/23 | 875 | 876 | ||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 2,900 | 2,429 | ||
3 | Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 1,170 | 1,145 | |
3 | Public Service Electric & Gas Co. | 0.950% | 3/15/26 | 4,500 | 4,075 | |
3 | Public Service Electric & Gas Co. | 2.250% | 9/15/26 | 3,055 | 2,868 | |
3 | Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 3,000 | 2,890 | |
3 | Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 7,230 | 6,846 | |
3 | Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 2,500 | 2,233 | |
3 | Public Service Electric & Gas Co. | 3.100% | 3/15/32 | 5,000 | 4,601 | |
3 | Public Service Electric & Gas Co. | 5.800% | 5/1/37 | 875 | 980 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 4,295 | 3,877 | |
3 | Public Service Electric & Gas Co. | 3.650% | 9/1/42 | 650 | 556 | |
3 | Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 9,100 | 7,986 | |
3 | Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 3,075 | 2,601 | |
3 | Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 6,500 | 5,725 | |
3 | Public Service Electric & Gas Co. | 3.150% | 1/1/50 | 7,300 | 5,682 | |
3 | Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 8,950 | 6,426 | |
3 | Public Service Electric & Gas Co. | 2.050% | 8/1/50 | 5,000 | 3,133 | |
3 | Public Service Electric & Gas Co. | 3.000% | 3/1/51 | 5,500 | 4,183 | |
Public Service Enterprise Group Inc. | 2.650% | 11/15/22 | 4,775 | 4,765 | ||
Public Service Enterprise Group Inc. | 2.875% | 6/15/24 | 3,000 | 2,939 | ||
Public Service Enterprise Group Inc. | 0.800% | 8/15/25 | 5,000 | 4,518 | ||
Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | 16,864 | 13,414 | ||
Puget Energy Inc. | 3.650% | 5/15/25 | 4,280 | 4,197 | ||
Puget Energy Inc. | 2.379% | 6/15/28 | 2,899 | 2,537 | ||
Puget Energy Inc. | 4.100% | 6/15/30 | 5,200 | 4,838 | ||
Puget Energy Inc. | 4.224% | 3/15/32 | 5,600 | 5,155 | ||
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 3,840 | 4,317 | ||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 5,540 | 5,891 | ||
Puget Sound Energy Inc. | 5.795% | 3/15/40 | 1,510 | 1,617 | ||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 925 | 974 | ||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 6,005 | 5,370 | ||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 5,225 | 4,626 | ||
3 | San Diego Gas & Electric Co. | 1.700% | 10/1/30 | 8,800 | 7,235 | |
3 | San Diego Gas & Electric Co. | 3.000% | 3/15/32 | 6,000 | 5,370 | |
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 4,461 | 4,905 | ||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 5,670 | 5,333 | ||
3 | San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 5,750 | 4,864 | |
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 5,100 | 4,700 | ||
3 | San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 5,675 | 4,400 | |
San Diego Gas & Electric Co. | 3.700% | 3/15/52 | 10,000 | 8,451 | ||
3 | SCE Recovery Funding LLC | 2.943% | 11/15/42 | 2,475 | 2,445 | |
Sempra Energy | 3.300% | 4/1/25 | 8,000 | 7,817 | ||
Sempra Energy | 3.250% | 6/15/27 | 7,595 | 7,203 | ||
Sempra Energy | 3.400% | 2/1/28 | 14,958 | 14,126 | ||
Sempra Energy | 3.700% | 4/1/29 | 5,000 | 4,702 | ||
Sempra Energy | 3.800% | 2/1/38 | 13,250 | 11,175 | ||
Sempra Energy | 6.000% | 10/15/39 | 8,125 | 8,554 | ||
Sempra Energy | 4.000% | 2/1/48 | 4,570 | 3,785 | ||
Sempra Energy | 4.125% | 4/1/52 | 8,350 | 6,705 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 5,175 | 4,924 | ||
3 | Southern California Edison Co. | 0.700% | 8/1/23 | 750 | 727 | |
3 | Southern California Edison Co. | 3.500% | 10/1/23 | 10,600 | 10,589 | |
Southern California Edison Co. | 1.100% | 4/1/24 | 7,200 | 6,849 | ||
3 | Southern California Edison Co. | 0.975% | 8/1/24 | 2,000 | 1,887 | |
3 | Southern California Edison Co. | 3.700% | 8/1/25 | 12,075 | 11,887 | |
3 | Southern California Edison Co. | 1.200% | 2/1/26 | 3,000 | 2,695 | |
3 | Southern California Edison Co. | 3.650% | 3/1/28 | 6,875 | 6,510 | |
3 | Southern California Edison Co. | 4.200% | 3/1/29 | 8,000 | 7,704 | |
Southern California Edison Co. | 6.650% | 4/1/29 | 850 | 904 | ||
Southern California Edison Co. | 2.850% | 8/1/29 | 10,405 | 9,222 | ||
Southern California Edison Co. | 2.250% | 6/1/30 | 7,000 | 5,873 | ||
3 | Southern California Edison Co. | 2.500% | 6/1/31 | 5,275 | 4,430 | |
Southern California Edison Co. | 2.750% | 2/1/32 | 3,500 | 2,960 | ||
Southern California Edison Co. | 6.000% | 1/15/34 | 5,655 | 6,030 | ||
3 | Southern California Edison Co. | 5.750% | 4/1/35 | 800 | 818 | |
3 | Southern California Edison Co. | 5.350% | 7/15/35 | 4,085 | 4,073 | |
Southern California Edison Co. | 5.625% | 2/1/36 | 2,445 | 2,461 | ||
3 | Southern California Edison Co. | 5.950% | 2/1/38 | 2,800 | 2,909 | |
Southern California Edison Co. | 6.050% | 3/15/39 | 1,460 | 1,527 | ||
Southern California Edison Co. | 5.500% | 3/15/40 | 5,472 | 5,399 | ||
Southern California Edison Co. | 4.500% | 9/1/40 | 6,882 | 6,101 | ||
Southern California Edison Co. | 4.050% | 3/15/42 | 16,496 | 13,670 | ||
3 | Southern California Edison Co. | 3.900% | 3/15/43 | 3,025 | 2,422 | |
Southern California Edison Co. | 4.650% | 10/1/43 | 8,575 | 7,752 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Southern California Edison Co. | 3.600% | 2/1/45 | 9,900 | 7,415 | |
Southern California Edison Co. | 4.000% | 4/1/47 | 13,531 | 10,975 | ||
3 | Southern California Edison Co. | 4.125% | 3/1/48 | 16,870 | 13,924 | |
3 | Southern California Edison Co. | 4.875% | 3/1/49 | 6,400 | 5,811 | |
Southern California Edison Co. | 3.650% | 2/1/50 | 15,452 | 11,824 | ||
3 | Southern California Edison Co. | 2.950% | 2/1/51 | 7,000 | 4,760 | |
3 | Southern California Edison Co. | 3.650% | 6/1/51 | 5,300 | 4,128 | |
Southern California Edison Co. | 3.450% | 2/1/52 | 5,300 | 3,942 | ||
Southern California Gas Co. | 3.150% | 9/15/24 | 4,200 | 4,173 | ||
Southern California Gas Co. | 3.200% | 6/15/25 | 560 | 549 | ||
3 | Southern California Gas Co. | 2.600% | 6/15/26 | 12,015 | 11,387 | |
Southern California Gas Co. | 2.950% | 4/15/27 | 12,000 | 11,387 | ||
3 | Southern California Gas Co. | 2.550% | 2/1/30 | 10,020 | 8,858 | |
Southern California Gas Co. | 3.750% | 9/15/42 | 4,075 | 3,414 | ||
3 | Southern California Gas Co. | 4.125% | 6/1/48 | 5,800 | 5,085 | |
3 | Southern California Gas Co. | 4.300% | 1/15/49 | 4,500 | 4,084 | |
3 | Southern California Gas Co. | 3.950% | 2/15/50 | 4,500 | 3,872 | |
Southern Co. | 2.950% | 7/1/23 | 3,375 | 3,337 | ||
Southern Co. | 4.475% | 8/1/24 | 6,440 | 6,464 | ||
Southern Co. | 3.250% | 7/1/26 | 22,141 | 21,207 | ||
Southern Co. | 5.113% | 8/1/27 | 5,300 | 5,352 | ||
3 | Southern Co. | 1.750% | 3/15/28 | 5,000 | 4,276 | |
3 | Southern Co. | 3.700% | 4/30/30 | 7,200 | 6,686 | |
Southern Co. | 4.250% | 7/1/36 | 11,245 | 10,317 | ||
Southern Co. | 4.400% | 7/1/46 | 23,836 | 20,781 | ||
3 | Southern Co. | 4.000% | 1/15/51 | 5,000 | 4,467 | |
3 | Southern Co. | 3.750% | 9/15/51 | 13,919 | 11,803 | |
Southern Co. Gas Capital Corp. | 2.450% | 10/1/23 | 12,000 | 11,832 | ||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 10,875 | 10,428 | ||
3 | Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | 14,500 | 11,436 | |
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 6,325 | 6,655 | ||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 1,500 | 1,303 | ||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 4,725 | 3,859 | ||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 13,495 | 11,783 | ||
Southern Power Co. | 4.150% | 12/1/25 | 4,525 | 4,527 | ||
Southern Power Co. | 0.900% | 1/15/26 | 1,000 | 891 | ||
Southern Power Co. | 5.150% | 9/15/41 | 4,990 | 4,701 | ||
Southern Power Co. | 5.250% | 7/15/43 | 2,635 | 2,500 | ||
3 | Southern Power Co. | 4.950% | 12/15/46 | 3,965 | 3,638 | |
Southwest Gas Corp. | 3.700% | 4/1/28 | 2,500 | 2,347 | ||
Southwest Gas Corp. | 2.200% | 6/15/30 | 5,000 | 4,036 | ||
Southwest Gas Corp. | 4.050% | 3/15/32 | 6,000 | 5,456 | ||
Southwest Gas Corp. | 3.800% | 9/29/46 | 2,600 | 2,040 | ||
Southwest Gas Corp. | 4.150% | 6/1/49 | 2,300 | 1,903 | ||
3 | Southwestern Electric Power Co. | 1.650% | 3/15/26 | 10,300 | 9,391 | |
3 | Southwestern Electric Power Co. | 2.750% | 10/1/26 | 6,266 | 5,869 | |
3 | Southwestern Electric Power Co. | 4.100% | 9/15/28 | 8,962 | 8,657 | |
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 5,475 | 5,912 | ||
3 | Southwestern Electric Power Co. | 3.900% | 4/1/45 | 6,491 | 5,216 | |
3 | Southwestern Electric Power Co. | 3.850% | 2/1/48 | 10,024 | 8,104 | |
Southwestern Electric Power Co. | 3.250% | 11/1/51 | 7,000 | 5,165 | ||
Southwestern Public Service Co. | 3.300% | 6/15/24 | 200 | 199 | ||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 4,164 | 3,929 | ||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 8,460 | 6,553 | ||
Southwestern Public Service Co. | 3.700% | 8/15/47 | 7,200 | 5,966 | ||
3 | Southwestern Public Service Co. | 4.400% | 11/15/48 | 3,610 | 3,308 | |
Southwestern Public Service Co. | 3.750% | 6/15/49 | 7,525 | 6,318 | ||
3 | Southwestern Public Service Co. | 3.150% | 5/1/50 | 11,750 | 9,000 | |
Tampa Electric Co. | 2.400% | 3/15/31 | 4,500 | 3,887 | ||
Tampa Electric Co. | 4.100% | 6/15/42 | 2,250 | 1,992 | ||
Tampa Electric Co. | 4.350% | 5/15/44 | 2,300 | 2,099 | ||
Tampa Electric Co. | 4.300% | 6/15/48 | 4,065 | 3,683 | ||
Tampa Electric Co. | 3.625% | 6/15/50 | 2,000 | 1,629 | ||
Tampa Electric Co. | 3.450% | 3/15/51 | 4,500 | 3,579 | ||
Toledo Edison Co. | 6.150% | 5/15/37 | 2,769 | 3,065 | ||
Tucson Electric Power Co. | 3.050% | 3/15/25 | 2,000 | 1,964 | ||
Tucson Electric Power Co. | 1.500% | 8/1/30 | 2,500 | 1,995 | ||
Tucson Electric Power Co. | 3.250% | 5/15/32 | 3,000 | 2,704 | ||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 800 | 767 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Union Electric Co. | 3.500% | 4/15/24 | 4,990 | 4,991 | ||
Union Electric Co. | 2.950% | 6/15/27 | 17,194 | 16,371 | ||
Union Electric Co. | 3.500% | 3/15/29 | 3,650 | 3,494 | ||
Union Electric Co. | 2.950% | 3/15/30 | 4,525 | 4,114 | ||
Union Electric Co. | 2.150% | 3/15/32 | 5,600 | 4,669 | ||
Union Electric Co. | 5.300% | 8/1/37 | 3,882 | 4,031 | ||
Union Electric Co. | 8.450% | 3/15/39 | 2,365 | 3,173 | ||
Union Electric Co. | 3.900% | 9/15/42 | 175 | 153 | ||
Union Electric Co. | 3.650% | 4/15/45 | 3,625 | 2,983 | ||
Union Electric Co. | 4.000% | 4/1/48 | 8,500 | 7,451 | ||
Union Electric Co. | 3.250% | 10/1/49 | 4,840 | 3,760 | ||
Union Electric Co. | 2.625% | 3/15/51 | 7,500 | 5,235 | ||
Union Electric Co. | 3.900% | 4/1/52 | 5,200 | 4,604 | ||
United Utilities plc | 6.875% | 8/15/28 | 175 | 190 | ||
Veolia Environnement SA | 6.750% | 6/1/38 | 2,643 | 3,131 | ||
Virginia Electric & Power Co. | 3.450% | 2/15/24 | 4,489 | 4,478 | ||
3 | Virginia Electric & Power Co. | 3.100% | 5/15/25 | 3,450 | 3,391 | |
3 | Virginia Electric & Power Co. | 3.150% | 1/15/26 | 14,820 | 14,391 | |
3 | Virginia Electric & Power Co. | 2.950% | 11/15/26 | 14,506 | 13,819 | |
3 | Virginia Electric & Power Co. | 3.500% | 3/15/27 | 6,850 | 6,692 | |
3 | Virginia Electric & Power Co. | 3.800% | 4/1/28 | 11,552 | 11,277 | |
3 | Virginia Electric & Power Co. | 2.875% | 7/15/29 | 2,882 | 2,639 | |
Virginia Electric & Power Co. | 2.300% | 11/15/31 | 25,550 | 21,714 | ||
Virginia Electric & Power Co. | 2.400% | 3/30/32 | 6,650 | 5,691 | ||
3 | Virginia Electric & Power Co. | 6.000% | 1/15/36 | 2,940 | 3,242 | |
3 | Virginia Electric & Power Co. | 6.000% | 5/15/37 | 6,835 | 7,573 | |
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 3,150 | 3,653 | ||
Virginia Electric & Power Co. | 8.875% | 11/15/38 | 4,945 | 6,980 | ||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 17,262 | 15,146 | ||
3 | Virginia Electric & Power Co. | 4.650% | 8/15/43 | 9,505 | 9,051 | |
Virginia Electric & Power Co. | 4.450% | 2/15/44 | 7,656 | 7,119 | ||
3 | Virginia Electric & Power Co. | 4.200% | 5/15/45 | 7,384 | 6,622 | |
3 | Virginia Electric & Power Co. | 4.000% | 11/15/46 | 9,685 | 8,551 | |
3 | Virginia Electric & Power Co. | 3.800% | 9/15/47 | 7,604 | 6,477 | |
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 10,700 | 10,284 | ||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 2,406 | 1,916 | ||
Virginia Electric & Power Co. | 2.450% | 12/15/50 | 21,971 | 14,749 | ||
Virginia Electric & Power Co. | 2.950% | 11/15/51 | 14,625 | 10,860 | ||
3 | Virginia Electric & Power Co. | 4.625% | 5/15/52 | 5,400 | 5,242 | |
3 | Washington Gas Light Co. | 3.796% | 9/15/46 | 3,550 | 3,041 | |
3 | Washington Gas Light Co. | 3.650% | 9/15/49 | 4,285 | 3,578 | |
WEC Energy Group Inc. | 0.550% | 9/15/23 | 4,400 | 4,252 | ||
WEC Energy Group Inc. | 0.800% | 3/15/24 | 5,475 | 5,198 | ||
WEC Energy Group Inc. | 3.550% | 6/15/25 | 926 | 909 | ||
WEC Energy Group Inc. | 1.375% | 10/15/27 | 11,500 | 9,961 | ||
WEC Energy Group Inc. | 2.200% | 12/15/28 | 5,300 | 4,640 | ||
WEC Energy Group Inc. | 1.800% | 10/15/30 | 5,000 | 4,025 | ||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 2,000 | 1,927 | ||
Wisconsin Electric Power Co. | 1.700% | 6/15/28 | 2,500 | 2,179 | ||
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 150 | 163 | ||
Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 100 | 109 | ||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 2,725 | 2,499 | ||
Wisconsin Power & Light Co. | 3.050% | 10/15/27 | 2,300 | 2,175 | ||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 2,150 | 2,457 | ||
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 4,000 | 3,258 | ||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 2,650 | 2,244 | ||
Wisconsin Public Service Corp. | 4.752% | 11/1/44 | 4,375 | 4,207 | ||
Wisconsin Public Service Corp. | 2.850% | 12/1/51 | 4,045 | 2,937 | ||
Xcel Energy Inc. | 0.500% | 10/15/23 | 5,000 | 4,805 | ||
Xcel Energy Inc. | 3.300% | 6/1/25 | 12,900 | 12,671 | ||
Xcel Energy Inc. | 1.750% | 3/15/27 | 4,000 | 3,575 | ||
Xcel Energy Inc. | 4.000% | 6/15/28 | 13,245 | 12,946 | ||
Xcel Energy Inc. | 2.600% | 12/1/29 | 23,005 | 20,225 | ||
Xcel Energy Inc. | 3.400% | 6/1/30 | 14,679 | 13,501 | ||
Xcel Energy Inc. | 2.350% | 11/15/31 | 3,200 | 2,650 | ||
Xcel Energy Inc. | 4.600% | 6/1/32 | 3,000 | 2,980 | ||
Xcel Energy Inc. | 6.500% | 7/1/36 | 1,646 | 1,872 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Xcel Energy Inc. | 3.500% | 12/1/49 | 9,276 | 7,367 | ||
4,995,169 | ||||||
Total Corporate Bonds (Cost $68,764,292) | 61,211,425 | |||||
Sovereign Bonds (3.5%) | ||||||
African Development Bank | 3.000% | 9/20/23 | 12,900 | 12,896 | ||
3 | African Development Bank | 0.875% | 3/23/26 | 36,000 | 33,113 | |
3 | African Development Bank | 0.875% | 7/22/26 | 18,725 | 17,088 | |
3 | Asian Development Bank | 0.250% | 7/14/23 | 49,000 | 47,708 | |
3 | Asian Development Bank | 0.250% | 10/6/23 | 47,800 | 46,220 | |
Asian Development Bank | 2.625% | 1/30/24 | 16,550 | 16,446 | ||
3 | Asian Development Bank | 0.375% | 6/11/24 | 54,745 | 51,992 | |
3 | Asian Development Bank | 0.625% | 10/8/24 | 25,000 | 23,697 | |
Asian Development Bank | 1.500% | 10/18/24 | 27,500 | 26,556 | ||
3 | Asian Development Bank | 2.000% | 1/22/25 | 13,225 | 12,875 | |
3 | Asian Development Bank | 2.125% | 3/19/25 | 13,404 | 13,073 | |
Asian Development Bank | 0.625% | 4/29/25 | 13,400 | 12,510 | ||
3 | Asian Development Bank | 2.875% | 5/6/25 | 43,180 | 42,910 | |
3 | Asian Development Bank | 0.375% | 9/3/25 | 75,611 | 69,373 | |
3 | Asian Development Bank | 0.500% | 2/4/26 | 67,225 | 61,230 | |
3 | Asian Development Bank | 1.000% | 4/14/26 | 40,000 | 36,946 | |
3 | Asian Development Bank | 2.000% | 4/24/26 | 1,700 | 1,629 | |
3 | Asian Development Bank | 1.750% | 8/14/26 | 7,666 | 7,258 | |
3 | Asian Development Bank | 2.625% | 1/12/27 | 11,224 | 10,978 | |
3 | Asian Development Bank | 1.500% | 1/20/27 | 48,150 | 44,809 | |
3 | Asian Development Bank | 2.375% | 8/10/27 | 5,265 | 5,068 | |
Asian Development Bank | 6.220% | 8/15/27 | 2,175 | 2,452 | ||
3 | Asian Development Bank | 2.500% | 11/2/27 | 46,115 | 44,597 | |
3 | Asian Development Bank | 2.750% | 1/19/28 | 450 | 440 | |
3 | Asian Development Bank | 1.250% | 6/9/28 | 5,000 | 4,474 | |
3 | Asian Development Bank | 3.125% | 9/26/28 | 15,188 | 15,124 | |
3 | Asian Development Bank | 1.750% | 9/19/29 | 6,340 | 5,753 | |
3 | Asian Development Bank | 1.875% | 1/24/30 | 10,865 | 9,903 | |
3 | Asian Development Bank | 0.750% | 10/8/30 | 19,000 | 15,696 | |
3 | Asian Development Bank | 1.500% | 3/4/31 | 34,200 | 29,871 | |
Asian Development Bank | 3.125% | 4/27/32 | 25,000 | 24,826 | ||
Asian Infrastructure Investment Bank | 0.250% | 9/29/23 | 20,000 | 19,319 | ||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 12,785 | 12,569 | ||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 14,200 | 13,119 | ||
Asian Infrastructure Investment Bank | 3.375% | 6/29/25 | 30,000 | 30,023 | ||
Asian Infrastructure Investment Bank | 0.500% | 1/27/26 | 33,000 | 29,892 | ||
Canadian Government Bond | 1.625% | 1/22/25 | 26,500 | 25,586 | ||
Canadian Government Bond | 2.875% | 4/28/25 | 28,580 | 28,415 | ||
Canadian Government Bond | 0.750% | 5/19/26 | 45,000 | 41,087 | ||
Corp. Andina de Fomento | 3.750% | 11/23/23 | 9,500 | 9,540 | ||
Corp. Andina de Fomento | 1.250% | 10/26/24 | 19,000 | 18,022 | ||
Corp. Andina de Fomento | 1.625% | 9/23/25 | 3,500 | 3,279 | ||
Corp. Andina de Fomento | 2.250% | 2/8/27 | 8,100 | 7,536 | ||
Council of Europe Development Bank | 0.250% | 10/20/23 | 10,875 | 10,490 | ||
Council of Europe Development Bank | 2.500% | 2/27/24 | 1,825 | 1,810 | ||
Council of Europe Development Bank | 0.375% | 6/10/24 | 12,775 | 12,125 | ||
Council of Europe Development Bank | 1.375% | 2/27/25 | 11,435 | 10,941 | ||
Council of Europe Development Bank | 3.000% | 6/16/25 | 6,240 | 6,218 | ||
Council of Europe Development Bank | 0.875% | 9/22/26 | 20,900 | 19,036 | ||
3,7 | Electricite de France SA | 4.750% | 10/13/35 | 2,059 | 1,912 | |
Equinor ASA | 2.650% | 1/15/24 | 18,747 | 18,569 | ||
Equinor ASA | 3.700% | 3/1/24 | 9,856 | 9,902 | ||
Equinor ASA | 3.250% | 11/10/24 | 10,194 | 10,141 | ||
Equinor ASA | 2.875% | 4/6/25 | 500 | 491 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Equinor ASA | 1.750% | 1/22/26 | 10,247 | 9,558 | ||
Equinor ASA | 3.000% | 4/6/27 | 3,254 | 3,132 | ||
Equinor ASA | 7.250% | 9/23/27 | 4,350 | 4,974 | ||
Equinor ASA | 3.625% | 9/10/28 | 9,652 | 9,437 | ||
7 | Equinor ASA | 6.500% | 12/1/28 | 225 | 251 | |
Equinor ASA | 3.125% | 4/6/30 | 17,391 | 16,104 | ||
Equinor ASA | 2.375% | 5/22/30 | 26,288 | 23,062 | ||
Equinor ASA | 5.100% | 8/17/40 | 11,100 | 11,646 | ||
Equinor ASA | 4.250% | 11/23/41 | 3,100 | 2,922 | ||
Equinor ASA | 3.950% | 5/15/43 | 3,025 | 2,703 | ||
Equinor ASA | 4.800% | 11/8/43 | 12,295 | 12,315 | ||
Equinor ASA | 3.250% | 11/18/49 | 11,671 | 9,267 | ||
Equinor ASA | 3.700% | 4/6/50 | 19,825 | 17,096 | ||
3 | European Bank for Reconstruction & Development | 0.250% | 7/10/23 | 18,700 | 18,215 | |
European Bank for Reconstruction & Development | 1.625% | 9/27/24 | 2,000 | 1,939 | ||
3 | European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 2,265 | 2,175 | |
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 20,900 | 19,402 | ||
3 | European Bank for Reconstruction & Development | 0.500% | 11/25/25 | 22,100 | 20,213 | |
3 | European Bank for Reconstruction & Development | 0.500% | 1/28/26 | 26,175 | 23,818 | |
3 | European Investment Bank | 2.875% | 8/15/23 | 32,200 | 32,166 | |
European Investment Bank | 0.250% | 9/15/23 | 67,000 | 64,860 | ||
3 | European Investment Bank | 3.125% | 12/14/23 | 12,000 | 12,015 | |
European Investment Bank | 3.250% | 1/29/24 | 59,480 | 59,673 | ||
European Investment Bank | 2.625% | 3/15/24 | 52,370 | 52,006 | ||
European Investment Bank | 2.250% | 6/24/24 | 28,195 | 27,755 | ||
European Investment Bank | 0.375% | 7/24/24 | 41,800 | 39,605 | ||
European Investment Bank | 2.500% | 10/15/24 | 9,922 | 9,800 | ||
European Investment Bank | 1.875% | 2/10/25 | 15,100 | 14,651 | ||
European Investment Bank | 1.625% | 3/14/25 | 47,900 | 46,117 | ||
European Investment Bank | 0.625% | 7/25/25 | 52,600 | 48,820 | ||
European Investment Bank | 2.750% | 8/15/25 | 60,000 | 59,367 | ||
European Investment Bank | 0.375% | 12/15/25 | 57,200 | 52,088 | ||
European Investment Bank | 0.375% | 3/26/26 | 65,800 | 59,401 | ||
European Investment Bank | 2.125% | 4/13/26 | 23,000 | 22,189 | ||
European Investment Bank | 0.750% | 10/26/26 | 28,000 | 25,323 | ||
3 | European Investment Bank | 1.375% | 3/15/27 | 31,000 | 28,613 | |
European Investment Bank | 2.375% | 5/24/27 | 22,528 | 21,758 | ||
European Investment Bank | 0.625% | 10/21/27 | 4,000 | 3,509 | ||
European Investment Bank | 1.625% | 10/9/29 | 3,060 | 2,759 | ||
European Investment Bank | 0.875% | 5/17/30 | 3,000 | 2,522 | ||
European Investment Bank | 0.750% | 9/23/30 | 17,010 | 14,124 | ||
European Investment Bank | 1.250% | 2/14/31 | 23,015 | 19,737 | ||
European Investment Bank | 4.875% | 2/15/36 | 14,460 | 16,824 | ||
8 | Export Development Canada | 2.625% | 2/21/24 | 16,900 | 16,788 | |
8 | Export Development Canada | 3.000% | 5/25/27 | 22,100 | 21,912 | |
Export-Import Bank of Korea | 3.625% | 11/27/23 | 10,000 | 10,068 | ||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 17,850 | 18,065 | ||
Export-Import Bank of Korea | 0.375% | 2/9/24 | 10,000 | 9,559 | ||
Export-Import Bank of Korea | 2.875% | 1/21/25 | 13,400 | 13,199 | ||
Export-Import Bank of Korea | 1.875% | 2/12/25 | 1,000 | 960 | ||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 6,200 | 6,140 | ||
Export-Import Bank of Korea | 0.625% | 2/9/26 | 5,000 | 4,517 | ||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 10,500 | 10,167 | ||
Export-Import Bank of Korea | 3.250% | 8/12/26 | 425 | 420 | ||
Export-Import Bank of Korea | 1.625% | 1/18/27 | 5,600 | 5,144 | ||
Export-Import Bank of Korea | 2.375% | 4/21/27 | 4,080 | 3,864 | ||
Export-Import Bank of Korea | 1.250% | 9/21/30 | 19,450 | 16,046 | ||
Export-Import Bank of Korea | 1.375% | 2/9/31 | 3,400 | 2,800 | ||
Export-Import Bank of Korea | 2.125% | 1/18/32 | 8,900 | 7,674 | ||
Export-Import Bank of Korea | 2.500% | 6/29/41 | 9,825 | 7,863 | ||
3 | Hong Kong Government International Bond | 1.750% | 11/24/31 | 1,000 | 869 | |
3 | Hydro-Quebec | 8.050% | 7/7/24 | 7,240 | 7,878 | |
3 | Hydro-Quebec | 8.500% | 12/1/29 | 3,940 | 5,159 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Inter-American Development Bank | 3.000% | 10/4/23 | 34,050 | 34,042 | ||
Inter-American Development Bank | 0.250% | 11/15/23 | 52,375 | 50,450 | ||
Inter-American Development Bank | 2.625% | 1/16/24 | 28,201 | 28,022 | ||
Inter-American Development Bank | 3.000% | 2/21/24 | 13,000 | 12,988 | ||
5 | Inter-American Development Bank | 3.250% | 7/1/24 | 15,000 | 15,036 | |
Inter-American Development Bank | 0.500% | 9/23/24 | 40,000 | 37,811 | ||
Inter-American Development Bank | 2.125% | 1/15/25 | 21,000 | 20,514 | ||
3 | Inter-American Development Bank | 1.750% | 3/14/25 | 25,500 | 24,620 | |
Inter-American Development Bank | 0.875% | 4/3/25 | 6,114 | 5,758 | ||
Inter-American Development Bank | 7.000% | 6/15/25 | 6,750 | 7,455 | ||
Inter-American Development Bank | 0.625% | 7/15/25 | 35,475 | 32,928 | ||
3 | Inter-American Development Bank | 0.875% | 4/20/26 | 40,000 | 36,737 | |
3 | Inter-American Development Bank | 2.000% | 6/2/26 | 29,907 | 28,626 | |
Inter-American Development Bank | 2.000% | 7/23/26 | 7,715 | 7,377 | ||
Inter-American Development Bank | 2.375% | 7/7/27 | 28,500 | 27,457 | ||
Inter-American Development Bank | 0.625% | 9/16/27 | 33,700 | 29,604 | ||
Inter-American Development Bank | 1.125% | 7/20/28 | 21,100 | 18,717 | ||
Inter-American Development Bank | 3.125% | 9/18/28 | 25,000 | 24,902 | ||
Inter-American Development Bank | 2.250% | 6/18/29 | 23,200 | 21,814 | ||
3 | Inter-American Development Bank | 1.125% | 1/13/31 | 70,825 | 60,048 | |
3 | Inter-American Development Bank | 3.875% | 10/28/41 | 350 | 357 | |
Inter-American Development Bank | 3.200% | 8/7/42 | 6,901 | 6,375 | ||
Inter-American Development Bank | 4.375% | 1/24/44 | 4,600 | 5,071 | ||
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 62,868 | 62,857 | ||
International Bank for Reconstruction & Development | 0.250% | 11/24/23 | 60,000 | 57,760 | ||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 34,720 | 34,403 | ||
3 | International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 27,910 | 27,022 | |
3 | International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 47,197 | 46,598 | |
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 17,960 | 17,335 | ||
International Bank for Reconstruction & Development | 0.750% | 3/11/25 | 32,150 | 30,231 | ||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 83,940 | 78,430 | ||
International Bank for Reconstruction & Development | 0.375% | 7/28/25 | 60,000 | 55,228 | ||
3 | International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 37,450 | 36,759 | |
International Bank for Reconstruction & Development | 0.500% | 10/28/25 | 52,000 | 47,721 | ||
3 | International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 19,620 | 19,613 | |
International Bank for Reconstruction & Development | 8.875% | 3/1/26 | 450 | 531 | ||
International Bank for Reconstruction & Development | 0.875% | 7/15/26 | 26,500 | 24,245 | ||
3 | International Bank for Reconstruction & Development | 1.875% | 10/27/26 | 11,316 | 10,743 | |
3 | International Bank for Reconstruction & Development | 2.500% | 11/22/27 | 15,000 | 14,506 | |
International Bank for Reconstruction & Development | 0.750% | 11/24/27 | 35,000 | 30,829 | ||
3 | International Bank for Reconstruction & Development | 1.375% | 4/20/28 | 22,500 | 20,340 | |
International Bank for Reconstruction & Development | 1.125% | 9/13/28 | 24,575 | 21,734 | ||
3 | International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 12,680 | 11,502 | |
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 15,000 | 12,600 | ||
International Bank for Reconstruction & Development | 0.750% | 8/26/30 | 36,870 | 30,522 | ||
International Bank for Reconstruction & Development | 1.250% | 2/10/31 | 79,765 | 68,274 | ||
International Bank for Reconstruction & Development | 1.625% | 11/3/31 | 95,000 | 83,079 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
International Bank for Reconstruction & Development | 2.500% | 3/29/32 | 31,750 | 29,918 | ||
3 | International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 2,500 | 2,832 | |
3 | International Finance Corp. | 2.875% | 7/31/23 | 21,765 | 21,739 | |
3 | International Finance Corp. | 1.375% | 10/16/24 | 12,260 | 11,817 | |
3 | International Finance Corp. | 0.375% | 7/16/25 | 7,000 | 6,450 | |
3 | International Finance Corp. | 2.125% | 4/7/26 | 15,290 | 14,729 | |
International Finance Corp. | 0.750% | 8/27/30 | 8,965 | 7,429 | ||
3,9 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 5,900 | 5,887 | |
9 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 18,223 | 18,265 | |
3,9 | Japan Bank for International Cooperation | 3.375% | 7/31/23 | 225 | 226 | |
9 | Japan Bank for International Cooperation | 0.375% | 9/15/23 | 27,000 | 26,158 | |
9 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 18,900 | 18,967 | |
3,9 | Japan Bank for International Cooperation | 0.500% | 4/15/24 | 10,000 | 9,541 | |
3,9 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 14,000 | 13,820 | |
3,9 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 16,250 | 16,192 | |
3,9 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 8,400 | 8,141 | |
3,9 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 14,500 | 14,109 | |
9 | Japan Bank for International Cooperation | 2.875% | 4/14/25 | 28,000 | 27,690 | |
9 | Japan Bank for International Cooperation | 0.625% | 7/15/25 | 17,000 | 15,708 | |
3,9 | Japan Bank for International Cooperation | 2.750% | 1/21/26 | 2,286 | 2,237 | |
3,9 | Japan Bank for International Cooperation | 2.375% | 4/20/26 | 2,114 | 2,037 | |
3,9 | Japan Bank for International Cooperation | 2.250% | 11/4/26 | 18,000 | 17,203 | |
9 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 19,000 | 18,551 | |
9 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 12,775 | 12,461 | |
9 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 21,850 | 21,105 | |
9 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 12,150 | 12,065 | |
9 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 16,150 | 16,159 | |
9 | Japan Bank for International Cooperation | 2.125% | 2/16/29 | 20,560 | 18,981 | |
9 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 7,000 | 6,358 | |
9 | Japan Bank for International Cooperation | 1.250% | 1/21/31 | 11,150 | 9,396 | |
9 | Japan Bank for International Cooperation | 1.875% | 4/15/31 | 19,500 | 17,203 | |
9 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 8,400 | 8,132 | |
9 | Japan International Cooperation Agency | 3.250% | 5/25/27 | 30,000 | 29,691 | |
9 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 4,500 | 4,470 | |
9 | Japan International Cooperation Agency | 1.000% | 7/22/30 | 4,000 | 3,307 | |
9 | Japan International Cooperation Agency | 1.750% | 4/28/31 | 3,700 | 3,217 | |
10 | KFW | 0.250% | 10/19/23 | 55,000 | 53,094 | |
10 | KFW | 2.625% | 2/28/24 | 47,800 | 47,480 | |
10 | KFW | 0.250% | 3/8/24 | 65,000 | 62,043 | |
10 | KFW | 1.375% | 8/5/24 | 21,200 | 20,494 | |
10 | KFW | 0.500% | 9/20/24 | 42,400 | 40,094 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
10 | KFW | 2.500% | 11/20/24 | 49,500 | 48,857 | |
10 | KFW | 1.250% | 1/31/25 | 45,925 | 43,870 | |
10 | KFW | 2.000% | 5/2/25 | 16,640 | 16,148 | |
10 | KFW | 0.375% | 7/18/25 | 78,450 | 72,240 | |
10 | KFW | 0.625% | 1/22/26 | 65,400 | 59,884 | |
10 | KFW | 1.000% | 10/1/26 | 25,000 | 22,900 | |
10 | KFW | 3.000% | 5/20/27 | 80,330 | 79,789 | |
10 | KFW | 2.875% | 4/3/28 | 18,635 | 18,345 | |
10 | KFW | 1.750% | 9/14/29 | 7,225 | 6,582 | |
10 | KFW | 0.750% | 9/30/30 | 34,750 | 28,812 | |
10 | KFW | 0.000% | 4/18/36 | 13,280 | 8,417 | |
10 | KFW | 0.000% | 6/29/37 | 27,892 | 16,755 | |
Korea Development Bank | 3.750% | 1/22/24 | 14,400 | 14,504 | ||
Korea Development Bank | 3.250% | 2/19/24 | 1,000 | 1,000 | ||
Korea Development Bank | 2.125% | 10/1/24 | 4,300 | 4,186 | ||
Korea Development Bank | 0.750% | 1/25/25 | 9,450 | 8,828 | ||
Korea Development Bank | 3.000% | 1/13/26 | 1,100 | 1,082 | ||
Korea Development Bank | 1.375% | 4/25/27 | 11,000 | 9,912 | ||
Korea Development Bank | 1.625% | 1/19/31 | 9,500 | 8,004 | ||
Korea Development Bank | 2.000% | 10/25/31 | 6,500 | 5,543 | ||
10 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 5,000 | 5,007 | |
10 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 16,300 | 15,883 | |
3,10 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 6,175 | 5,731 | |
10 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 14,575 | 14,262 | |
10 | Landwirtschaftliche Rentenbank | 0.875% | 3/30/26 | 26,400 | 24,256 | |
3,10 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 11,696 | 11,076 | |
3,10 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 23,105 | 22,280 | |
10 | Landwirtschaftliche Rentenbank | 0.875% | 9/3/30 | 21,700 | 18,148 | |
Nordic Investment Bank | 2.875% | 7/19/23 | 8,750 | 8,749 | ||
Nordic Investment Bank | 2.250% | 5/21/24 | 6,300 | 6,205 | ||
Nordic Investment Bank | 0.375% | 9/20/24 | 5,500 | 5,185 | ||
Nordic Investment Bank | 0.375% | 9/11/25 | 22,100 | 20,273 | ||
3 | Nordic Investment Bank | 0.500% | 1/21/26 | 15,650 | 14,267 | |
North American Development Bank | 2.400% | 10/26/22 | 909 | 907 | ||
11 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 5,000 | 5,005 | |
11 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 13,175 | 12,651 | |
11 | Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | 21,150 | 19,373 | |
3,11 | Oesterreichische Kontrollbank AG | 0.500% | 2/2/26 | 29,400 | 26,750 | |
3 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 10,193 | 10,292 | |
3 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 9,195 | 9,315 | |
3 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 26,597 | 26,934 | |
Oriental Republic of Uruguay | 7.875% | 1/15/33 | 200 | 251 | ||
3 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 5,233 | 6,543 | |
3 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 6,028 | 5,513 | |
3 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 35,580 | 35,641 | |
3 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 28,321 | 27,891 | |
3,12 | Petroleos Mexicanos | 2.290% | 2/15/24 | 300 | 290 | |
12 | Petroleos Mexicanos | 2.378% | 4/15/25 | 570 | 535 | |
Province of Alberta | 3.350% | 11/1/23 | 17,910 | 17,961 | ||
Province of Alberta | 2.950% | 1/23/24 | 12,350 | 12,320 | ||
Province of Alberta | 1.875% | 11/13/24 | 15,000 | 14,553 | ||
Province of Alberta | 1.000% | 5/20/25 | 12,395 | 11,647 | ||
Province of Alberta | 3.300% | 3/15/28 | 14,000 | 13,886 | ||
Province of Alberta | 1.300% | 7/22/30 | 25,282 | 21,478 | ||
3 | Province of British Columbia | 6.500% | 1/15/26 | 622 | 683 | |
Province of British Columbia | 2.250% | 6/2/26 | 6,647 | 6,397 | ||
Province of British Columbia | 0.900% | 7/20/26 | 15,000 | 13,654 | ||
Province of British Columbia | 1.300% | 1/29/31 | 8,300 | 7,014 | ||
Province of British Columbia | 7.250% | 9/1/36 | 2,681 | 3,762 | ||
3 | Province of Manitoba | 2.600% | 4/16/24 | 9,700 | 9,612 | |
Province of Manitoba | 3.050% | 5/14/24 | 4,800 | 4,790 | ||
Province of Manitoba | 2.125% | 6/22/26 | 9,782 | 9,329 | ||
3 | Province of Manitoba | 1.500% | 10/25/28 | 5,300 | 4,720 | |
Province of New Brunswick | 3.625% | 2/24/28 | 5,300 | 5,357 | ||
Province of Ontario | 3.400% | 10/17/23 | 35,765 | 35,910 | ||
Province of Ontario | 3.050% | 1/29/24 | 20,050 | 20,045 | ||
Province of Ontario | 3.200% | 5/16/24 | 10,000 | 10,005 | ||
Province of Ontario | 1.050% | 4/14/26 | 9,950 | 9,159 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Province of Ontario | 2.500% | 4/27/26 | 8,000 | 7,762 | ||
Province of Ontario | 2.300% | 6/15/26 | 20,000 | 19,241 | ||
Province of Ontario | 3.100% | 5/19/27 | 51,760 | 51,110 | ||
Province of Ontario | 2.000% | 10/2/29 | 17,000 | 15,422 | ||
Province of Ontario | 1.125% | 10/7/30 | 14,200 | 11,850 | ||
Province of Ontario | 1.600% | 2/25/31 | 59,500 | 51,189 | ||
Province of Ontario | 1.800% | 10/14/31 | 9,000 | 7,775 | ||
3 | Province of Ontario | 2.125% | 1/21/32 | 12,000 | 10,644 | |
3 | Province of Quebec | 7.125% | 2/9/24 | 8,950 | 9,482 | |
3 | Province of Quebec | 2.875% | 10/16/24 | 10,000 | 9,946 | |
3 | Province of Quebec | 1.500% | 2/11/25 | 16,354 | 15,693 | |
Province of Quebec | 0.600% | 7/23/25 | 22,600 | 20,890 | ||
Province of Quebec | 2.500% | 4/20/26 | 500 | 486 | ||
Province of Quebec | 2.750% | 4/12/27 | 43,050 | 41,964 | ||
3 | Province of Quebec | 7.500% | 9/15/29 | 11,407 | 14,221 | |
Province of Quebec | 1.350% | 5/28/30 | 14,200 | 12,160 | ||
Province of Quebec | 1.900% | 4/21/31 | 88,000 | 77,804 | ||
Province of Saskatchewan | 3.250% | 6/8/27 | 8,000 | 7,960 | ||
Republic of Chile | 2.250% | 10/30/22 | 1,000 | 998 | ||
Republic of Chile | 3.125% | 3/27/25 | 7,330 | 7,155 | ||
Republic of Chile | 3.125% | 1/21/26 | 8,894 | 8,592 | ||
3 | Republic of Chile | 2.750% | 1/31/27 | 8,200 | 7,663 | |
3 | Republic of Chile | 3.240% | 2/6/28 | 31,810 | 29,953 | |
3 | Republic of Chile | 2.450% | 1/31/31 | 21,574 | 18,410 | |
3 | Republic of Chile | 2.550% | 7/27/33 | 34,400 | 28,102 | |
3 | Republic of Chile | 3.500% | 1/31/34 | 12,420 | 11,045 | |
3 | Republic of Chile | 3.100% | 5/7/41 | 28,110 | 21,453 | |
3 | Republic of Chile | 4.340% | 3/7/42 | 9,504 | 8,468 | |
3 | Republic of Chile | 3.500% | 1/25/50 | 23,300 | 17,929 | |
3 | Republic of Chile | 4.000% | 1/31/52 | 14,735 | 12,218 | |
3 | Republic of Chile | 3.100% | 1/22/61 | 15,850 | 10,719 | |
3 | Republic of Chile | 3.250% | 9/21/71 | 2,750 | 1,836 | |
Republic of Finland | 6.950% | 2/15/26 | 1,000 | 1,119 | ||
Republic of Hungary | 5.750% | 11/22/23 | 6,175 | 6,299 | ||
Republic of Hungary | 5.375% | 3/25/24 | 10,000 | 10,198 | ||
Republic of Hungary | 7.625% | 3/29/41 | 13,441 | 15,511 | ||
Republic of Indonesia | 3.500% | 1/11/28 | 19,400 | 18,524 | ||
Republic of Indonesia | 4.100% | 4/24/28 | 7,850 | 7,716 | ||
Republic of Indonesia | 4.750% | 2/11/29 | 16,150 | 16,290 | ||
Republic of Indonesia | 3.400% | 9/18/29 | 3,650 | 3,388 | ||
Republic of Indonesia | 2.850% | 2/14/30 | 6,800 | 6,055 | ||
Republic of Indonesia | 3.850% | 10/15/30 | 17,800 | 16,909 | ||
Republic of Indonesia | 1.850% | 3/12/31 | 15,800 | 12,789 | ||
3 | Republic of Indonesia | 2.150% | 7/28/31 | 9,500 | 7,785 | |
3 | Republic of Indonesia | 3.550% | 3/31/32 | 13,545 | 12,285 | |
Republic of Indonesia | 4.350% | 1/11/48 | 19,695 | 17,160 | ||
Republic of Indonesia | 5.350% | 2/11/49 | 16,550 | 16,235 | ||
Republic of Indonesia | 3.700% | 10/30/49 | 11,725 | 9,406 | ||
Republic of Indonesia | 3.500% | 2/14/50 | 3,000 | 2,366 | ||
Republic of Indonesia | 4.200% | 10/15/50 | 19,100 | 16,416 | ||
Republic of Indonesia | 3.050% | 3/12/51 | 13,000 | 9,871 | ||
3 | Republic of Indonesia | 4.300% | 3/31/52 | 4,475 | 3,901 | |
3 | Republic of Indonesia | 3.200% | 9/23/61 | 7,700 | 5,431 | |
Republic of Indonesia | 4.450% | 4/15/70 | 11,785 | 10,044 | ||
Republic of Indonesia | 3.350% | 3/12/71 | 7,300 | 5,139 | ||
Republic of Italy | 6.875% | 9/27/23 | 24,693 | 25,653 | ||
Republic of Italy | 0.875% | 5/6/24 | 19,500 | 18,438 | ||
Republic of Italy | 2.375% | 10/17/24 | 24,000 | 23,238 | ||
Republic of Italy | 1.250% | 2/17/26 | 32,100 | 28,670 | ||
Republic of Italy | 2.875% | 10/17/29 | 20,800 | 18,377 | ||
Republic of Italy | 5.375% | 6/15/33 | 21,495 | 22,560 | ||
Republic of Italy | 4.000% | 10/17/49 | 21,600 | 17,811 | ||
Republic of Italy | 3.875% | 5/6/51 | 34,655 | 27,917 | ||
Republic of Korea | 3.875% | 9/11/23 | 1,200 | 1,211 | ||
Republic of Korea | 5.625% | 11/3/25 | 1,511 | 1,609 | ||
Republic of Korea | 2.750% | 1/19/27 | 42,176 | 41,065 | ||
Republic of Korea | 2.500% | 6/19/29 | 10,500 | 9,948 | ||
Republic of Korea | 1.000% | 9/16/30 | 7,500 | 6,242 | ||
Republic of Korea | 1.750% | 10/15/31 | 6,750 | 5,896 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Republic of Korea | 4.125% | 6/10/44 | 8,711 | 9,099 | ||
Republic of Korea | 3.875% | 9/20/48 | 5,693 | 5,741 | ||
3 | Republic of Panama | 4.000% | 9/22/24 | 12,867 | 12,858 | |
3 | Republic of Panama | 3.750% | 3/16/25 | 12,636 | 12,491 | |
Republic of Panama | 7.125% | 1/29/26 | 10,702 | 11,600 | ||
Republic of Panama | 8.875% | 9/30/27 | 7,896 | 9,305 | ||
3 | Republic of Panama | 3.875% | 3/17/28 | 10,390 | 9,915 | |
Republic of Panama | 9.375% | 4/1/29 | 8,380 | 10,238 | ||
3 | Republic of Panama | 3.160% | 1/23/30 | 6,500 | 5,787 | |
3 | Republic of Panama | 2.252% | 9/29/32 | 27,975 | 21,874 | |
3 | Republic of Panama | 6.700% | 1/26/36 | 21,063 | 22,753 | |
3 | Republic of Panama | 4.500% | 5/15/47 | 10,643 | 8,780 | |
3 | Republic of Panama | 4.500% | 4/16/50 | 31,218 | 25,505 | |
3 | Republic of Panama | 4.300% | 4/29/53 | 16,050 | 12,649 | |
3 | Republic of Panama | 4.500% | 4/1/56 | 35,556 | 28,378 | |
3 | Republic of Panama | 3.870% | 7/23/60 | 28,175 | 20,020 | |
3 | Republic of Panama | 4.500% | 1/19/63 | 13,800 | 10,695 | |
Republic of Peru | 7.350% | 7/21/25 | 900 | 972 | ||
3 | Republic of Peru | 2.392% | 1/23/26 | 3,500 | 3,254 | |
Republic of Peru | 4.125% | 8/25/27 | 4,800 | 4,705 | ||
Republic of Peru | 2.844% | 6/20/30 | 7,925 | 6,911 | ||
3 | Republic of Peru | 2.783% | 1/23/31 | 48,050 | 40,882 | |
3 | Republic of Peru | 1.862% | 12/1/32 | 14,900 | 11,349 | |
Republic of Peru | 8.750% | 11/21/33 | 27,093 | 34,324 | ||
3 | Republic of Peru | 3.000% | 1/15/34 | 16,000 | 13,129 | |
3 | Republic of Peru | 6.550% | 3/14/37 | 10,180 | 11,093 | |
3 | Republic of Peru | 3.300% | 3/11/41 | 14,300 | 10,776 | |
Republic of Peru | 5.625% | 11/18/50 | 23,033 | 23,909 | ||
3 | Republic of Peru | 3.550% | 3/10/51 | 3,100 | 2,313 | |
3 | Republic of Peru | 2.780% | 12/1/60 | 12,250 | 7,580 | |
3 | Republic of Peru | 3.600% | 1/15/72 | 19,500 | 13,166 | |
3 | Republic of Peru | 3.230% | 7/28/21 | 14,925 | 9,186 | |
Republic of Poland | 3.000% | 3/17/23 | 6,245 | 6,220 | ||
Republic of Poland | 4.000% | 1/22/24 | 17,000 | 17,004 | ||
Republic of Poland | 3.250% | 4/6/26 | 14,350 | 13,918 | ||
Republic of the Philippines | 4.200% | 1/21/24 | 8,400 | 8,476 | ||
Republic of the Philippines | 9.500% | 10/21/24 | 2,170 | 2,445 | ||
Republic of the Philippines | 10.625% | 3/16/25 | 8,525 | 10,035 | ||
Republic of the Philippines | 5.500% | 3/30/26 | 9,350 | 9,786 | ||
Republic of the Philippines | 3.229% | 3/29/27 | 5,200 | 5,043 | ||
Republic of the Philippines | 3.000% | 2/1/28 | 46,550 | 44,331 | ||
Republic of the Philippines | 3.750% | 1/14/29 | 19,000 | 18,447 | ||
Republic of the Philippines | 9.500% | 2/2/30 | 12,800 | 16,548 | ||
Republic of the Philippines | 2.457% | 5/5/30 | 11,800 | 10,291 | ||
Republic of the Philippines | 7.750% | 1/14/31 | 13,750 | 16,580 | ||
Republic of the Philippines | 1.648% | 6/10/31 | 4,684 | 3,758 | ||
Republic of the Philippines | 1.950% | 1/6/32 | 9,075 | 7,376 | ||
Republic of the Philippines | 6.375% | 1/15/32 | 11,504 | 12,836 | ||
Republic of the Philippines | 3.556% | 9/29/32 | 14,300 | 13,186 | ||
Republic of the Philippines | 6.375% | 10/23/34 | 21,140 | 23,691 | ||
Republic of the Philippines | 5.000% | 1/13/37 | 9,150 | 9,116 | ||
Republic of the Philippines | 3.950% | 1/20/40 | 25,190 | 21,852 | ||
Republic of the Philippines | 3.700% | 3/1/41 | 17,108 | 14,143 | ||
Republic of the Philippines | 3.700% | 2/2/42 | 21,838 | 18,052 | ||
Republic of the Philippines | 2.950% | 5/5/45 | 14,130 | 10,108 | ||
Republic of the Philippines | 2.650% | 12/10/45 | 17,528 | 12,014 | ||
Republic of the Philippines | 3.200% | 7/6/46 | 21,900 | 16,359 | ||
Republic of the Philippines | 4.200% | 3/29/47 | 11,904 | 10,382 | ||
State of Israel | 2.875% | 3/16/26 | 10,713 | 10,437 | ||
State of Israel | 3.250% | 1/17/28 | 6,795 | 6,638 | ||
State of Israel | 2.500% | 1/15/30 | 2,125 | 1,949 | ||
State of Israel | 2.750% | 7/3/30 | 20,127 | 18,709 | ||
State of Israel | 4.500% | 1/30/43 | 10,330 | 10,183 | ||
State of Israel | 4.125% | 1/17/48 | 9,725 | 8,977 | ||
State of Israel | 3.375% | 1/15/50 | 31,525 | 25,523 | ||
State of Israel | 3.875% | 7/3/50 | 19,450 | 17,097 | ||
State of Israel | 4.500% | 4/3/20 | 11,950 | 10,860 | ||
3 | Svensk Exportkredit AB | 0.250% | 9/29/23 | 15,000 | 14,502 | |
Svensk Exportkredit AB | 0.500% | 11/10/23 | 16,000 | 15,462 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Svensk Exportkredit AB | 0.375% | 3/11/24 | 13,200 | 12,605 | |
3 | Svensk Exportkredit AB | 0.375% | 7/30/24 | 5,200 | 4,923 | |
Svensk Exportkredit AB | 0.625% | 10/7/24 | 38,000 | 35,933 | ||
3 | Svensk Exportkredit AB | 0.625% | 5/14/25 | 14,300 | 13,303 | |
Svensk Exportkredit AB | 0.500% | 8/26/25 | 20,750 | 19,079 | ||
3 | Svensk Exportkredit AB | 2.250% | 3/22/27 | 10,900 | 10,405 | |
United Mexican States | 3.600% | 1/30/25 | 21,771 | 21,630 | ||
3 | United Mexican States | 3.900% | 4/27/25 | 10,750 | 10,744 | |
United Mexican States | 4.125% | 1/21/26 | 25,790 | 25,789 | ||
United Mexican States | 4.150% | 3/28/27 | 29,155 | 28,729 | ||
United Mexican States | 3.750% | 1/11/28 | 27,600 | 26,420 | ||
United Mexican States | 4.500% | 4/22/29 | 25,900 | 25,155 | ||
3 | United Mexican States | 3.250% | 4/16/30 | 52,850 | 46,469 | |
3 | United Mexican States | 2.659% | 5/24/31 | 6,200 | 5,097 | |
3 | United Mexican States | 8.300% | 8/15/31 | 4,390 | 5,480 | |
3 | United Mexican States | 4.750% | 4/27/32 | 28,400 | 27,263 | |
3 | United Mexican States | 7.500% | 4/8/33 | 4,200 | 5,015 | |
3 | United Mexican States | 3.500% | 2/12/34 | 30,546 | 25,240 | |
3 | United Mexican States | 6.750% | 9/27/34 | 2,264 | 2,481 | |
United Mexican States | 6.050% | 1/11/40 | 29,032 | 28,445 | ||
3 | United Mexican States | 4.280% | 8/14/41 | 70,280 | 55,552 | |
3 | United Mexican States | 4.750% | 3/8/44 | 40,333 | 33,410 | |
United Mexican States | 5.550% | 1/21/45 | 7,625 | 6,982 | ||
United Mexican States | 4.600% | 1/23/46 | 23,691 | 18,880 | ||
United Mexican States | 4.350% | 1/15/47 | 31,459 | 23,964 | ||
United Mexican States | 4.600% | 2/10/48 | 31,196 | 24,686 | ||
3 | United Mexican States | 4.500% | 1/31/50 | 28,000 | 21,735 | |
3 | United Mexican States | 5.000% | 4/27/51 | 20,890 | 17,287 | |
3 | United Mexican States | 4.400% | 2/12/52 | 30,700 | 23,000 | |
3 | United Mexican States | 3.771% | 5/24/61 | 49,600 | 32,078 | |
3 | United Mexican States | 5.750% | 10/12/10 | 26,007 | 21,744 | |
Total Sovereign Bonds (Cost $8,672,976) | 7,975,362 | |||||
Taxable Municipal Bonds (0.7%) | ||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | 1,510 | 1,500 | ||
Alabama Federal AID Highway Finance Authority Special Obligation Revenue | 2.650% | 9/1/37 | 3,825 | 3,095 | ||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 2,105 | 2,732 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.834% | 2/15/41 | 3,625 | 4,879 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 5.939% | 2/15/47 | 6,245 | 7,267 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.270% | 2/15/50 | 2,555 | 2,951 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 8.084% | 2/15/50 | 10,275 | 15,077 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574% | 4/1/31 | 4,385 | 4,008 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 3,315 | 4,066 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 15,498 | 19,777 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 5,025 | 6,907 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 7,390 | 10,173 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 3.126% | 4/1/55 | 5,425 | 4,265 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Broward County FL Airport System Revenue | 3.477% | 10/1/43 | 375 | 316 | ||
California GO | 3.375% | 4/1/25 | 8,500 | 8,494 | ||
California GO | 2.650% | 4/1/26 | 5,000 | 4,855 | ||
California GO | 1.700% | 2/1/28 | 4,125 | 3,707 | ||
California GO | 3.500% | 4/1/28 | 5,500 | 5,434 | ||
California GO | 2.500% | 10/1/29 | 7,630 | 6,992 | ||
California GO | 1.750% | 11/1/30 | 9,464 | 8,024 | ||
California GO | 4.500% | 4/1/33 | 14,070 | 14,408 | ||
California GO | 7.500% | 4/1/34 | 26,580 | 34,115 | ||
California GO | 4.600% | 4/1/38 | 11,425 | 11,552 | ||
California GO | 7.550% | 4/1/39 | 31,220 | 42,350 | ||
California GO | 7.300% | 10/1/39 | 19,015 | 24,598 | ||
California GO | 7.350% | 11/1/39 | 9,050 | 11,789 | ||
California GO | 7.625% | 3/1/40 | 13,465 | 18,200 | ||
California GO | 7.600% | 11/1/40 | 20,835 | 28,771 | ||
California Health Facilities Financing Authority Revenue | 4.353% | 6/1/41 | 800 | 749 | ||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 4,275 | 3,989 | ||
California State University Systemwide Revenue | 2.897% | 11/1/51 | 1,550 | 1,230 | ||
California State University Systemwide Revenue | 2.975% | 11/1/51 | 6,395 | 5,037 | ||
California State University Systemwide Revenue | 2.719% | 11/1/52 | 3,975 | 2,957 | ||
California State University Systemwide Revenue | 2.939% | 11/1/52 | 5,620 | 4,289 | ||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 660 | 749 | ||
Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | 3.204% | 1/15/51 | 5,300 | 4,116 | ||
Chicago IL GO Prere. | 7.045% | 1/1/23 | 465 | 474 | ||
Chicago IL GO | 7.045% | 1/1/29 | 3,200 | 3,402 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 5,135 | 5,951 | ||
Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | 8,525 | 10,513 | ||
Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | 6,655 | 6,734 | ||
Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 7,685 | 9,216 | ||
City of Riverside CA Pension Obligation Bonds | 3.857% | 6/1/45 | 3,820 | 3,407 | ||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 3,375 | 4,352 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 5,100 | 4,864 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 7,450 | 6,755 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 2.991% | 6/1/42 | 2,720 | 2,167 | ||
Connecticut GO | 5.090% | 10/1/30 | 800 | 836 | ||
Connecticut GO | 5.850% | 3/15/32 | 10,205 | 11,435 | ||
Cook County IL GO | 6.229% | 11/15/34 | 2,695 | 3,104 | ||
Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 850 | 966 | ||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 2,945 | 3,554 | ||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 3,485 | 3,801 | ||
Dallas TX Convention Center Hotel Development Corp Hotel Revenue | 7.088% | 1/1/42 | 3,150 | 3,725 | ||
13 | Dallas TX Independent School District GO | 6.450% | 2/15/35 | 1,500 | 1,555 | |
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 12,860 | 11,173 | ||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 3,575 | 2,895 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Dallas-Fort Worth TX International Airport Revenue | 2.843% | 11/1/46 | 2,925 | 2,274 | ||
Dallas-Fort Worth TX International Airport Revenue | 4.507% | 11/1/51 | 9,650 | 9,379 | ||
District of Columbia Income Tax Revenue (Federally Taxable-Build America Bonds) | 5.591% | 12/1/34 | 11,090 | 12,262 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 3,750 | 3,763 | ||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 7,015 | 8,241 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.258% | 7/1/25 | 14,675 | 13,730 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.705% | 7/1/27 | 9,775 | 8,841 | ||
Florida State Board of Administration Finance Corp. Revenue | 2.154% | 7/1/30 | 13,700 | 11,902 | ||
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | 3,524 | 3,080 | ||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 9,342 | 10,965 | ||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 6,851 | 8,210 | ||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 5,213 | 5,964 | ||
Georgia Water & Wastewater Revenue | 2.257% | 11/1/35 | 6,700 | 5,449 | ||
Golden State Tobacco Securitization Corp. California Revenue | 2.746% | 6/1/34 | 2,825 | 2,435 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.487% | 6/1/36 | 2,400 | 2,016 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.115% | 6/1/38 | 4,500 | 3,776 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.714% | 6/1/41 | 3,750 | 3,044 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.293% | 6/1/42 | 3,700 | 2,984 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.000% | 6/1/46 | 4,690 | 4,121 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.850% | 6/1/50 | 4,300 | 3,875 | ||
Golden State Tobacco Securitization Corp. California Revenue | 4.214% | 6/1/50 | 7,000 | 5,697 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 5.184% | 10/1/42 | 190 | 209 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 3.236% | 10/1/52 | 23,720 | 18,990 | ||
Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | 3,030 | 2,556 | ||
Houston TX GO | 6.290% | 3/1/32 | 10,115 | 11,300 | ||
Houston TX GO | 3.961% | 3/1/47 | 1,270 | 1,188 | ||
Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No.2) | 2.861% | 9/1/46 | 1,900 | 1,467 | ||
Illinois GO | 5.100% | 6/1/33 | 82,430 | 82,932 | ||
Illinois GO | 6.630% | 2/1/35 | 1,925 | 2,050 | ||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 4,220 | 4,863 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Indiana Finance Authority Revenue (Ohio River Bridges East End Crossing Project) | 3.051% | 1/1/51 | 4,250 | 3,432 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | 5,090 | 5,064 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 5,930 | 6,087 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | 3,165 | 2,640 | ||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 3,250 | 3,464 | ||
Kansas Development Finance Authority Revenue | 4.927% | 4/15/45 | 395 | 414 | ||
14 | Kansas Development Finance Authority Revenue | 2.774% | 5/1/51 | 4,000 | 3,078 | |
15 | Kansas Development Finance Authority Revenue (Employees Retirement System) | 5.501% | 5/1/34 | 2,025 | 2,203 | |
Los Angeles CA Community College District GO | 1.606% | 8/1/28 | 6,400 | 5,693 | ||
Los Angeles CA Community College District GO | 1.806% | 8/1/30 | 3,100 | 2,674 | ||
Los Angeles CA Community College District GO | 2.106% | 8/1/32 | 9,600 | 8,147 | ||
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 5,125 | 7,058 | ||
15 | Los Angeles CA Department of Airports International Revenue | 4.242% | 5/15/48 | 2,800 | 2,564 | |
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 1,650 | 1,909 | ||
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 8,500 | 10,833 | ||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 1,265 | 1,649 | ||
Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | 3,530 | 3,812 | ||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 17,655 | 19,614 | ||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 7,825 | 9,348 | ||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 6,680 | 7,448 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 895 | 1,169 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds | 3.615% | 2/1/29 | 7,550 | 7,548 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds | 4.145% | 2/1/33 | 7,725 | 7,728 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds | 4.275% | 2/1/36 | 1,900 | 1,889 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds | 4.475% | 8/1/39 | 8,265 | 8,182 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.052% | 7/1/40 | 2,625 | 2,078 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.197% | 7/1/50 | 2,875 | 2,183 | ||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 840 | 965 | ||
Massachusetts GO | 2.663% | 9/1/39 | 3,949 | 3,271 | ||
Massachusetts GO | 5.456% | 12/1/39 | 5,250 | 5,831 | ||
Massachusetts GO | 2.514% | 7/1/41 | 7,225 | 5,599 | ||
Massachusetts GO | 2.813% | 9/1/43 | 7,000 | 5,509 | ||
Massachusetts GO | 2.900% | 9/1/49 | 5,495 | 4,284 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 1.753% | 8/15/30 | 2,240 | 1,929 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 3,180 | 3,562 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 6,370 | 5,380 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 2.950% | 5/15/43 | 8,820 | 6,765 | ||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 3,750 | 4,272 | ||
Massachusetts Water Resources Authority Revenue | 2.823% | 8/1/41 | 2,850 | 2,350 | ||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 1,540 | 1,875 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 4,625 | 6,052 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 6,155 | 5,744 | ||
Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | 865 | 730 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 13,050 | 11,704 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 6,105 | 5,258 | ||
Michigan State Building Authority Revenue Refunding Taxable BDS 2020 II | 2.705% | 10/15/40 | 4,450 | 3,374 | ||
Michigan State University Revenue | 4.496% | 8/15/48 | 2,025 | 1,984 | ||
Michigan State University Revenue | 4.165% | 8/15/22 | 5,300 | 4,469 | ||
Michigan Strategic Fund Limited Obligation Revenue | 3.225% | 9/1/47 | 3,300 | 2,551 | ||
Mississippi GO | 5.245% | 11/1/34 | 3,220 | 3,501 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.229% | 5/15/50 | 5,730 | 4,817 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 3,500 | 3,136 | ||
16 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 10,800 | 12,133 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 7,680 | 8,045 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.081% | 6/15/39 | 4,145 | 3,729 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.561% | 12/15/40 | 4,285 | 4,974 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.131% | 6/15/42 | 5,905 | 5,128 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 17,067 | 22,650 | ||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 19,751 | 25,492 | ||
New York City NY GO | 5.517% | 10/1/37 | 3,525 | 3,956 | ||
New York City NY GO | 6.271% | 12/1/37 | 5,425 | 6,476 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 5,625 | 6,677 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 795 | 940 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 1,000 | 1,211 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 350 | 427 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 5,935 | 6,820 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 13,105 | 15,892 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 3,825 | 4,182 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 3,800 | 4,177 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.572% | 11/1/38 | 3,080 | 3,414 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 5.871% | 11/15/39 | 975 | 1,084 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.668% | 11/15/39 | 9,215 | 11,011 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.814% | 11/15/40 | 585 | 707 | ||
New York Metropolitan Transportation Authority Revenue (Climate Bond Certified) | 5.175% | 11/15/49 | 12,575 | 12,975 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 1,135 | 1,522 | ||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 7,035 | 5,944 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 2.202% | 3/15/34 | 9,000 | 7,348 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.110% | 2/15/39 | 3,240 | 2,776 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 2,705 | 2,992 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.600% | 3/15/40 | 3,170 | 3,512 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | 2,100 | 1,722 | ||
New York State Thruway Authority General Revenue | 2.900% | 1/1/35 | 5,245 | 4,589 | ||
New York State Thruway Authority General Revenue | 3.500% | 1/1/42 | 1,500 | 1,277 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 3,040 | 2,966 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 3,000 | 3,249 | ||
North Texas Tollway Authority System Revenue | 3.011% | 1/1/43 | 2,225 | 1,793 | ||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 10,215 | 13,762 | ||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 2,945 | 3,199 | ||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 4,500 | 4,160 | ||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 5,481 | 5,496 | ||
Ohio Turnpike Commission Revenue | 3.216% | 2/15/48 | 4,075 | 3,179 | ||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 1,100 | 1,159 | ||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 2,900 | 3,307 | ||
Oregon GO | 5.762% | 6/1/23 | 284 | 290 | ||
Oregon GO | 5.892% | 6/1/27 | 8,130 | 8,684 | ||
14 | Oregon GO | 3.424% | 3/1/60 | 5,270 | 4,286 | |
15 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 375 | 394 | |
Pennsylvania State University | 2.790% | 9/1/43 | 5,175 | 4,182 | ||
Pennsylvania State University | 2.840% | 9/1/50 | 5,190 | 4,036 | ||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 3,720 | 4,096 | ||
Philadelphia PA Water & Wastewater Revenue | 2.926% | 7/1/45 | 3,050 | 2,398 | ||
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 2,060 | 2,313 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 14,510 | 16,251 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 4,900 | 5,488 | ||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 5,025 | 5,238 | ||
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 3,370 | 3,403 | ||
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 1,800 | 1,653 | ||
Port Authority of New York & New Jersey Revenue | 3.139% | 2/15/51 | 10,000 | 7,908 | ||
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 2,555 | 2,727 | ||
Port Authority of New York & New Jersey Revenue | 4.229% | 10/15/57 | 1,000 | 936 | ||
Port Authority of New York & New Jersey Revenue | 3.175% | 7/15/60 | 3,900 | 2,917 | ||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 23,055 | 22,417 | ||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 7,385 | 7,623 | ||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 4,300 | 3,187 | ||
Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | 2.987% | 9/1/36 | 105 | 90 | ||
Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | 2.543% | 9/1/40 | 3,275 | 2,562 | ||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 2,050 | 2,389 | ||
Riverside County CA Pension Obligation Bonds | 3.818% | 2/15/38 | 700 | 663 | ||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 2,900 | 3,242 | ||
Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | 1,050 | 879 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 4,395 | 3,417 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.238% | 1/1/42 | 4,270 | 3,596 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 8,400 | 7,510 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 3,000 | 2,645 | ||
Salt River Projects Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 3,235 | 3,445 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 1,650 | 1,960 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 7,000 | 8,176 | ||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 1,410 | 1,436 | ||
San Antonio TX Electric & Gas Systems Revenue | 2.905% | 2/1/48 | 2,725 | 2,123 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 3.248% | 4/1/48 | 1,225 | 1,048 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.911% | 4/1/48 | 1,760 | 2,174 | ||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 6,180 | 7,613 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 2.825% | 11/1/41 | 4,920 | 3,911 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 5,795 | 7,783 | ||
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 3,600 | 3,281 | ||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 3,390 | 3,681 | ||
South Carolina Public Service Authority Revenue | 2.388% | 12/1/23 | 2,760 | 2,713 | ||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 7,000 | 8,453 | ||
State Public School Building Authority PA Revenue | 5.000% | 9/15/27 | 1,947 | 2,022 | ||
Texas GO | 5.517% | 4/1/39 | 11,570 | 13,100 | ||
Texas GO | 3.211% | 4/1/44 | 4,370 | 3,733 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | 13,225 | 11,629 | ||
Texas Transportation Commission GO | 4.681% | 4/1/40 | 2,145 | 2,234 | ||
Texas Transportation Commission GO | 2.562% | 4/1/42 | 7,770 | 6,284 | ||
Texas Transportation Commission GO | 2.472% | 10/1/44 | 8,150 | 6,146 | ||
Texas Transportation Commission State Highway Revenue | 5.178% | 4/1/30 | 12,620 | 13,473 | ||
Texas Transportation Commission State Highway Revenue | 4.000% | 10/1/33 | 3,840 | 3,811 | ||
15 | Tucson City AZ COP | 2.856% | 7/1/47 | 3,330 | 2,557 | |
University of California Regents Medical Center Pooled Revenue | 4.132% | 5/15/32 | 2,050 | 2,030 | ||
University of California Regents Medical Center Pooled Revenue | 6.548% | 5/15/48 | 19,050 | 23,655 | ||
University of California Regents Medical Center Pooled Revenue | 6.583% | 5/15/49 | 1,180 | 1,465 | ||
University of California Regents Medical Center Pooled Revenue | 3.006% | 5/15/50 | 1,505 | 1,135 | ||
University of California Regents Medical Center Pooled Revenue | 4.563% | 5/15/53 | 1,800 | 1,768 | ||
University of California Regents Medical Center Pooled Revenue | 3.256% | 5/15/60 | 4,760 | 3,538 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
University of California Regents Medical Center Pooled Revenue | 3.706% | 5/15/20 | 275 | 200 | ||
University of California Revenue | 0.883% | 5/15/25 | 2,600 | 2,421 | ||
University of California Revenue | 3.063% | 7/1/25 | 14,321 | 14,190 | ||
University of California Revenue | 1.316% | 5/15/27 | 7,550 | 6,771 | ||
University of California Revenue | 1.614% | 5/15/30 | 5,830 | 4,892 | ||
University of California Revenue | 4.601% | 5/15/31 | 8,330 | 8,574 | ||
University of California Revenue | 5.946% | 5/15/45 | 5,510 | 6,404 | ||
University of California Revenue | 3.071% | 5/15/51 | 5,900 | 4,455 | ||
University of California Revenue | 4.858% | 5/15/12 | 12,189 | 11,579 | ||
University of California Revenue | 4.767% | 5/15/15 | 4,925 | 4,591 | ||
University of Michigan Revenue | 2.437% | 4/1/40 | 9,978 | 7,771 | ||
University of Michigan Revenue | 2.562% | 4/1/50 | 2,550 | 1,873 | ||
University of Michigan Revenue | 3.504% | 4/1/52 | 5,300 | 4,688 | ||
University of Michigan Revenue | 4.454% | 4/1/22 | 12,600 | 11,470 | ||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 3,660 | 2,827 | ||
University of North Carolina University System Revenue | 3.327% | 12/1/36 | 90 | 84 | ||
University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education | 3.555% | 9/15/19 | 8,965 | 6,517 | ||
University of Texas Financing System Revenue | 4.794% | 8/15/46 | 2,200 | 2,363 | ||
University of Texas Financing System Revenue | 3.354% | 8/15/47 | 2,575 | 2,237 | ||
University of Texas Financing System Revenue | 2.439% | 8/15/49 | 2,375 | 1,705 | ||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 6,800 | 5,875 | ||
University of Texas Permanent University Fund Revenue | 3.100% | 7/1/49 | 4,725 | 3,955 | ||
University of Virginia Revenue | 2.256% | 9/1/50 | 11,890 | 8,187 | ||
University of Virginia Revenue | 4.179% | 9/1/17 | 3,565 | 3,085 | ||
University of Virginia Revenue | 3.227% | 9/1/19 | 2,300 | 1,539 | ||
Utah GO | 4.554% | 7/1/24 | 4,470 | 4,533 | ||
Utah GO | 3.539% | 7/1/25 | 5,420 | 5,454 | ||
Washington GO | 5.140% | 8/1/40 | 3,720 | 4,152 | ||
15 | Westchester County NY Local Development Corp. Revenue (Westchester Medical Center) | 3.846% | 11/1/50 | 2,770 | 2,248 | |
15 | Wisconsin General Fund Annual Appropriation Revenue | 5.700% | 5/1/26 | 2,110 | 2,242 | |
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 3,050 | 2,982 | ||
Wisconsin General Fund Annual Appropriation Revenue | 3.954% | 5/1/36 | 9,400 | 9,256 | ||
Total Taxable Municipal Bonds (Cost $1,776,648) | 1,623,649 |
Coupon | Shares | Market Value• ($000) | ||||
Temporary Cash Investments (0.6%) | ||||||
Money Market Fund (0.6%) | ||||||
17 | Vanguard Market Liquidity Fund (Cost $1,367,370) | 1.417% | 13,680,199 | 1,367,610 | ||
Total Investments (100.1%) (Cost $252,011,059) | 229,967,951 | |||||
Other Assets and Liabilities—Net (-0.1%) | (148,454) | |||||
Net Assets (100%) | 229,819,497 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | Securities with a value of $11,128,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
2 | U.S. government-guaranteed. |
3 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
4 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2022. |
6 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
7 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2022, the aggregate value was $1,174,763,000, representing 0.5% of net assets. |
8 | Guaranteed by the Government of Canada. |
9 | Guaranteed by the Government of Japan. |
10 | Guaranteed by the Federal Republic of Germany. |
11 | Guaranteed by the Republic of Austria. |
12 | Guaranteed by the Government of Mexico. |
13 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
14 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
15 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
16 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
17 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
12M—12-month. | |
1YR—1-year. | |
6M—6-month. | |
CMT—Constant Maturing Treasury Rate. | |
COP—Certificate of Participation. | |
GO—General Obligation Bond. | |
LIBOR—London Interbank Offered Rate. | |
Prere.—Prerefunded. | |
REMICS—Real Estate Mortgage Investment Conduits. | |
UMBS—Uniform Mortgage-Backed Securities. | |
USD—U.S. dollar. |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $250,643,689) | 228,600,341 |
Affiliated Issuers (Cost $1,367,370) | 1,367,610 |
Total Investments in Securities | 229,967,951 |
Investment in Vanguard | 8,472 |
Cash | 109,211 |
Receivables for Investment Securities Sold | 1,737,639 |
Receivables for Accrued Income | 1,205,033 |
Receivables for Capital Shares Issued | 214,890 |
Total Assets | 233,243,196 |
Liabilities | |
Payables for Investment Securities Purchased | 2,998,480 |
Payables for Capital Shares Redeemed | 419,922 |
Payables to Vanguard | 5,297 |
Total Liabilities | 3,423,699 |
Net Assets | 229,819,497 |
At June 30, 2022, net assets consisted of: | |
Paid-in Capital | 253,826,553 |
Total Distributable Earnings (Loss) | (24,007,056) |
Net Assets | 229,819,497 |
Investor Shares—Net Assets | |
Applicable to 12,174,898,452 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 119,143,464 |
Net Asset Value Per Share—Investor Shares | $9.79 |
Institutional Shares—Net Assets | |
Applicable to 11,309,626,208 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 110,676,033 |
Net Asset Value Per Share—Institutional Shares | $9.79 |
Six Months Ended June 30, 2022 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 2,535,339 |
Total Income | 2,535,339 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 4,961 |
Management and Administrative—Investor Shares | 46,997 |
Management and Administrative—Institutional Shares | 7,837 |
Marketing and Distribution—Investor Shares | 5,486 |
Marketing and Distribution—Institutional Shares | 2,231 |
Custodian Fees | 241 |
Shareholders’ Reports—Investor Shares | 888 |
Shareholders’ Reports—Institutional Shares | 8 |
Trustees’ Fees and Expenses | 61 |
Other Expenses | 38 |
Total Expenses | 68,748 |
Expenses Paid Indirectly | (8) |
Net Expenses | 68,740 |
Net Investment Income | 2,466,599 |
Realized Net Gain (Loss) on Investment Securities Sold1 | (1,619,672) |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | (27,872,301) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (27,025,374) |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $3,502,000, $1,447,000, and ($1,647,000), respectively. Purchases and sales are for temporary cash investment purposes. |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 2,466,599 | 4,344,272 | |
Realized Net Gain (Loss) | (1,619,672) | 405,004 | |
Change in Unrealized Appreciation (Depreciation) | (27,872,301) | (8,345,254) | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (27,025,374) | (3,595,978) | |
Distributions | |||
Investor Shares | (1,384,312) | (2,656,395) | |
Institutional Shares | (1,265,164) | (2,078,929) | |
Total Distributions | (2,649,476) | (4,735,324) | |
Capital Share Transactions | |||
Investor Shares | (6,922,276) | 17,639,973 | |
Institutional Shares | 9,009,451 | 26,333,401 | |
Net Increase (Decrease) from Capital Share Transactions | 2,087,175 | 43,973,374 | |
Total Increase (Decrease) | (27,587,675) | 35,642,072 | |
Net Assets | |||
Beginning of Period | 257,407,172 | 221,765,100 | |
End of Period | 229,819,497 | 257,407,172 |
Investor Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $11.05 | $11.46 | $11.01 | $10.42 | $10.72 | $10.61 |
Investment Operations | ||||||
Net Investment Income1 | .103 | .194 | .249 | .299 | .285 | .259 |
Net Realized and Unrealized Gain (Loss) on Investments | (1.252) | (.393) | .551 | .590 | (.301) | .112 |
Total from Investment Operations | (1.149) | (.199) | .800 | .889 | (.016) | .371 |
Distributions | ||||||
Dividends from Net Investment Income | (.103) | (.194) | (.249) | (.299) | (.284) | (.259) |
Distributions from Realized Capital Gains | (.008) | (.017) | (.101) | — | (.000)2 | (.002) |
Total Distributions | (.111) | (.211) | (.350) | (.299) | (.284) | (.261) |
Net Asset Value, End of Period | $9.79 | $11.05 | $11.46 | $11.01 | $10.42 | $10.72 |
Total Return3 | -10.44% | -1.73% | 7.31% | 8.62% | -0.10% | 3.53% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $119,143 | $141,913 | $129,026 | $116,505 | $91,653 | $89,183 |
Ratio of Total Expenses to Average Net Assets | 0.09%4 | 0.09% | 0.09% | 0.09% | 0.09% | 0.09% |
Ratio of Net Investment Income to Average Net Assets | 2.02% | 1.74% | 2.17% | 2.76% | 2.74% | 2.42% |
Portfolio Turnover Rate5 | 29% | 76% | 119% | 66% | 90% | 80% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.09%. |
5 | Includes 8%, 38%, 32%, 12%, 22%, and 26%, respectively, attributable to mortgage-dollar-roll activity. |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $11.05 | $11.46 | $11.01 | $10.42 | $10.72 | $10.61 |
Investment Operations | ||||||
Net Investment Income1 | .107 | .201 | .256 | .306 | .292 | .267 |
Net Realized and Unrealized Gain (Loss) on Investments | (1.253) | (.393) | .552 | .591 | (.300) | .112 |
Total from Investment Operations | (1.146) | (.192) | .808 | .897 | (.008) | .379 |
Distributions | ||||||
Dividends from Net Investment Income | (.106) | (.201) | (.257) | (.307) | (.292) | (.267) |
Distributions from Realized Capital Gains | (.008) | (.017) | (.101) | — | (.000)2 | (.002) |
Total Distributions | (.114) | (.218) | (.358) | (.307) | (.292) | (.269) |
Net Asset Value, End of Period | $9.79 | $11.05 | $11.46 | $11.01 | $10.42 | $10.72 |
Total Return | -10.41% | -1.67% | 7.38% | 8.69% | -0.03% | 3.60% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $110,676 | $115,495 | $92,739 | $81,929 | $62,455 | $59,299 |
Ratio of Total Expenses to Average Net Assets | 0.02%3 | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% |
Ratio of Net Investment Income to Average Net Assets | 2.09% | 1.81% | 2.24% | 2.83% | 2.81% | 2.49% |
Portfolio Turnover Rate4 | 29% | 76% | 119% | 66% | 90% | 80% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.02%. |
4 | Includes 8%, 38%, 32%, 12%, 22%, and 26%, respectively, attributable to mortgage-dollar-roll activity. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 151,949,546 | — | 151,949,546 |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 5,840,359 | — | 5,840,359 |
Corporate Bonds | — | 61,211,425 | — | 61,211,425 |
Sovereign Bonds | — | 7,975,362 | — | 7,975,362 |
Taxable Municipal Bonds | — | 1,623,649 | — | 1,623,649 |
Temporary Cash Investments | 1,367,610 | — | — | 1,367,610 |
Total | 1,367,610 | 228,600,341 | — | 229,967,951 |
Amount ($000) | |
Tax Cost | 252,427,805 |
Gross Unrealized Appreciation | 331,542 |
Gross Unrealized Depreciation | (22,791,396) |
Net Unrealized Appreciation (Depreciation) | (22,459,854) |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 6,200,848 | 596,321 | 30,819,257 | 2,765,943 | |
Issued in Lieu of Cash Distributions | 1,341,245 | 131,370 | 2,653,793 | 238,315 | |
Redeemed | (14,464,369) | (1,399,207) | (15,833,077) | (1,420,338) | |
Net Increase (Decrease)—Investor Shares | (6,922,276) | (671,516) | 17,639,973 | 1,583,920 | |
Institutional Shares | |||||
Issued | 16,645,344 | 1,607,860 | 27,710,121 | 2,483,458 | |
Issued in Lieu of Cash Distributions | 1,264,496 | 123,833 | 2,076,477 | 186,478 | |
Redeemed | (8,900,389) | (877,006) | (3,453,197) | (310,068) | |
Net Increase (Decrease)—Institutional Shares | 9,009,451 | 854,687 | 26,333,401 | 2,359,868 |
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• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended June 30, 2022 | |||
Beginning Account Value 12/31/2021 | Ending Account Value 6/30/2022 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Inflation-Protected Securities Fund | |||
Investor Shares | $1,000.00 | $913.60 | $0.95 |
Admiral™ Shares | 1,000.00 | 914.00 | 0.47 |
Institutional Shares | 1,000.00 | 914.10 | 0.33 |
Based on Hypothetical 5% Yearly Return | |||
Inflation-Protected Securities Fund | |||
Investor Shares | $1,000.00 | $1,023.80 | $1.00 |
Admiral Shares | 1,000.00 | 1,024.30 | 0.50 |
Institutional Shares | 1,000.00 | 1,024.45 | 0.35 |
0 - 5 Years | 52.9% |
5 - 10 Years | 32.2 |
15 - 20 Years | 3.5 |
20 - 25 Years | 6.7 |
Over 25 Years | 4.7 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
U.S. Government and Agency Obligations (99.8%) | ||||||
U.S. Government Securities (99.8%) | ||||||
United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/23 | 687,921 | 699,443 | ||
United States Treasury Inflation Indexed Bonds | 0.625% | 4/15/23 | 1,431,363 | 1,455,333 | ||
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/23 | 1,630,785 | 1,659,108 | ||
United States Treasury Inflation Indexed Bonds | 0.625% | 1/15/24 | 1,304,794 | 1,325,836 | ||
United States Treasury Inflation Indexed Bonds | 0.500% | 4/15/24 | 788,517 | 798,889 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/24 | 1,259,679 | 1,271,138 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 10/15/24 | 1,095,094 | 1,100,936 | ||
United States Treasury Inflation Indexed Bonds | 0.250% | 1/15/25 | 1,208,562 | 1,214,824 | ||
United States Treasury Inflation Indexed Bonds | 2.375% | 1/15/25 | 737,068 | 780,513 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/25 | 897,934 | 897,822 | ||
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/25 | 1,202,864 | 1,213,618 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 10/15/25 | 1,047,736 | 1,047,115 | ||
United States Treasury Inflation Indexed Bonds | 0.625% | 1/15/26 | 944,647 | 955,447 | ||
United States Treasury Inflation Indexed Bonds | 2.000% | 1/15/26 | 462,725 | 490,074 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/26 | 536,776 | 531,677 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/26 | 761,289 | 754,885 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 10/15/26 | 936,162 | 927,122 | ||
United States Treasury Inflation Indexed Bonds | 0.375% | 1/15/27 | 828,227 | 824,891 | ||
United States Treasury Inflation Indexed Bonds | 2.375% | 1/15/27 | 342,639 | 371,991 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/27 | 1,069,829 | 1,052,640 | ||
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/27 | 990,231 | 986,547 | ||
United States Treasury Inflation Indexed Bonds | 0.500% | 1/15/28 | 983,182 | 976,299 | ||
United States Treasury Inflation Indexed Bonds | 1.750% | 1/15/28 | 412,363 | 437,316 | ||
United States Treasury Inflation Indexed Bonds | 3.625% | 4/15/28 | 442,457 | 516,248 | ||
United States Treasury Inflation Indexed Bonds | 0.750% | 7/15/28 | 868,261 | 874,797 | ||
United States Treasury Inflation Indexed Bonds | 0.875% | 1/15/29 | 801,332 | 808,241 | ||
United States Treasury Inflation Indexed Bonds | 2.500% | 1/15/29 | 374,506 | 416,130 | ||
United States Treasury Inflation Indexed Bonds | 3.875% | 4/15/29 | 526,163 | 634,471 | ||
United States Treasury Inflation Indexed Bonds | 0.250% | 7/15/29 | 880,293 | 853,218 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/30 | 954,967 | 910,671 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/30 | 1,073,285 | 1,022,494 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/31 | 1,083,750 | 1,029,927 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/31 | 1,235,615 | 1,174,631 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/32 | 988,015 | 936,932 | ||
United States Treasury Inflation Indexed Bonds | 3.375% | 4/15/32 | 172,665 | 215,413 | ||
United States Treasury Inflation Indexed Bonds | 2.125% | 2/15/40 | 262,999 | 306,654 | ||
United States Treasury Inflation Indexed Bonds | 2.125% | 2/15/41 | 369,924 | 429,077 | ||
United States Treasury Inflation Indexed Bonds | 0.750% | 2/15/42 | 589,910 | 537,841 | ||
United States Treasury Inflation Indexed Bonds | 0.625% | 2/15/43 | 482,476 | 425,561 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Inflation Indexed Bonds | 1.375% | 2/15/44 | 638,411 | 651,499 | ||
United States Treasury Inflation Indexed Bonds | 0.750% | 2/15/45 | 709,992 | 634,452 | ||
United States Treasury Inflation Indexed Bonds | 1.000% | 2/15/46 | 345,609 | 326,608 | ||
United States Treasury Inflation Indexed Bonds | 0.875% | 2/15/47 | 448,565 | 413,807 | ||
United States Treasury Inflation Indexed Bonds | 1.000% | 2/15/48 | 322,350 | 306,793 | ||
United States Treasury Inflation Indexed Bonds | 1.000% | 2/15/49 | 304,408 | 292,333 | ||
1 | United States Treasury Inflation Indexed Bonds | 0.250% | 2/15/50 | 444,102 | 349,588 | |
United States Treasury Inflation Indexed Bonds | 0.125% | 2/15/51 | 551,239 | 423,759 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 2/15/52 | 436,635 | 338,863 | ||
Total U.S. Government and Agency Obligations (Cost $37,834,578) | 36,603,472 | |||||
Shares | ||||||
Temporary Cash Investments (0.2%) | ||||||
Money Market Fund (0.2%) | ||||||
2 | Vanguard Market Liquidity Fund (Cost $54,421) | 1.417% | 544,379 | 54,422 | ||
Total Investments (100.0%) (Cost $37,888,999) | 36,657,894 | |||||
Other Assets and Liabilities—Net (0.0%) | 11,456 | |||||
Net Assets (100%) | 36,669,350 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | Securities with a value of $33,616,000 have been segregated as initial margin for open futures contracts. |
2 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
5-Year U.S. Treasury Note | September 2022 | 11,560 | 1,297,610 | 23,760 |
10-Year U.S. Treasury Note | September 2022 | 2,950 | 349,667 | 7,820 |
Ultra 10-Year U.S. Treasury Note | September 2022 | 3,947 | 502,749 | (7,425) |
24,155 | ||||
Short Futures Contracts | ||||
2-Year U.S. Treasury Note | September 2022 | (7,914) | (1,662,063) | (6,046) |
Ultra Long U.S. Treasury Bond | September 2022 | (2,426) | (374,438) | (5,168) |
(11,214) | ||||
12,941 |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $37,834,578) | 36,603,472 |
Affiliated Issuers (Cost $54,421) | 54,422 |
Total Investments in Securities | 36,657,894 |
Investment in Vanguard | 1,374 |
Receivables for Investment Securities Sold | 145,572 |
Receivables for Accrued Income | 86,767 |
Receivables for Capital Shares Issued | 32,947 |
Variation Margin Receivable—Futures Contracts | 9,108 |
Other Assets | 117 |
Total Assets | 36,933,779 |
Liabilities | |
Payables for Investment Securities Purchased | 60,720 |
Payables for Capital Shares Redeemed | 121,016 |
Payables for Distributions | 81,182 |
Payables to Vanguard | 1,511 |
Total Liabilities | 264,429 |
Net Assets | 36,669,350 |
Statement of Assets and Liabilities (continued) | |
At June 30, 2022, net assets consisted of: | |
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 37,864,636 |
Total Distributable Earnings (Loss) | (1,195,286) |
Net Assets | 36,669,350 |
Investor Shares—Net Assets | |
Applicable to 272,594,996 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 3,482,752 |
Net Asset Value Per Share—Investor Shares | $12.78 |
Admiral Shares—Net Assets | |
Applicable to 798,038,955 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 20,015,798 |
Net Asset Value Per Share—Admiral Shares | $25.08 |
Institutional Shares—Net Assets | |
Applicable to 1,289,097,131 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 13,170,800 |
Net Asset Value Per Share—Institutional Shares | $10.22 |
Six Months Ended June 30, 2022 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 1,647,943 |
Total Income | 1,647,943 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 1,489 |
Management and Administrative—Investor Shares | 3,436 |
Management and Administrative—Admiral Shares | 9,329 |
Management and Administrative—Institutional Shares | 3,971 |
Marketing and Distribution—Investor Shares | 163 |
Marketing and Distribution—Admiral Shares | 524 |
Marketing and Distribution—Institutional Shares | 299 |
Custodian Fees | 14 |
Shareholders’ Reports—Investor Shares | 43 |
Shareholders’ Reports—Admiral Shares | 120 |
Shareholders’ Reports—Institutional Shares | 119 |
Trustees’ Fees and Expenses | 10 |
Other Expenses | 8 |
Total Expenses | 19,525 |
Net Investment Income | 1,628,418 |
Realized Net Gain (Loss) | |
Investment Securities Sold1 | (155,095) |
Futures Contracts | (98,158) |
Realized Net Gain (Loss) | (253,253) |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities1 | (4,945,346) |
Futures Contracts | 9,348 |
Change in Unrealized Appreciation (Depreciation) | (4,935,998) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (3,560,833) |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $284,000, $20,000, and ($5,000), respectively. Purchases and sales are for temporary cash investment purposes. |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 1,628,418 | 2,005,404 | |
Realized Net Gain (Loss) | (253,253) | 41,491 | |
Change in Unrealized Appreciation (Depreciation) | (4,935,998) | 34,995 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (3,560,833) | 2,081,890 | |
Distributions | |||
Investor Shares | (126,560) | (192,893) | |
Admiral Shares | (738,993) | (1,083,461) | |
Institutional Shares | (482,032) | (719,796) | |
Total Distributions | (1,347,585) | (1,996,150) | |
Capital Share Transactions | |||
Investor Shares | (71,308) | 438,313 | |
Admiral Shares | (38,677) | 4,558,789 | |
Institutional Shares | (78,927) | 2,384,095 | |
Net Increase (Decrease) from Capital Share Transactions | (188,912) | 7,381,197 | |
Total Increase (Decrease) | (5,097,330) | 7,466,937 | |
Net Assets | |||
Beginning of Period | 41,766,680 | 34,299,743 | |
End of Period | 36,669,350 | 41,766,680 |
Investor Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $14.49 | $14.43 | $13.18 | $12.47 | $13.04 | $12.98 |
Investment Operations | ||||||
Net Investment Income1 | .559 | .766 | .193 | .290 | .379 | .310 |
Net Realized and Unrealized Gain (Loss) on Investments | (1.801) | .023 | 1.242 | .713 | (.572) | .053 |
Total from Investment Operations | (1.242) | .789 | 1.435 | 1.003 | (.193) | .363 |
Distributions | ||||||
Dividends from Net Investment Income | (.468) | (.728) | (.185) | (.293) | (.377) | (.303) |
Distributions from Realized Capital Gains | — | (.001) | — | — | — | — |
Total Distributions | (.468) | (.729) | (.185) | (.293) | (.377) | (.303) |
Net Asset Value, End of Period | $12.78 | $14.49 | $14.43 | $13.18 | $12.47 | $13.04 |
Total Return2 | -8.64% | 5.56% | 10.90% | 8.06% | -1.49% | 2.81% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $3,483 | $4,024 | $3,570 | $3,402 | $3,526 | $4,139 |
Ratio of Total Expenses to Average Net Assets | 0.20% | 0.20% | 0.20% | 0.20% | 0.20% | 0.20% |
Ratio of Net Investment Income to Average Net Assets | 8.15% | 5.26% | 1.38% | 2.24% | 2.96% | 2.38% |
Portfolio Turnover Rate | 12% | 24% | 48% | 26% | 27% | 22% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
Admiral Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $28.44 | $28.32 | $25.88 | $24.48 | $25.60 | $25.48 |
Investment Operations | ||||||
Net Investment Income1 | 1.113 | 1.534 | .421 | .600 | .767 | .640 |
Net Realized and Unrealized Gain (Loss) on Investments | (3.540) | .045 | 2.411 | 1.394 | (1.122) | .097 |
Total from Investment Operations | (2.427) | 1.579 | 2.832 | 1.994 | (.355) | .737 |
Distributions | ||||||
Dividends from Net Investment Income | (.933) | (1.458) | (.392) | (.594) | (.765) | (.617) |
Distributions from Realized Capital Gains | — | (.001) | — | — | — | — |
Total Distributions | (.933) | (1.459) | (.392) | (.594) | (.765) | (.617) |
Net Asset Value, End of Period | $25.08 | $28.44 | $28.32 | $25.88 | $24.48 | $25.60 |
Total Return2 | -8.60% | 5.68% | 10.96% | 8.16% | -1.39% | 2.91% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $20,016 | $22,745 | $18,143 | $14,310 | $13,661 | $13,917 |
Ratio of Total Expenses to Average Net Assets | 0.10% | 0.10% | 0.10% | 0.10% | 0.10% | 0.10% |
Ratio of Net Investment Income to Average Net Assets | 8.26% | 5.37% | 1.54% | 2.34% | 3.06% | 2.48% |
Portfolio Turnover Rate | 12% | 24% | 48% | 26% | 27% | 22% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $11.59 | $11.54 | $10.54 | $9.97 | $10.43 | $10.38 |
Investment Operations | ||||||
Net Investment Income1 | .453 | .626 | .174 | .249 | .317 | .263 |
Net Realized and Unrealized Gain (Loss) on Investments | (1.441) | .021 | .989 | .565 | (.462) | .043 |
Total from Investment Operations | (.988) | .647 | 1.163 | .814 | (.145) | .306 |
Distributions | ||||||
Dividends from Net Investment Income | (.382) | (.597) | (.163) | (.244) | (.315) | (.256) |
Distributions from Realized Capital Gains | — | (.000)2 | — | — | — | — |
Total Distributions | (.382) | (.597) | (.163) | (.244) | (.315) | (.256) |
Net Asset Value, End of Period | $10.22 | $11.59 | $11.54 | $10.54 | $9.97 | $10.43 |
Total Return | -8.59% | 5.72% | 11.05% | 8.18% | -1.40% | 2.97% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $13,171 | $14,998 | $12,587 | $10,250 | $9,591 | $9,508 |
Ratio of Total Expenses to Average Net Assets | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 8.26% | 5.37% | 1.56% | 2.37% | 3.09% | 2.51% |
Portfolio Turnover Rate | 12% | 24% | 48% | 26% | 27% | 22% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 36,603,472 | — | 36,603,472 |
Temporary Cash Investments | 54,422 | — | — | 54,422 |
Total | 54,422 | 36,603,472 | — | 36,657,894 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 31,580 | — | — | 31,580 |
Liabilities | ||||
Futures Contracts1 | 18,639 | — | — | 18,639 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Amount ($000) | |
Tax Cost | 37,912,561 |
Gross Unrealized Appreciation | 513,204 |
Gross Unrealized Depreciation | (1,754,930) |
Net Unrealized Appreciation (Depreciation) | (1,241,726) |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 443,403 | 31,805 | 1,347,857 | 92,566 | |
Issued in Lieu of Cash Distributions | 117,897 | 8,969 | 179,007 | 12,390 | |
Redeemed | (632,608) | (45,948) | (1,088,551) | (74,663) | |
Net Increase (Decrease)—Investor Shares | (71,308) | (5,174) | 438,313 | 30,293 | |
Admiral Shares | |||||
Issued | 3,173,108 | 115,944 | 8,165,389 | 285,526 | |
Issued in Lieu of Cash Distributions | 648,373 | 25,123 | 950,890 | 33,526 | |
Redeemed | (3,860,158) | (142,780) | (4,557,490) | (159,897) | |
Net Increase (Decrease)—Admiral Shares | (38,677) | (1,713) | 4,558,789 | 159,155 | |
Institutional Shares | |||||
Issued | 1,695,342 | 152,240 | 4,331,190 | 372,295 | |
Issued in Lieu of Cash Distributions | 455,591 | 43,347 | 680,673 | 58,902 | |
Redeemed | (2,229,860) | (201,045) | (2,627,768) | (227,572) | |
Net Increase (Decrease)—Institutional Shares | (78,927) | (5,458) | 2,384,095 | 203,625 |
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About Your Fund’s Expenses | 1 |
Financial Statements | 4 |
Trustees Approve Advisory Arrangement | 31 |
Liquidity Risk Management | 33 |
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund‘s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Period Ended June 30, 2022 | |||
Ultra-Short Bond ETF | Beginning Account Value 12/31/2021 | Ending Account Value 6/30/2022 | Expenses Paid During Period |
Based on Actual Fund Return | $1,000.00 | $988.20 | $0.49 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,024.30 | 0.50 |
Asset-Backed/Commercial Mortgage-Backed Securities | 11.1% |
Corporate Bonds | 63.9 |
Short-Term Reserves | 2.0 |
Sovereign Bonds | 1.3 |
Treasury/Agency | 21.7 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
U.S. Government and Agency Obligations (6.6%) | ||||||
U.S. Government Securities (6.6%) | ||||||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 128,000 | 127,320 | ||
United States Treasury Note/Bond | 0.875% | 1/31/24 | 29,000 | 28,058 | ||
United States Treasury Note/Bond | 3.000% | 6/30/24 | 26,000 | 26,016 | ||
Total U.S. Government and Agency Obligations (Cost $186,043) | 181,394 | |||||
Asset-Backed/Commercial Mortgage-Backed Securities (11.2%) | ||||||
1 | Ally Auto Receivables Trust Class A2 Series 2022-1 | 2.670% | 4/15/25 | 8,000 | 7,952 | |
1 | Ally Auto Receivables Trust Class A3 Series 2019-3 | 1.930% | 5/15/24 | 186 | 186 | |
1 | Ally Auto Receivables Trust Class A3 Series 2022-1 | 3.310% | 11/15/26 | 3,500 | 3,468 | |
1,2 | American Credit Acceptance Receivables Trust Class A Series 2021-2 | 0.370% | 10/15/24 | 343 | 343 | |
1,2 | American Credit Acceptance Receivables Trust Class A Series 2021-4 | 0.450% | 9/15/25 | 641 | 634 | |
1,2 | American Credit Acceptance Receivables Trust Class B Series 2021-2 | 0.680% | 5/13/25 | 2,500 | 2,486 | |
1,2 | American Credit Acceptance Receivables Trust Class B Series 2021-4 | 0.860% | 2/13/26 | 800 | 781 | |
1 | AmeriCredit Automobile Receivables Trust Class A2 Series 2021-2 | 0.260% | 11/18/24 | 1,721 | 1,713 | |
1 | AmeriCredit Automobile Receivables Trust Class A2A Series 2022-2 | 4.200% | 12/18/25 | 11,890 | 11,921 | |
1 | AmeriCredit Automobile Receivables Trust Class A3 Series 2021-2 | 0.340% | 12/18/26 | 3,000 | 2,905 | |
1 | AmeriCredit Automobile Receivables Trust Class C Series 2018-1 | 3.500% | 1/18/24 | 482 | 482 | |
1 | AmeriCredit Automobile Receivables Trust Class C Series 2018-2 | 3.590% | 6/18/24 | 1,649 | 1,651 | |
1,2 | ARI Fleet Lease Trust Class A2 Series 2021-A | 0.370% | 3/15/30 | 5,445 | 5,348 | |
1,2 | ARI Fleet Lease Trust Class A2 Series 2022-A | 3.120% | 1/15/31 | 1,000 | 986 | |
1,2 | ARI Fleet Lease Trust Class A3 Series 2022-A | 3.430% | 1/15/31 | 500 | 491 | |
1,2 | Avis Budget Rental Car Funding AESOP LLC Class A Series 2017-1A | 3.070% | 9/20/23 | 740 | 740 | |
1,2 | Avis Budget Rental Car Funding AESOP LLC Class A Series 2017-2A | 2.970% | 3/20/24 | 3,500 | 3,486 | |
1 | BMW Vehicle Lease Trust Class A2 Series 2022-1 | 0.670% | 5/28/24 | 3,731 | 3,697 | |
1 | BMW Vehicle Owner Trust Class A2A Series 2022-A | 2.520% | 12/26/24 | 5,500 | 5,466 | |
1 | BMW Vehicle Owner Trust Class A3 Series 2022-A | 3.210% | 8/25/26 | 4,250 | 4,207 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2 | Canadian Pacer Auto Receivables Trust Class A2A Series 2021-1A | 0.240% | 10/19/23 | 334 | 332 | |
1 | Capital One Prime Auto Receivables Trust Class A2 Series 2021-1 | 0.320% | 2/18/25 | 1,350 | 1,335 | |
1 | CarMax Auto Owner Trust Class A2 Series 2022-1 | 0.910% | 2/18/25 | 4,920 | 4,858 | |
1 | CarMax Auto Owner Trust Class A2A Series 2021-2 | 0.270% | 6/17/24 | 1,630 | 1,623 | |
1 | CarMax Auto Owner Trust Class A2A Series 2021-3 | 0.290% | 9/16/24 | 2,839 | 2,823 | |
1 | CarMax Auto Owner Trust Class A2A Series 2021-4 | 0.240% | 11/15/24 | 1,251 | 1,240 | |
1 | CarMax Auto Owner Trust Class A3 Series 2022-2 | 3.490% | 2/16/27 | 1,200 | 1,194 | |
1 | Carvana Auto Receivables Trust Class A2 Series 2021-P3 | 0.380% | 1/10/25 | 949 | 940 | |
1 | Carvana Auto Receivables Trust Class A3 Series 2022-P1 | 3.350% | 2/10/27 | 1,500 | 1,452 | |
1 | CNH Equipment Trust Class A2 Series 2021-C | 0.330% | 1/15/25 | 1,372 | 1,354 | |
1 | CNH Equipment Trust Class A3 Series 2020-A | 1.160% | 6/16/25 | 190 | 187 | |
1,2,3,4 | Connecticut Avenue Securities Trust Class 1M1 Series 2021-R01, SOFR + 0.750% | 1.676% | 10/25/41 | 1,183 | 1,173 | |
1,2 | Dell Equipment Finance Trust Class A2 Series 2021-2 | 0.330% | 12/22/26 | 1,215 | 1,194 | |
1,2 | DLL LLC Class A4 Series 2019-MT3 | 2.150% | 9/21/26 | 1,611 | 1,610 | |
1,2 | DLLAA LLC Class A2 Series 2021-1A | 0.360% | 5/17/24 | 2,537 | 2,517 | |
1,2 | DLLAD LLC Class A2 Series 2021-1A | 0.350% | 9/20/24 | 3,663 | 3,602 | |
1,2 | DLLMT LLC Class A2 Series 2021-1A | 0.600% | 3/20/24 | 1,881 | 1,859 | |
1,2 | DLLST LLC Class A3 Series 2022-1A | 3.400% | 1/21/25 | 3,000 | 2,976 | |
1,2 | DLLST LLC Class A4 Series 2022-1A | 3.690% | 9/20/28 | 1,500 | 1,494 | |
1,2 | Donlen Fleet Lease Funding 2 LLC Class A2 Series 2021-2 | 0.560% | 12/11/34 | 1,491 | 1,447 | |
1 | Drive Auto Receivables Trust Class A2 Series 2021-2 | 0.360% | 5/15/24 | 44 | 44 | |
1 | Drive Auto Receivables Trust Class A3 Series 2021-1 | 0.440% | 11/15/24 | 154 | 154 | |
1 | Drive Auto Receivables Trust Class A3 Series 2021-2 | 0.350% | 3/17/25 | 1,740 | 1,733 | |
1 | Drive Auto Receivables Trust Class A3 Series 2021-3 | 0.790% | 10/15/25 | 1,160 | 1,136 | |
1 | Drive Auto Receivables Trust Class B Series 2021-1 | 0.650% | 7/15/25 | 2,500 | 2,487 | |
1 | Drive Auto Receivables Trust Class C Series 2019-4 | 2.510% | 11/17/25 | 658 | 658 | |
1 | Drive Auto Receivables Trust Class D Series 2018-5 | 4.300% | 4/15/26 | 6,832 | 6,843 | |
1 | Drive Auto Receivables Trust Class D Series 2019-1 | 4.090% | 6/15/26 | 211 | 211 | |
1,2 | DT Auto Owner Trust Class A Series 2021-1A | 0.350% | 1/15/25 | 66 | 65 | |
1,2 | DT Auto Owner Trust Class A Series 2021-2A | 0.410% | 3/17/25 | 1,537 | 1,527 | |
1,2 | DT Auto Owner Trust Class A Series 2021-3A | 0.330% | 4/15/25 | 831 | 820 | |
1,2 | DT Auto Owner Trust Class A Series 2021-4 | 0.560% | 9/15/25 | 839 | 829 | |
1,2 | DT Auto Owner Trust Class A Series 2022-2A | 2.880% | 6/15/26 | 5,632 | 5,592 | |
1,2 | Enterprise Fleet Financing LLC Class A2 Series 2019-3 | 2.060% | 5/20/25 | 215 | 214 | |
1,2 | Enterprise Fleet Financing LLC Class A2 Series 2021-2 | 0.480% | 5/20/27 | 4,541 | 4,364 | |
1 | Exeter Automobile Receivables Trust Class A3 Series 2021-2A | 0.300% | 10/15/24 | 2,405 | 2,402 | |
1 | Exeter Automobile Receivables Trust Class A3 Series 2021-3A | 0.350% | 2/18/25 | 926 | 923 | |
1 | Exeter Automobile Receivables Trust Class A3 Series 2021-4A | 0.680% | 7/15/25 | 640 | 632 | |
1 | Exeter Automobile Receivables Trust Class A3 Series 2022-2A | 2.800% | 11/17/25 | 2,500 | 2,471 | |
1,2,3,4 | Fannie Mae Connecticut Avenue Securities Class 2M1 Series 2021-R02, SOFR + 0.900% | 1.826% | 11/25/41 | 1,798 | 1,799 | |
1,2 | Flagship Credit Auto Trust Class A Series 2021-2 | 0.370% | 12/15/26 | 1,997 | 1,944 | |
1,2 | Flagship Credit Auto Trust Class A Series 2021-3 | 0.360% | 7/15/27 | 1,367 | 1,334 | |
1,2 | Flagship Credit Auto Trust Class A Series 2021-4 | 0.810% | 7/17/26 | 1,325 | 1,295 | |
1 | Ford Credit Auto Lease Trust Class A2 Series 2021-B | 0.240% | 4/15/24 | 2,625 | 2,602 | |
1 | Ford Credit Auto Lease Trust Class A3 Series 2020-B | 0.620% | 8/15/23 | 60 | 60 | |
1 | Ford Credit Auto Lease Trust Class A3 Series 2021-B | 0.370% | 10/15/24 | 3,780 | 3,664 | |
1 | Ford Credit Auto Lease Trust Class A4 Series 2022-A | 3.370% | 7/15/25 | 1,750 | 1,740 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1 | Ford Credit Auto Lease Trust Class C Series 2021-A | 0.780% | 9/15/25 | 1,050 | 1,018 | |
1 | Ford Credit Auto Lease Trust Class C Series 2022-A | 4.180% | 10/15/25 | 1,250 | 1,247 | |
1,2 | Ford Credit Auto Owner Trust Class A Series 2017-2 | 2.360% | 3/15/29 | 5,000 | 4,999 | |
1,2 | Ford Credit Auto Owner Trust Class A Series 2018-2 | 3.470% | 1/15/30 | 1,860 | 1,857 | |
1 | Ford Credit Auto Owner Trust Class A2A Series 2022-B | 3.440% | 2/15/25 | 8,750 | 8,751 | |
1 | Ford Credit Auto Owner Trust Class A4 Series 2019-A | 2.850% | 8/15/24 | 1,120 | 1,120 | |
1 | Ford Credit Auto Owner Trust Class A4 Series 2021-A | 0.300% | 4/15/24 | 1,000 | 981 | |
1 | Ford Credit Floorplan Master Owner Trust Class A Series 2017-3 | 2.480% | 9/15/24 | 5,000 | 5,000 | |
1 | Ford Credit Floorplan Master Owner Trust Class A1 Series 2019-3 | 2.230% | 9/15/24 | 1,820 | 1,820 | |
1 | Ford Credit Floorplan Master Owner Trust Class D Series 2020-1 | 2.120% | 9/15/25 | 500 | ���483 | |
1,2,3,4 | Freddie Mac STACR REMIC Trust Class M1 Series 2021-DNA6, SOFR30A + 0.800% | 1.726% | 10/25/41 | 1,570 | 1,549 | |
1,2 | GLS Auto Receivables Issuer Trust Class A Series 2021-3A | 0.420% | 1/15/25 | 570 | 563 | |
1,2 | GLS Auto Receivables Issuer Trust Class A Series 2021-4A | 0.840% | 7/15/25 | 1,245 | 1,222 | |
1,2 | GLS Auto Receivables Trust Class A Series 2021-2A | 0.310% | 11/15/24 | 2,126 | 2,114 | |
1,2 | GLS Auto Receivables Trust Class A Series 2022-1A | 1.980% | 8/15/25 | 1,811 | 1,794 | |
1 | GM Financial Automobile Leasing Trust Class A4 Series 2022-2 | 3.540% | 5/20/26 | 2,750 | 2,736 | |
1 | GM Financial Automobile Leasing Trust Class B Series 2022-2 | 4.020% | 5/20/26 | 1,750 | 1,750 | |
1 | GM Financial Consumer Automobile Receivables Trust Class A2 Series 2022-1 | 0.760% | 2/18/25 | 3,371 | 3,333 | |
1,4 | GS Mortgage Securities Trust Class B Series 2013-GC12 | 3.777% | 6/10/46 | 350 | 346 | |
1 | Harley-Davidson Motorcycle Trust Class A3 Series 2022-A | 3.060% | 2/15/27 | 1,250 | 1,234 | |
1,2 | Hertz Vehicle Financing III LLC Class A Series 2022-3A | 3.370% | 3/25/25 | 1,760 | 1,736 | |
1,2 | Hertz Vehicle Financing III LLC Class C Series 2022-3A | 4.350% | 3/25/25 | 510 | 502 | |
1 | Honda Auto Receivables Owner Trust Class A3 Series 2019-4 | 1.830% | 1/18/24 | 718 | 716 | |
1,2 | HPEFS Equipment Trust Class A2 Series 2021-2A | 0.300% | 9/20/28 | 2,890 | 2,869 | |
1,2 | HPEFS Equipment Trust Class A2 Series 2022-1A | 1.020% | 5/21/29 | 1,500 | 1,473 | |
1,2 | HPEFS Equipment Trust Class A3 Series 2021-2A | 0.360% | 9/20/28 | 2,500 | 2,423 | |
1,2 | HPEFS Equipment Trust Class A3 Series 2022-2A | 3.760% | 9/20/29 | 1,780 | 1,772 | |
1,2 | Hyundai Auto Lease Securitization Trust Class A2 Series 2021-C | 0.240% | 1/16/24 | 2,363 | 2,338 | |
1,2 | Hyundai Auto Lease Securitization Trust Class A2 Series 2022-A | 0.810% | 4/15/24 | 4,264 | 4,201 | |
1,2 | Hyundai Auto Lease Securitization Trust Class A3 Series 2021-B | 0.330% | 6/17/24 | 1,500 | 1,459 | |
1,2 | Hyundai Auto Lease Securitization Trust Class B Series 2021-A | 0.610% | 10/15/25 | 4,150 | 4,015 | |
1 | Hyundai Auto Receivables Trust Class A2A Series 2021-C | 0.360% | 10/15/24 | 6,829 | 6,751 | |
1,2 | JPMorgan Chase Bank NA - CACLN Class B Series 2021-2 | 0.889% | 12/26/28 | 3,717 | 3,615 | |
1 | Mercedes-Benz Auto Lease Trust Class A3 Series 2021-B | 0.400% | 11/15/24 | 5,000 | 4,842 | |
1 | Nissan Auto Lease Trust Class A2 Series 2021-A | 0.300% | 12/15/23 | 1,963 | 1,945 | |
1 | Nissan Auto Lease Trust Class A3 Series 2021-A | 0.520% | 8/15/24 | 2,240 | 2,175 | |
1 | Nissan Auto Lease Trust Class A4 Series 2020-A | 1.880% | 4/15/25 | 1,088 | 1,088 | |
1,2,4 | RESIMAC Bastille Trust Class A1B Series 2021-2NCA, SOFR + 0.740% | 1.379% | 2/3/53 | 1,269 | 1,261 | |
1,2 | Santander Bank NA - SBCLN Class B Series 2021-1A | 1.833% | 12/15/31 | 1,127 | 1,088 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1 | Santander Drive Auto Receivables Trust Class A3 Series 2021-2 | 0.340% | 2/18/25 | 5,346 | 5,340 | |
1 | Santander Drive Auto Receivables Trust Class A3 Series 2022-3 | 3.400% | 12/15/26 | 4,600 | 4,572 | |
1 | Santander Drive Auto Receivables Trust Class B Series 2021-2 | 0.590% | 9/15/25 | 6,000 | 5,950 | |
1 | Santander Drive Auto Receivables Trust Class D Series 2018-3 | 4.070% | 8/15/24 | 389 | 389 | |
1 | Santander Drive Auto Receivables Trust Class D Series 2018-4 | 3.980% | 12/15/25 | 527 | 529 | |
1 | Santander Drive Auto Receivables Trust Class D Series 2018-5 | 4.190% | 12/16/24 | 247 | 248 | |
1,2 | Santander Retail Auto Lease Trust Class A2 Series 2021-B | 0.310% | 1/22/24 | 2,568 | 2,548 | |
1,2 | Santander Retail Auto Lease Trust Class A2 Series 2021-C | 0.290% | 4/22/24 | 774 | 768 | |
1,2 | Santander Retail Auto Lease Trust Class A3 Series 2021-B | 0.510% | 8/20/24 | 3,000 | 2,888 | |
1,2 | Santander Retail Auto Lease Trust Class A3 Series 2021-C | 0.500% | 3/20/25 | 610 | 589 | |
1,2 | Santander Retail Auto Lease Trust Class A4 Series 2020-A | 1.760% | 3/20/24 | 1,000 | 997 | |
1,2 | Santander Retail Auto Lease Trust Class A4 Series 2022-B | 3.330% | 10/20/26 | 1,250 | 1,231 | |
1,2 | Santander Retail Auto Lease Trust Class B Series 2022-B | 3.850% | 3/22/27 | 1,750 | 1,742 | |
1 | Synchrony Card Funding LLC Class A Series 2022-A1 | 3.370% | 4/15/28 | 2,000 | 1,987 | |
1,2 | Tesla Auto Lease Trust Class A2 Series 2021-B | 0.360% | 9/22/25 | 1,800 | 1,761 | |
1,2 | Tesla Auto Lease Trust Class A3 Series 2020-A | 0.680% | 12/20/23 | 6,772 | 6,709 | |
1,2 | Toyota Lease Owner Trust Class A2 Series 2021-A | 0.270% | 9/20/23 | 1,805 | 1,797 | |
1,2 | Toyota Lease Owner Trust Class A3 Series 2021-B | 0.420% | 10/21/24 | 1,800 | 1,738 | |
1,2 | Transportation Finance Equipment Trust Class A3 Series 2019-1 | 1.850% | 4/24/23 | 330 | 330 | |
1 | Verizon Master Trust Class B Series 2022-1 | 1.270% | 1/20/27 | 3,500 | 3,415 | |
1 | Verizon Master Trust Class B Series 2022-1 | 1.390% | 1/20/27 | 1,500 | 1,461 | |
1 | Verizon Owner Trust Class C Series 2019-C | 2.160% | 4/22/24 | 3,000 | 2,977 | |
1 | Verizon Owner Trust Class C Series 2020-B | 0.830% | 2/20/25 | 2,740 | 2,633 | |
1 | Volkswagen Auto Lease Trust Class A2 Series 2022-A | 3.020% | 10/21/24 | 10,000 | 9,931 | |
1,2 | Westlake Automobile Receivables Trust Class A2A Series 2021-1A | 0.390% | 10/15/24 | 423 | 420 | |
1,2 | Westlake Automobile Receivables Trust Class A2A Series 2021-2A | 0.320% | 4/15/25 | 2,808 | 2,780 | |
1,2 | Westlake Automobile Receivables Trust Class A3 Series 2021-3A | 0.950% | 6/16/25 | 2,780 | 2,695 | |
1,2 | Westlake Automobile Receivables Trust Class A3 Series 2022-1A | 2.420% | 7/15/25 | 1,900 | 1,858 | |
1,2 | Wheels Fleet Lease Funding 1 LLC Class A Series 2022-1A | 2.470% | 10/18/36 | 780 | 763 | |
1 | World Omni Auto Receivables Trust Class A2 Series 2021-D | 0.350% | 12/16/24 | 1,821 | 1,803 | |
1 | World Omni Auto Receivables Trust Class A3 Series 2020-A | 1.700% | 1/17/23 | 1,455 | 1,454 | |
1 | World Omni Automobile Lease Securitization Trust Class A4 Series 2022-A | 3.340% | 6/15/27 | 540 | 533 | |
1 | World Omni Automobile Lease Securitization Trust Class B Series 2022-A | 3.670% | 6/15/27 | 790 | 782 | |
1 | World Omni Select Auto Trust Class A2 Series 2021-A | 0.290% | 2/18/25 | 988 | 980 | |
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $312,608) | 308,480 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Corporate Bonds (64.2%) | ||||||
Communications (2.7%) | ||||||
AT&T Inc. | 0.900% | 3/25/24 | 199 | 190 | ||
British Telecommunications plc | 4.500% | 12/4/23 | 630 | 633 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.500% | 2/1/24 | 719 | 723 | ||
2 | Cox Communications Inc. | 2.950% | 6/30/23 | 7,501 | 7,419 | |
2 | Deutsche Telekom International Finance BV | 2.485% | 9/19/23 | 150 | 148 | |
Discovery Communications LLC | 2.950% | 3/20/23 | 5,339 | 5,306 | ||
Discovery Communications LLC | 3.950% | 6/15/25 | 2,096 | 2,048 | ||
2 | Magallanes Inc. | 3.428% | 3/15/24 | 3,915 | 3,838 | |
2 | NTT Finance Corp. | 0.373% | 3/3/23 | 7,810 | 7,676 | |
2 | Sky Ltd. | 3.125% | 11/26/22 | 15,300 | 15,309 | |
Take-Two Interactive Software Inc. | 3.300% | 3/28/24 | 13,312 | 13,146 | ||
TWDC Enterprises 18 Corp. | 2.350% | 12/1/22 | 3,806 | 3,798 | ||
5 | Verizon Communications Inc. | 3.500% | 2/17/23 | 4,820 | 3,323 | |
Vodafone Group plc | 2.500% | 9/26/22 | 727 | 727 | ||
5 | Vodafone Group plc | 3.250% | 12/13/22 | 5,470 | 3,774 | |
Vodafone Group plc | 2.950% | 2/19/23 | 299 | 299 | ||
Walt Disney Co. | 3.000% | 9/15/22 | 3,080 | 3,083 | ||
Walt Disney Co. | 0.304% | 9/20/22 | 1,450 | 1,442 | ||
72,882 | ||||||
Consumer Discretionary (4.4%) | ||||||
Amazon.com Inc. | 2.500% | 11/29/22 | 1,265 | 1,265 | ||
Amazon.com Inc. | 2.400% | 2/22/23 | 138 | 138 | ||
American Honda Finance Corp. | 0.400% | 10/21/22 | 50 | 50 | ||
American Honda Finance Corp. | 2.600% | 11/16/22 | 635 | 634 | ||
American Honda Finance Corp. | 2.050% | 1/10/23 | 146 | 145 | ||
American Honda Finance Corp. | 1.950% | 5/10/23 | 1,352 | 1,338 | ||
American Honda Finance Corp. | 0.875% | 7/7/23 | 2,000 | 1,951 | ||
American Honda Finance Corp. | 3.450% | 7/14/23 | 1,453 | 1,454 | ||
American Honda Finance Corp. | 0.650% | 9/8/23 | 3,500 | 3,395 | ||
American Honda Finance Corp. | 3.550% | 1/12/24 | 2,000 | 2,003 | ||
AutoZone Inc. | 2.875% | 1/15/23 | 1,511 | 1,504 | ||
AutoZone Inc. | 3.125% | 7/15/23 | 6,561 | 6,531 | ||
2 | BMW Finance NV | 2.250% | 8/12/22 | 2,012 | 2,011 | |
2 | BMW US Capital LLC | 3.800% | 4/6/23 | 1,430 | 1,433 | |
2 | BMW US Capital LLC | 3.450% | 4/12/23 | 6,480 | 6,481 | |
2 | BMW US Capital LLC | 2.250% | 9/15/23 | 3,830 | 3,786 | |
2 | BMW US Capital LLC | 0.800% | 4/1/24 | 2,615 | 2,496 | |
2 | BMW US Capital LLC | 3.150% | 4/18/24 | 2,313 | 2,294 | |
2 | Daimler Finance North America LLC | 2.550% | 8/15/22 | 2,428 | 2,428 | |
2 | Daimler Finance North America LLC | 3.350% | 2/22/23 | 545 | 544 | |
2 | Daimler Finance North America LLC | 1.750% | 3/10/23 | 5,320 | 5,256 | |
2 | Daimler Finance North America LLC | 3.700% | 5/4/23 | 547 | 547 | |
2 | Daimler Finance North America LLC | 3.650% | 2/22/24 | 280 | ��� 279 | |
2 | ERAC USA Finance LLC | 3.300% | 10/15/22 | 2,031 | 2,030 | |
2 | ERAC USA Finance LLC | 2.700% | 11/1/23 | 5,567 | 5,484 | |
General Motors Co. | 5.400% | 10/2/23 | 970 | 985 | ||
General Motors Financial Co. Inc. | 3.550% | 7/8/22 | 1,205 | 1,205 | ||
General Motors Financial Co. Inc. | 3.250% | 1/5/23 | 3,850 | 3,847 | ||
General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 2,893 | 2,892 | ||
General Motors Financial Co. Inc. | 4.150% | 6/19/23 | 649 | 648 | ||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 1,900 | 1,919 | ||
2 | Harley-Davidson Financial Services Inc. | 3.350% | 2/15/23 | 1,000 | 998 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Lennar Corp. | 4.750% | 11/15/22 | 7,017 | 7,022 | ||
Lowe's Cos. Inc. | 3.875% | 9/15/23 | 1,509 | 1,517 | ||
Marriott International Inc. | 2.125% | 10/3/22 | 451 | 449 | ||
2 | Nissan Motor Acceptance Co. LLC | 2.650% | 7/13/22 | 1,386 | 1,386 | |
2 | Nissan Motor Acceptance Co. LLC | 2.600% | 9/28/22 | 996 | 993 | |
2 | Nissan Motor Acceptance Co. LLC | 3.450% | 3/15/23 | 4,252 | 4,230 | |
2 | Nissan Motor Acceptance Co. LLC | 3.875% | 9/21/23 | 735 | 731 | |
2 | Nissan Motor Co. Ltd. | 3.043% | 9/15/23 | 5,337 | 5,256 | |
Starbucks Corp. | 3.850% | 10/1/23 | 1,132 | 1,140 | ||
Stellantis NV | 5.250% | 4/15/23 | 2,954 | 2,973 | ||
Toyota Motor Corp. | 0.681% | 3/25/24 | 2,000 | 1,909 | ||
Toyota Motor Credit Corp. | 2.150% | 9/8/22 | 3,131 | 3,130 | ||
Toyota Motor Credit Corp. | 2.625% | 1/10/23 | 4,236 | 4,227 | ||
Toyota Motor Credit Corp. | 2.700% | 1/11/23 | 240 | 239 | ||
Toyota Motor Credit Corp. | 2.500% | 3/22/24 | 7,765 | 7,645 | ||
5 | Volkswagen Financial Services Australia Pty Ltd. | 3.500% | 9/14/22 | 330 | 228 | |
5 | Volkswagen Financial Services Australia Pty Ltd. | 3.100% | 4/17/23 | 2,590 | 1,777 | |
4,5 | Volkswagen Financial Services Australia Pty Ltd., 3M Australian Bank Bill Rate + 1.300% | 2.922% | 9/14/22 | 650 | 449 | |
2 | Volkswagen Group of America Finance LLC | 2.700% | 9/26/22 | 4,385 | 4,385 | |
2 | Volkswagen Group of America Finance LLC | 0.750% | 11/23/22 | 1,399 | 1,384 | |
2 | Volkswagen Group of America Finance LLC | 3.125% | 5/12/23 | 3,278 | 3,253 | |
122,294 | ||||||
Consumer Staples (3.3%) | ||||||
2 | 7-Eleven Inc. | 0.625% | 2/10/23 | 14,479 | 14,203 | |
Altria Group Inc. | 3.800% | 2/14/24 | 4,328 | 4,314 | ||
4,5 | Anheuser-Busch InBev Worldwide Inc., 3M Australian Bank Bill Rate + 0.970% | 2.212% | 9/6/22 | 860 | 594 | |
BAT Capital Corp. | 2.764% | 8/15/22 | 171 | 171 | ||
BAT Capital Corp. | 3.222% | 8/15/24 | 4,000 | 3,891 | ||
Campbell Soup Co. | 3.650% | 3/15/23 | 1,784 | 1,783 | ||
Church & Dwight Co. Inc. | 2.450% | 8/1/22 | 1,500 | 1,500 | ||
Church & Dwight Co. Inc. | 2.875% | 10/1/22 | 3,222 | 3,221 | ||
2 | CK Hutchison International 17 II Ltd. | 2.750% | 3/29/23 | 305 | 304 | |
2 | Coca-Cola Europacific Partners plc | 0.500% | 5/5/23 | 2,500 | 2,430 | |
Conagra Brands Inc. | 3.250% | 9/15/22 | 1,134 | 1,139 | ||
Constellation Brands Inc. | 3.600% | 5/9/24 | 1,000 | 996 | ||
Diageo Capital plc | 3.500% | 9/18/23 | 3,120 | 3,131 | ||
Diageo Investment Corp. | 8.000% | 9/15/22 | 201 | 203 | ||
General Mills Inc. | 2.600% | 10/12/22 | 8,115 | 8,118 | ||
2 | GSK Consumer Healthcare Capital US LLC | 3.024% | 3/24/24 | 3,760 | 3,708 | |
Hormel Foods Corp. | 0.650% | 6/3/24 | 5,000 | 4,763 | ||
Keurig Dr Pepper Inc. | 0.750% | 3/15/24 | 10 | 10 | ||
Kimberly-Clark Corp. | 2.400% | 6/1/23 | 1,195 | 1,187 | ||
McCormick & Co. Inc. | 2.700% | 8/15/22 | 2,943 | 2,941 | ||
2 | Mondelez International Holdings Netherlands BV | 2.125% | 9/19/22 | 6,694 | 6,684 | |
2 | Pernod Ricard SA | 4.250% | 7/15/22 | 3,000 | 3,001 | |
Philip Morris International Inc. | 2.375% | 8/17/22 | 1,334 | 1,333 | ||
Philip Morris International Inc. | 2.500% | 8/22/22 | 688 | 688 | ||
Philip Morris International Inc. | 2.500% | 11/2/22 | 2,924 | 2,920 | ||
Philip Morris International Inc. | 1.125% | 5/1/23 | 2,404 | 2,360 | ||
Philip Morris International Inc. | 2.125% | 5/10/23 | 4,712 | 4,669 | ||
Procter & Gamble Co. | 2.150% | 8/11/22 | 1,583 | 1,583 | ||
Reynolds American Inc. | 4.850% | 9/15/23 | 2,220 | 2,241 | ||
Unilever Capital Corp. | 3.125% | 3/22/23 | 170 | 170 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Walgreens Boots Alliance Inc. | 0.950% | 11/17/23 | 6,825 | 6,594 | ||
90,850 | ||||||
Energy (3.5%) | ||||||
BP Capital Markets America Inc. | 2.750% | 5/10/23 | 3,755 | 3,745 | ||
Canadian Natural Resources Ltd. | 2.950% | 1/15/23 | 6,185 | 6,165 | ||
Chevron USA Inc. | 0.333% | 8/12/22 | 2,041 | 2,037 | ||
ConocoPhillips Co. | 2.400% | 12/15/22 | 9,000 | 8,972 | ||
Ecopetrol SA | 5.875% | 9/18/23 | 4,545 | 4,543 | ||
Enbridge Inc. | 2.900% | 7/15/22 | 2,212 | 2,211 | ||
Enbridge Inc. | 4.000% | 10/1/23 | 4,347 | 4,356 | ||
Enbridge Inc. | 0.550% | 10/4/23 | 2,800 | 2,696 | ||
4 | Enbridge Inc., SOFR + 0.630% | 1.855% | 2/16/24 | 1,610 | 1,591 | |
Energy Transfer LP | 3.450% | 1/15/23 | 82 | 82 | ||
Energy Transfer LP | 3.600% | 2/1/23 | 2,917 | 2,908 | ||
Energy Transfer LP | 4.250% | 3/15/23 | 4,500 | 4,495 | ||
Energy Transfer LP | 4.200% | 9/15/23 | 2,210 | 2,210 | ||
Energy Transfer LP | 4.900% | 2/1/24 | 2,574 | 2,595 | ||
Energy Transfer LP / Regency Energy Finance Corp. | 5.000% | 10/1/22 | 2,375 | 2,377 | ||
EOG Resources Inc. | 2.625% | 3/15/23 | 5,146 | 5,126 | ||
Kinder Morgan Energy Partners LP | 3.450% | 2/15/23 | 725 | 726 | ||
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 696 | 693 | ||
Kinder Morgan Inc. | 3.150% | 1/15/23 | 633 | 632 | ||
2 | Kinder Morgan Inc. | 5.625% | 11/15/23 | 4,390 | 4,469 | |
MPLX LP | 3.500% | 12/1/22 | 500 | 499 | ||
MPLX LP | 4.500% | 7/15/23 | 7,130 | 7,145 | ||
ONEOK Partners LP | 3.375% | 10/1/22 | 2,390 | 2,390 | ||
Phillips 66 | 3.700% | 4/6/23 | 500 | 500 | ||
Phillips 66 | 0.900% | 2/15/24 | 1,975 | 1,884 | ||
Pioneer Natural Resources Co. | 0.550% | 5/15/23 | 5,000 | 4,872 | ||
Sabine Pass Liquefaction LLC | 5.625% | 4/15/23 | 3,300 | 3,330 | ||
2 | Saudi Arabian Oil Co. | 1.250% | 11/24/23 | 200 | 193 | |
2 | Schlumberger Finance Canada Ltd. | 2.650% | 11/20/22 | 2,060 | 2,055 | |
2 | Schlumberger Holdings Corp. | 3.625% | 12/21/22 | 224 | 225 | |
2 | Schlumberger Holdings Corp. | 3.750% | 5/1/24 | 648 | 646 | |
Sinopec Group Overseas Development 2013 Ltd. | 4.375% | 10/17/23 | 410 | 416 | ||
Sinopec Group Overseas Development 2017 Ltd. | 2.500% | 9/13/22 | 1,353 | 1,352 | ||
2 | Southern Natural Gas Co. LLC | 0.625% | 4/28/23 | 1,500 | 1,454 | |
Thai Oil PCL | 3.625% | 1/23/23 | 100 | 100 | ||
Thaioil Treasury Center Co. Ltd. | 3.625% | 1/23/23 | 200 | 200 | ||
TotalEnergies Capital Canada Ltd. | 2.750% | 7/15/23 | 3,950 | 3,921 | ||
TransCanada PipeLines Ltd. | 1.000% | 10/12/24 | 1,220 | 1,140 | ||
Williams Cos. Inc. | 3.700% | 1/15/23 | 1,281 | 1,283 | ||
Williams Cos. Inc. | 4.300% | 3/4/24 | 1,245 | 1,250 | ||
97,484 | ||||||
Financials (31.9%) | ||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.300% | 1/23/23 | 500 | 499 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.500% | 9/15/23 | 4,500 | 4,487 | ||
4 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust, SOFR + 0.680% | 2.193% | 9/29/23 | 2,900 | 2,854 | |
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 1,458 | 1,466 | ||
2 | AIG Global Funding | 2.300% | 7/1/22 | 2,891 | 2,891 | |
2 | AIG Global Funding | 0.400% | 9/13/23 | 5,124 | 4,943 | |
2 | AIG Global Funding | 0.450% | 12/8/23 | 5,902 | 5,639 | |
Air Lease Corp. | 2.625% | 7/1/22 | 1,513 | 1,513 | ||
Air Lease Corp. | 2.250% | 1/15/23 | 1,000 | 990 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Air Lease Corp. | 2.750% | 1/15/23 | 4,855 | 4,832 | ||
Air Lease Corp. | 3.875% | 7/3/23 | 2,812 | 2,798 | ||
Air Lease Corp. | 3.000% | 9/15/23 | 2,000 | 1,970 | ||
Allstate Corp. | 3.150% | 6/15/23 | 14,005 | 13,982 | ||
Ally Financial Inc. | 3.050% | 6/5/23 | 7,807 | 7,732 | ||
American Express Co. | 3.400% | 2/27/23 | 4,391 | 4,404 | ||
6 | American Express Co. | 3.700% | 8/3/23 | 8,723 | 8,755 | |
American Express Co. | 3.375% | 5/3/24 | 8,000 | 7,948 | ||
2 | ANZ New Zealand International Ltd. | 1.900% | 2/13/23 | 2,966 | 2,950 | |
2 | ANZ New Zealand International Ltd. | 3.400% | 3/19/24 | 1,143 | 1,139 | |
Aon Corp. | 2.200% | 11/15/22 | 1,140 | 1,138 | ||
Aon plc | 4.000% | 11/27/23 | 1,320 | 1,325 | ||
Ares Capital Corp. | 3.500% | 2/10/23 | 716 | 713 | ||
2 | ASB Bank Ltd. | 3.750% | 6/14/23 | 281 | 281 | |
2 | Athene Global Funding | 2.800% | 5/26/23 | 1,355 | 1,342 | |
2 | Athene Global Funding | 1.200% | 10/13/23 | 16,838 | 16,209 | |
Banco Santander SA | 3.125% | 2/23/23 | 7,645 | 7,624 | ||
Banco Santander SA | 3.848% | 4/12/23 | 6,681 | 6,677 | ||
Banco Santander SA | 0.701% | 6/30/24 | 3,500 | 3,374 | ||
4,5 | Banco Santander SA, 3M Australian Bank Bill Rate + 1.650% | 2.013% | 1/19/23 | 400 | 277 | |
Bank of America Corp. | 2.816% | 7/21/23 | 3,478 | 3,477 | ||
Bank of America Corp. | 3.004% | 12/20/23 | 12,377 | 12,334 | ||
Bank of America Corp. | 3.550% | 3/5/24 | 14,956 | 14,919 | ||
Bank of America Corp. | 1.486% | 5/19/24 | 1,000 | 978 | ||
Bank of America Corp. | 0.523% | 6/14/24 | 1,919 | 1,847 | ||
Bank of Montreal | 0.400% | 9/15/23 | 18,400 | 17,802 | ||
Bank of Montreal | 0.450% | 12/8/23 | 200 | 192 | ||
Bank of Montreal | 0.625% | 7/9/24 | 200 | 188 | ||
Bank of New York Mellon Corp. | 3.650% | 2/4/24 | 1,402 | 1,407 | ||
Bank of Nova Scotia | 2.375% | 1/18/23 | 7,240 | 7,214 | ||
Bank of Nova Scotia | 1.950% | 2/1/23 | 1,548 | 1,537 | ||
Bank of Nova Scotia | 1.625% | 5/1/23 | 13,897 | 13,714 | ||
Bank of Nova Scotia | 0.400% | 9/15/23 | 7,000 | 6,762 | ||
Bank of Nova Scotia | 0.550% | 9/15/23 | 1,000 | 967 | ||
2 | Banque Federative du Credit Mutuel SA | 2.125% | 11/21/22 | 12,536 | 12,487 | |
2 | Banque Federative du Credit Mutuel SA | 3.750% | 7/20/23 | 3,260 | 3,258 | |
Barclays plc | 4.338% | 5/16/24 | 3,967 | 3,970 | ||
Barclays plc | 1.007% | 12/10/24 | 5,000 | 4,746 | ||
4,5 | Barclays plc, 3M Australian Bank Bill Rate + 1.800% | 3.505% | 6/15/23 | 1,250 | 868 | |
2 | BNP Paribas SA | 3.500% | 3/1/23 | 6,000 | 5,996 | |
2 | BNZ International Funding Ltd. | 2.650% | 11/3/22 | 600 | 599 | |
2 | BNZ International Funding Ltd. | 3.375% | 3/1/23 | 2,122 | 2,121 | |
2 | BPCE SA | 2.750% | 1/11/23 | 1,945 | 1,939 | |
2 | BPCE SA | 5.700% | 10/22/23 | 5,800 | 5,885 | |
4,5 | BPCE SA, 3M Australian Bank Bill Rate + 1.100% | 1.627% | 4/26/23 | 410 | 284 | |
2 | Brighthouse Financial Global Funding | 0.600% | 6/28/23 | 10,575 | 10,246 | |
2 | Brighthouse Financial Global Funding | 1.200% | 12/15/23 | 851 | 817 | |
Canadian Imperial Bank of Commerce | 0.450% | 6/22/23 | 9,540 | 9,275 | ||
Canadian Imperial Bank of Commerce | 0.950% | 6/23/23 | 6,787 | 6,596 | ||
Canadian Imperial Bank of Commerce | 2.606% | 7/22/23 | 2,280 | 2,280 | ||
Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 5,000 | 5,004 | ||
Capital One Bank USA NA | 3.375% | 2/15/23 | 3,103 | 3,098 | ||
Capital One Financial Corp. | 2.600% | 5/11/23 | 5,547 | 5,508 | ||
Capital One Financial Corp. | 3.500% | 6/15/23 | 1,596 | 1,588 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Charles Schwab Corp. | 3.225% | 9/1/22 | 252 | 252 | ||
Charles Schwab Corp. | 2.650% | 1/25/23 | 2,266 | 2,261 | ||
Charles Schwab Corp. | 3.550% | 2/1/24 | 1,424 | 1,425 | ||
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 4,790 | 4,787 | ||
Chubb INA Holdings Inc. | 2.700% | 3/13/23 | 1,855 | 1,851 | ||
Citigroup Inc. | 3.500% | 5/15/23 | 5,550 | 5,548 | ||
Citigroup Inc. | 2.876% | 7/24/23 | 13,650 | 13,644 | ||
Citigroup Inc. | 1.678% | 5/15/24 | 7,423 | 7,280 | ||
Citigroup Inc. | 4.044% | 6/1/24 | 3,318 | 3,310 | ||
Citigroup Inc. | 0.776% | 10/30/24 | 2,000 | 1,908 | ||
2 | Citizens Financial Group Inc. | 4.150% | 9/28/22 | 9,278 | 9,309 | |
2 | Commonwealth Bank of Australia | 2.500% | 9/18/22 | 108 | 108 | |
Commonwealth Bank of Australia | 3.450% | 3/16/23 | 160 | 160 | ||
Cooperatieve Rabobank UA | 3.950% | 11/9/22 | 375 | 376 | ||
2 | Cooperatieve Rabobank UA | 3.875% | 9/26/23 | 7,928 | 7,933 | |
2 | Credit Agricole SA | 3.750% | 4/24/23 | 4,313 | 4,314 | |
Credit Suisse AG | 1.000% | 5/5/23 | 14,000 | 13,701 | ||
Credit Suisse AG | 0.520% | 8/9/23 | 4,695 | 4,533 | ||
Credit Suisse Group AG | 3.800% | 6/9/23 | 7,050 | 7,005 | ||
2 | Danske Bank A/S | 3.875% | 9/12/23 | 115 | 115 | |
2 | Danske Bank A/S | 1.171% | 12/8/23 | 7,500 | 7,403 | |
2 | Danske Bank A/S | 1.226% | 6/22/24 | 2,625 | 2,469 | |
Deutsche Bank AG | 3.300% | 11/16/22 | 3,115 | 3,111 | ||
Deutsche Bank AG | 0.962% | 11/8/23 | 2,400 | 2,301 | ||
Discover Bank | 3.350% | 2/6/23 | 1,744 | 1,743 | ||
Discover Bank | 4.200% | 8/8/23 | 6,311 | 6,330 | ||
2 | DNB Bank ASA | 2.150% | 12/2/22 | 425 | 424 | |
2 | Equitable Financial Life Global Funding | 0.500% | 4/6/23 | 6,939 | 6,770 | |
2 | Equitable Financial Life Global Funding | 0.500% | 11/17/23 | 6,587 | 6,309 | |
Fifth Third Bancorp | 1.625% | 5/5/23 | 500 | 493 | ||
Fifth Third Bancorp | 4.300% | 1/16/24 | 3,101 | 3,119 | ||
First Republic Bank | 1.912% | 2/12/24 | 3,238 | 3,200 | ||
2 | Five Corners Funding Trust | 4.419% | 11/15/23 | 30,305 | 30,425 | |
Franklin Resources Inc. | 2.800% | 9/15/22 | 252 | 252 | ||
GATX Corp. | 3.900% | 3/30/23 | 721 | 723 | ||
Goldman Sachs Group Inc. | 3.625% | 1/22/23 | 6,059 | 6,094 | ||
Goldman Sachs Group Inc. | 3.200% | 2/23/23 | 7,590 | 7,592 | ||
Goldman Sachs Group Inc. | 0.523% | 3/8/23 | 150 | 147 | ||
Goldman Sachs Group Inc. | 2.905% | 7/24/23 | 5,421 | 5,420 | ||
Goldman Sachs Group Inc. | 0.627% | 11/17/23 | 5,084 | 5,011 | ||
Goldman Sachs Group Inc. | 1.217% | 12/6/23 | 3,000 | 2,894 | ||
Goldman Sachs Group Inc. | 0.673% | 3/8/24 | 568 | 555 | ||
Goldman Sachs Group Inc. | 3.000% | 3/15/24 | 3,000 | 2,962 | ||
Goldman Sachs Group Inc. | 0.657% | 9/10/24 | 940 | 900 | ||
4,5 | Goldman Sachs Group Inc., 3M Australian Bank Bill Rate + 1.200% | 2.200% | 5/16/23 | 200 | 138 | |
HSBC Holdings plc | 3.600% | 5/25/23 | 2,400 | 2,407 | ||
HSBC Holdings plc | 3.033% | 11/22/23 | 5,028 | 5,012 | ||
5 | HSBC Holdings plc | 3.350% | 2/16/24 | 3,163 | 2,173 | |
HSBC Holdings plc | 3.950% | 5/18/24 | 12,765 | 12,713 | ||
HSBC Holdings plc | 0.732% | 8/17/24 | 4,075 | 3,910 | ||
Huntington National Bank | 3.550% | 10/6/23 | 1,184 | 1,183 | ||
2 | ING Bank NV | 5.800% | 9/25/23 | 2,000 | 2,034 | |
International Finance Corp. | 5.875% | 8/15/22 | 100 | 100 | ||
Invesco Finance plc | 4.000% | 1/30/24 | 6,410 | 6,415 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Jackson Financial Inc. | 1.125% | 11/22/23 | 1,135 | 1,091 | |
2 | Jackson National Life Global Funding | 2.375% | 9/15/22 | 200 | 200 | |
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 1,090 | 1,089 | ||
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 3,394 | 3,376 | ||
JPMorgan Chase & Co. | 0.697% | 3/16/24 | 10,112 | 9,887 | ||
JPMorgan Chase & Co. | 3.559% | 4/23/24 | 11,951 | 11,918 | ||
JPMorgan Chase & Co. | 1.514% | 6/1/24 | 1,031 | 1,005 | ||
JPMorgan Chase & Co. | 3.797% | 7/23/24 | 4,797 | 4,783 | ||
JPMorgan Chase & Co. | 0.653% | 9/16/24 | 1,754 | 1,683 | ||
KeyBank NA | 2.300% | 9/14/22 | 390 | 390 | ||
2 | Liberty Mutual Group Inc. | 4.250% | 6/15/23 | 4,024 | 4,020 | |
5 | Lloyds Bank plc | 1.650% | 8/12/22 | 1,250 | 862 | |
5 | Lloyds Banking Group plc | 3.650% | 3/20/23 | 750 | 517 | |
Lloyds Banking Group plc | 4.050% | 8/16/23 | 1,800 | 1,806 | ||
Lloyds Banking Group plc | 2.907% | 11/7/23 | 2,475 | 2,466 | ||
5 | Lloyds Banking Group plc | 3.900% | 11/23/23 | 690 | 473 | |
Lloyds Banking Group plc | 3.900% | 3/12/24 | 612 | 611 | ||
Loews Corp. | 2.625% | 5/15/23 | 8,443 | 8,414 | ||
2 | Macquarie Bank Ltd. | 0.441% | 12/16/22 | 6,846 | 6,764 | |
2 | Macquarie Group Ltd. | 3.189% | 11/28/23 | 22,778 | 22,737 | |
Markel Corp. | 4.900% | 7/1/22 | 203 | 203 | ||
Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | 789 | 789 | ||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 2,032 | 2,036 | ||
2 | MassMutual Global Funding II | 2.500% | 10/17/22 | 459 | 458 | |
2 | MassMutual Global Funding II | 0.480% | 8/28/23 | 2,000 | 1,940 | |
2 | Met Tower Global Funding | 0.700% | 4/5/24 | 700 | 663 | |
2 | Metropolitan Life Global Funding I | 3.000% | 1/10/23 | 3,011 | 3,007 | |
2 | Metropolitan Life Global Funding I | 1.950% | 1/13/23 | 11,352 | 11,279 | |
2 | Metropolitan Life Global Funding I | 3.600% | 1/11/24 | 818 | 815 | |
Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 1,870 | 1,873 | ||
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 10,200 | 10,190 | ||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 400 | 390 | ||
Mitsubishi UFJ Financial Group Inc. | 0.848% | 9/15/24 | 900 | 867 | ||
2 | Mizuho Bank Ltd. | 2.950% | 10/17/22 | 10,000 | 9,998 | |
Mizuho Financial Group Inc. | 2.601% | 9/11/22 | 1,637 | 1,637 | ||
Mizuho Financial Group Inc. | 2.721% | 7/16/23 | 8,318 | 8,316 | ||
Mizuho Financial Group Inc. | 1.241% | 7/10/24 | 3,640 | 3,538 | ||
Mizuho Financial Group Inc. | 0.849% | 9/8/24 | 118 | 114 | ||
Morgan Stanley | 4.875% | 11/1/22 | 975 | 983 | ||
Morgan Stanley | 3.125% | 1/23/23 | 2,141 | 2,141 | ||
Morgan Stanley | 3.750% | 2/25/23 | 3,692 | 3,702 | ||
Morgan Stanley | 4.100% | 5/22/23 | 2,453 | 2,464 | ||
Morgan Stanley | 0.560% | 11/10/23 | 7,868 | 7,768 | ||
Morgan Stanley | 0.529% | 1/25/24 | 2,450 | 2,404 | ||
Morgan Stanley | 0.731% | 4/5/24 | 5,994 | 5,848 | ||
Morgan Stanley | 3.737% | 4/24/24 | 2,559 | 2,552 | ||
Morgan Stanley | 3.875% | 4/29/24 | 4,000 | 4,011 | ||
Morgan Stanley Domestic Holdings Inc. | 2.950% | 8/24/22 | 4,272 | 4,270 | ||
2 | MUFG Bank Ltd. | 4.100% | 9/9/23 | 200 | 201 | |
MUFG Union Bank NA | 2.100% | 12/9/22 | 1,684 | 1,677 | ||
Nasdaq Inc. | 0.445% | 12/21/22 | 800 | 790 | ||
National Australia Bank Ltd. | 2.875% | 4/12/23 | 300 | 300 | ||
2 | National Bank of Canada | 2.150% | 10/7/22 | 12,721 | 12,690 | |
National Bank of Canada | 2.100% | 2/1/23 | 1,477 | 1,466 | ||
National Bank of Canada | 0.900% | 8/15/23 | 2,500 | 2,492 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Nationwide Building Society | 2.000% | 1/27/23 | 300 | 297 | |
Natwest Group plc | 6.125% | 12/15/22 | 708 | 712 | ||
2 | NatWest Markets plc | 2.375% | 5/21/23 | 2,795 | 2,758 | |
2 | New York Life Global Funding | 2.250% | 7/12/22 | 1,785 | 1,785 | |
2 | New York Life Global Funding | 1.100% | 5/5/23 | 526 | 515 | |
2 | New York Life Global Funding | 2.900% | 1/17/24 | 484 | 479 | |
2 | Nordea Bank Abp | 1.000% | 6/9/23 | 1,835 | 1,791 | |
2 | Nordea Bank Abp | 3.750% | 8/30/23 | 3,700 | 3,703 | |
Nordea Bank Abp | 3.750% | 8/30/23 | 5,000 | 5,005 | ||
Nuveen Credit Strategies Income Fund | 1.280% | 7/1/32 | 4,000 | 4,000 | ||
ORIX Corp. | 2.900% | 7/18/22 | 918 | 918 | ||
2 | Penske Truck Leasing Co. LP / PTL Finance Corp. | 4.875% | 7/11/22 | 852 | 852 | |
PNC Bank NA | 3.500% | 6/8/23 | 2,914 | 2,915 | ||
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 6,016 | 6,018 | ||
2 | Pricoa Global Funding I | 2.450% | 9/21/22 | 2,678 | 2,678 | |
2 | Pricoa Global Funding I | 3.450% | 9/1/23 | 100 | 100 | |
�� | Principal Financial Group Inc. | 3.300% | 9/15/22 | 2,719 | 2,722 | |
Principal Financial Group Inc. | 3.125% | 5/15/23 | 1,906 | 1,901 | ||
2 | Principal Life Global Funding II | 0.500% | 1/8/24 | 1,145 | 1,090 | |
2 | Principal Life Global Funding II | 0.750% | 4/12/24 | 975 | 922 | |
2 | Protective Life Global Funding | 2.615% | 8/22/22 | 1,725 | 1,724 | |
2 | Protective Life Global Funding | 0.502% | 4/12/23 | 5,200 | 5,077 | |
2 | Protective Life Global Funding | 0.391% | 7/7/23 | 2,500 | 2,421 | |
2 | Protective Life Global Funding | 0.631% | 10/13/23 | 4,775 | 4,609 | |
Protective Life Global Funding | 0.631% | 10/13/23 | 300 | 290 | ||
2 | Reliance Standard Life Global Funding II | 2.625% | 7/22/22 | 5,898 | 5,897 | |
2 | Reliance Standard Life Global Funding II | 2.150% | 1/21/23 | 895 | 886 | |
2 | Reliance Standard Life Global Funding II | 3.850% | 9/19/23 | 5,700 | 5,700 | |
Santander Holdings USA Inc. | 3.400% | 1/18/23 | 1,800 | 1,797 | ||
2 | Skandinaviska Enskilda Banken AB | 0.550% | 9/1/23 | 6,000 | 5,806 | |
2 | Standard Chartered plc | 1.319% | 10/14/23 | 10,196 | 10,117 | |
Standard Chartered plc | 1.319% | 10/14/23 | 200 | 198 | ||
State Bank of India | 4.500% | 9/28/23 | 650 | 655 | ||
State Street Corp. | 3.100% | 5/15/23 | 3,000 | 2,993 | ||
4,5 | Sumitomo Mitsui Banking Corp., 3M Australian Bank Bill Rate + 0.660% | 1.740% | 8/18/22 | 2,000 | 1,380 | |
4,5 | Sumitomo Mitsui Banking Corp., 3M Australian Bank Bill Rate + 0.730% | 1.900% | 11/29/22 | 1,250 | 863 | |
Sumitomo Mitsui Financial Group Inc. | 3.102% | 1/17/23 | 6,500 | 6,504 | ||
5 | Sumitomo Mitsui Financial Group Inc. | 3.604% | 3/7/23 | 1,420 | 980 | |
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 1,255 | 1,259 | ||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 2,720 | 2,735 | ||
2 | Sumitomo Mitsui Trust Bank Ltd. | 0.800% | 9/12/23 | 3,889 | 3,763 | |
2 | Swedbank AB | 1.300% | 6/2/23 | 3,050 | 2,986 | |
2 | Swiss Re Treasury US Corp. | 2.875% | 12/6/22 | 2,082 | 2,076 | |
Toronto-Dominion Bank | 0.250% | 1/6/23 | 600 | 592 | ||
Toronto-Dominion Bank | 0.750% | 6/12/23 | 1,046 | 1,015 | ||
Toronto-Dominion Bank | 3.500% | 7/19/23 | 3,500 | 3,510 | ||
Toronto-Dominion Bank | 3.250% | 3/11/24 | 309 | 307 | ||
Truist Bank | 3.689% | 8/2/24 | 2,190 | 2,188 | ||
2 | UBS AG | 0.375% | 6/1/23 | 1,228 | 1,189 | |
2 | UBS AG | 0.450% | 2/9/24 | 1,434 | 1,362 | |
2 | UBS Group AG | 2.859% | 8/15/23 | 11,094 | 11,090 | |
2 | UBS Group AG | 1.008% | 7/30/24 | 5,110 | 4,951 | |
US Bancorp | 3.375% | 2/5/24 | 503 | 504 | ||
2 | USAA Capital Corp. | 1.500% | 5/1/23 | 1,750 | 1,723 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Wells Fargo & Co. | 2.625% | 7/22/22 | 1,813 | 1,813 | ||
5 | Wells Fargo & Co. | 5.250% | 9/7/22 | 80 | 55 | |
Wells Fargo & Co. | 4.125% | 8/15/23 | 4,925 | 4,958 | ||
Wells Fargo & Co. | 1.654% | 6/2/24 | 4,099 | 4,004 | ||
Westpac Banking Corp. | 2.000% | 1/13/23 | 2,500 | 2,488 | ||
Westpac Banking Corp. | 3.650% | 5/15/23 | 50 | 50 | ||
4,5 | Westpac Banking Corp., 3M Australian Bank Bill Rate + 1.800% | 3.578% | 6/22/28 | 5,700 | 3,942 | |
878,789 | ||||||
Health Care (6.2%) | ||||||
AbbVie Inc. | 3.250% | 10/1/22 | 2,790 | 2,790 | ||
AbbVie Inc. | 2.900% | 11/6/22 | 66 | 66 | ||
AbbVie Inc. | 3.200% | 11/6/22 | 958 | 958 | ||
AbbVie Inc. | 2.300% | 11/21/22 | 1,910 | 1,904 | ||
Aetna Inc. | 2.750% | 11/15/22 | 1,930 | 1,928 | ||
Aetna Inc. | 2.800% | 6/15/23 | 10,626 | 10,496 | ||
AmerisourceBergen Corp. | 0.737% | 3/15/23 | 4,735 | 4,645 | ||
Amgen Inc. | 2.250% | 8/19/23 | 3,000 | 2,966 | ||
Anthem Inc. | 2.950% | 12/1/22 | 1,300 | 1,300 | ||
Anthem Inc. | 3.300% | 1/15/23 | 2,638 | 2,638 | ||
Anthem Inc. | 0.450% | 3/15/23 | 481 | 472 | ||
AstraZeneca plc | 0.300% | 5/26/23 | 2,000 | 1,954 | ||
Baxter International Inc., SOFR + 0.260% | 0.966% | 12/1/23 | 8,000 | 7,914 | ||
Biogen Inc. | 3.625% | 9/15/22 | 483 | 484 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/15/22 | 150 | 150 | ||
Bristol-Myers Squibb Co. | 3.250% | 2/20/23 | 3,247 | 3,259 | ||
Bristol-Myers Squibb Co. | 0.537% | 11/13/23 | 3,520 | 3,403 | ||
Bristol-Myers Squibb Co. | 3.625% | 5/15/24 | 1,317 | 1,323 | ||
Cardinal Health Inc. | 3.200% | 3/15/23 | 51 | 51 | ||
Cigna Corp. | 3.050% | 11/30/22 | 3,700 | 3,699 | ||
Cigna Corp. | 3.000% | 7/15/23 | 5,000 | 4,966 | ||
Cigna Corp. | 3.750% | 7/15/23 | 4,500 | 4,505 | ||
CommonSpirit Health | 2.950% | 11/1/22 | 857 | 857 | ||
CVS Health Corp. | 4.750% | 12/1/22 | 1,000 | 1,003 | ||
DH Europe Finance II Sarl | 2.050% | 11/15/22 | 9,775 | 9,740 | ||
Gilead Sciences Inc. | 3.250% | 9/1/22 | 6,834 | 6,834 | ||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 1,483 | 1,485 | ||
GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 3,118 | 3,131 | ||
Humana Inc. | 3.150% | 12/1/22 | 3,200 | 3,200 | ||
Humana Inc. | 2.900% | 12/15/22 | 7,905 | 7,895 | ||
Humana Inc. | 0.650% | 8/3/23 | 2,000 | 1,938 | ||
Illumina Inc. | 0.550% | 3/23/23 | 6,000 | 5,876 | ||
McKesson Corp. | 2.700% | 12/15/22 | 9,443 | 9,429 | ||
Merck & Co. Inc. | 2.400% | 9/15/22 | 394 | 394 | ||
2 | Mylan Inc. | 3.125% | 1/15/23 | 800 | 795 | |
Novartis Capital Corp. | 2.400% | 9/21/22 | 86 | 86 | ||
PerkinElmer Inc. | 0.550% | 9/15/23 | 7,830 | 7,538 | ||
2 | Roche Holdings Inc. | 3.250% | 9/17/23 | 4,737 | 4,748 | |
2 | Roche Holdings Inc. | 2.132% | 3/10/25 | 630 | 609 | |
Royalty Pharma plc | 0.750% | 9/2/23 | 5,670 | 5,459 | ||
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 4,843 | 4,790 | ||
SSM Health Care Corp. | 3.688% | 6/1/23 | 16,000 | 16,008 | ||
Thermo Fisher Scientific Inc. | 0.797% | 10/18/23 | 5,800 | 5,627 | ||
4 | Thermo Fisher Scientific Inc., SOFR + 0.350% | 1.225% | 4/18/23 | 5,000 | 4,986 | |
UnitedHealth Group Inc. | 2.375% | 10/15/22 | 2,811 | 2,810 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Wyeth LLC | 7.250% | 3/1/23 | 149 | 153 | ||
Zoetis Inc. | 3.250% | 2/1/23 | 2,632 | 2,630 | ||
169,892 | ||||||
Industrials (3.2%) | ||||||
Boeing Co. | 2.200% | 10/30/22 | 309 | 308 | ||
Boeing Co. | 1.167% | 2/4/23 | 1,984 | 1,961 | ||
Boeing Co. | 4.508% | 5/1/23 | 7,240 | 7,271 | ||
Boeing Co. | 1.433% | 2/4/24 | 2,815 | 2,693 | ||
Burlington Northern Santa Fe LLC | 3.000% | 3/15/23 | 225 | 225 | ||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 1,216 | 1,223 | ||
Canadian Pacific Railway Co. | 4.450% | 3/15/23 | 975 | 980 | ||
Canadian Pacific Railway Co. | 1.350% | 12/2/24 | 200 | 189 | ||
Caterpillar Financial Services Corp. | 2.550% | 11/29/22 | 955 | 953 | ||
Caterpillar Financial Services Corp. | 2.625% | 3/1/23 | 533 | 532 | ||
Caterpillar Financial Services Corp. | 3.450% | 5/15/23 | 2,088 | 2,094 | ||
CNH Industrial Capital LLC | 1.950% | 7/2/23 | 91 | 89 | ||
CNH Industrial NV | 4.500% | 8/15/23 | 2,650 | 2,674 | ||
Cummins Inc. | 3.650% | 10/1/23 | 6,830 | 6,860 | ||
2 | Daimler Trucks Finance North America LLC | 1.125% | 12/14/23 | 3,785 | 3,635 | |
Emerson Electric Co. | 2.625% | 2/15/23 | 543 | 541 | ||
Huntington Ingalls Industries Inc. | 0.670% | 8/16/23 | 12,400 | 11,949 | ||
John Deere Capital Corp. | 2.700% | 1/6/23 | 136 | 136 | ||
John Deere Capital Corp. | 0.250% | 1/17/23 | 242 | 238 | ||
John Deere Capital Corp. | 2.800% | 1/27/23 | 104 | 104 | ||
L3Harris Technologies Inc. | 3.850% | 6/15/23 | 475 | 474 | ||
PACCAR Financial Corp. | 2.000% | 9/26/22 | 230 | 229 | ||
5 | QPH Finance Co. Pty Ltd. | 3.750% | 6/7/23 | 50 | 35 | |
Republic Services Inc. | 4.750% | 5/15/23 | 2,749 | 2,772 | ||
Rockwell Automation Inc. | 0.350% | 8/15/23 | 2,400 | 2,328 | ||
Ryder System Inc. | 2.500% | 9/1/22 | 1,700 | 1,698 | ||
Ryder System Inc. | 3.750% | 6/9/23 | 123 | 123 | ||
Ryder System Inc. | 3.875% | 12/1/23 | 3,000 | 2,994 | ||
Southwest Airlines Co. | 2.750% | 11/16/22 | 190 | 190 | ||
Southwest Airlines Co. | 4.750% | 5/4/23 | 8,907 | 8,967 | ||
Teledyne Technologies Inc. | 0.650% | 4/1/23 | 1,700 | 1,654 | ||
Trane Technologies Global Holding Co Ltd. | 4.250% | 6/15/23 | 2,470 | 2,475 | ||
Union Pacific Corp. | 2.950% | 1/15/23 | 2,786 | 2,786 | ||
Union Pacific Corp. | 2.750% | 4/15/23 | 3,226 | 3,213 | ||
Union Pacific Corp. | 3.500% | 6/8/23 | 7,983 | 7,982 | ||
United Parcel Service Inc. | 2.450% | 10/1/22 | 694 | 693 | ||
Waste Management Inc. | 2.400% | 5/15/23 | 3,930 | 3,904 | ||
87,172 | ||||||
Materials (1.3%) | ||||||
Carlisle Cos. Inc. | 0.550% | 9/1/23 | 690 | 666 | ||
2 | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. LP | 3.300% | 5/1/23 | 429 | 428 | |
Corp. Nacional del Cobre de Chile | 3.000% | 7/17/22 | 428 | 428 | ||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 2,465 | 2,480 | ||
Eastman Chemical Co. | 3.600% | 8/15/22 | 3,025 | 3,025 | ||
GC Treasury Center Co. Ltd. | 4.250% | 9/19/22 | 270 | 270 | ||
Georgia-Pacific LLC | 8.000% | 1/15/24 | 1,625 | 1,722 | ||
Indonesia Asahan Aluminium Persero PT | 5.710% | 11/15/23 | 4,126 | 4,189 | ||
2 | International Flavors & Fragrances Inc. | 0.697% | 9/15/22 | 928 | 924 | |
LYB International Finance BV | 4.000% | 7/15/23 | 40 | 40 | ||
Martin Marietta Materials Inc. | 0.650% | 7/15/23 | 4,000 | 3,865 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Nucor Corp. | 4.125% | 9/15/22 | 10,079 | 10,089 | ||
Nutrien Ltd. | 3.150% | 10/1/22 | 3,739 | 3,733 | ||
Nutrien Ltd. | 1.900% | 5/13/23 | 3,091 | 3,042 | ||
34,901 | ||||||
Real Estate (2.3%) | ||||||
American Campus Communities Operating Partnership LP | 3.750% | 4/15/23 | 1,275 | 1,272 | ||
American Tower Corp. | 3.500% | 1/31/23 | 70 | 70 | ||
American Tower Corp. | 3.000% | 6/15/23 | 6,922 | 6,850 | ||
American Tower Corp. | 0.600% | 1/15/24 | 2,151 | 2,040 | ||
AvalonBay Communities Inc. | 2.850% | 3/15/23 | 402 | 400 | ||
AvalonBay Communities Inc. | 4.200% | 12/15/23 | 6,000 | 6,025 | ||
Boston Properties LP | 3.125% | 9/1/23 | 300 | 297 | ||
Boston Properties LP | 3.800% | 2/1/24 | 200 | 199 | ||
Brandywine Operating Partnership LP | 3.950% | 2/15/23 | 2,650 | 2,642 | ||
Camden Property Trust | 4.875% | 6/15/23 | 4,922 | 4,948 | ||
Crown Castle International Corp. | 3.150% | 7/15/23 | 707 | 699 | ||
ERP Operating LP | 3.000% | 4/15/23 | 2,125 | 2,116 | ||
Federal Realty Investment Trust | 2.750% | 6/1/23 | 1,456 | 1,447 | ||
Kimco Realty Corp. | 3.500% | 4/15/23 | 2,836 | 2,829 | ||
Kimco Realty Corp. | 2.700% | 3/1/24 | 1,221 | 1,197 | ||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 1,992 | 1,996 | ||
Post Apartment Homes LP | 3.375% | 12/1/22 | 108 | 108 | ||
Public Storage | 2.370% | 9/15/22 | 5,388 | 5,387 | ||
Realty Income Corp. | 4.600% | 2/6/24 | 1,350 | 1,361 | ||
Simon Property Group LP | 2.750% | 6/1/23 | 19,698 | 19,505 | ||
Simon Property Group LP | 3.750% | 2/1/24 | 200 | 200 | ||
SL Green Operating Partnership LP | 3.250% | 10/15/22 | 1,789 | 1,786 | ||
SL Green Realty Corp. | 4.500% | 12/1/22 | 175 | 175 | ||
63,549 | ||||||
Technology (1.8%) | ||||||
Adobe Inc. | 1.700% | 2/1/23 | 2,476 | 2,457 | ||
Apple Inc. | 2.100% | 9/12/22 | 2,078 | 2,075 | ||
Apple Inc. | 2.400% | 1/13/23 | 195 | 195 | ||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 1/15/23 | 238 | 237 | ||
2 | Dell International LLC / EMC Corp. | 5.450% | 6/15/23 | 866 | 876 | |
Dell International LLC / EMC Corp. | 5.450% | 6/15/23 | 5,215 | 5,275 | ||
Fidelity National Information Services Inc. | 0.375% | 3/1/23 | 110 | 108 | ||
Global Payments Inc. | 3.750% | 6/1/23 | 3,637 | 3,611 | ||
Global Payments Inc. | 4.000% | 6/1/23 | 3,699 | 3,683 | ||
Intel Corp. | 3.100% | 7/29/22 | 129 | 129 | ||
5 | Intel Corp. | 4.000% | 12/1/22 | 4,270 | 2,961 | |
International Business Machines Corp. | 1.875% | 8/1/22 | 3,131 | 3,129 | ||
International Business Machines Corp. | 2.875% | 11/9/22 | 1,281 | 1,280 | ||
Microsoft Corp. | 2.650% | 11/3/22 | 709 | 709 | ||
Moody's Corp. | 2.625% | 1/15/23 | 1,200 | 1,196 | ||
Oracle Corp. | 2.500% | 10/15/22 | 3,000 | 2,995 | ||
Oracle Corp. | 2.625% | 2/15/23 | 4,500 | 4,481 | ||
Oracle Corp. | 2.400% | 9/15/23 | 5,926 | 5,835 | ||
Skyworks Solutions Inc. | 0.900% | 6/1/23 | 5,680 | 5,502 | ||
Visa Inc. | 2.150% | 9/15/22 | 243 | 243 | ||
VMware Inc. | 0.600% | 8/15/23 | 3,980 | 3,846 | ||
50,823 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Utilities (3.6%) | ||||||
Abu Dhabi National Energy Co. PJSC | 3.875% | 5/6/24 | 1,100 | 1,102 | ||
AEP Texas Inc. | 2.400% | 10/1/22 | 1,000 | 1,001 | ||
Atmos Energy Corp. | 0.625% | 3/9/23 | 210 | 206 | ||
Baltimore Gas and Electric Co. | 2.800% | 8/15/22 | 1,442 | 1,442 | ||
Baltimore Gas and Electric Co. | 3.350% | 7/1/23 | 1,769 | 1,763 | ||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 255 | 257 | ||
Black Hills Corp. | 1.037% | 8/23/24 | 600 | 562 | ||
CenterPoint Energy Houston Electric LLC | 2.250% | 8/1/22 | 675 | 674 | ||
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 1,235 | 1,194 | ||
CenterPoint Energy Resources Corp. | 0.700% | 3/2/23 | 210 | 206 | ||
Connecticut Light and Power Co. | 2.500% | 1/15/23 | 3,960 | 3,941 | ||
Consolidated Edison Inc. | 0.650% | 12/1/23 | 1,946 | 1,872 | ||
Consumers Energy Co. | 3.375% | 8/15/23 | 1,529 | 1,530 | ||
Dominion Energy Inc. | 2.750% | 9/15/22 | 342 | 341 | ||
2 | Dominion Energy Inc. | 2.450% | 1/15/23 | 5,000 | 4,961 | |
DTE Energy Co. | 0.550% | 11/1/22 | 1,680 | 1,668 | ||
Duke Energy Corp. | 2.400% | 8/15/22 | 3,915 | 3,912 | ||
Duke Energy Corp. | 3.950% | 10/15/23 | 1,297 | 1,303 | ||
Duke Energy Ohio Inc. | 3.800% | 9/1/23 | 1,005 | 1,006 | ||
Eastern Energy Gas Holdings LLC | 3.550% | 11/1/23 | 4,952 | 4,939 | ||
Edison International | 2.400% | 9/15/22 | 2,719 | 2,711 | ||
Edison International | 3.125% | 11/15/22 | 1,610 | 1,606 | ||
Edison International | 2.950% | 3/15/23 | 5,620 | 5,574 | ||
2 | Engie SA | 2.875% | 10/10/22 | 160 | 159 | |
Entergy Louisiana LLC | 0.620% | 11/17/23 | 1,318 | 1,267 | ||
Entergy Louisiana LLC | 0.950% | 10/1/24 | 2,000 | 1,885 | ||
Eversource Energy | 2.800% | 5/1/23 | 2,443 | 2,427 | ||
Eversource Energy | 3.800% | 12/1/23 | 5,274 | 5,269 | ||
4 | Eversource Energy, SOFR + 0.250% | 1.472% | 8/15/23 | 2,400 | 2,382 | |
MidAmerican Energy Co. | 3.700% | 9/15/23 | 1,281 | 1,276 | ||
NextEra Energy Capital Holdings Inc. | 0.650% | 3/1/23 | 6,700 | 6,585 | ||
NextEra Energy Capital Holdings Inc. | 2.940% | 3/21/24 | 4,000 | 3,945 | ||
4 | NextEra Energy Capital Holdings Inc., SOFR + 0.400% | 1.498% | 11/3/23 | 7,300 | 7,209 | |
NTPC Ltd. | 4.750% | 10/3/22 | 1,010 | 1,012 | ||
Oklahoma Gas and Electric Co. | 0.553% | 5/26/23 | 53 | 52 | ||
Oncor Electric Delivery Co. LLC | 7.000% | 9/1/22 | 1,407 | 1,416 | ||
Public Service Electric and Gas Co. | 2.375% | 5/15/23 | 2,556 | 2,529 | ||
Southern California Edison Co. | 0.700% | 4/3/23 | 658 | 644 | ||
Southern California Edison Co. | 3.400% | 6/1/23 | 1,066 | 1,060 | ||
Southern California Edison Co. | 0.700% | 8/1/23 | 285 | 276 | ||
Southern Co. | 4.475% | 8/1/24 | 2,240 | 2,248 | ||
Southern Co. Gas Capital Corp. | 2.450% | 10/1/23 | 645 | 636 | ||
State Grid Overseas Investment 2013 Ltd. | 3.125% | 5/22/23 | 1,258 | 1,257 | ||
2 | State Grid Overseas Investment BVI Ltd. | 3.750% | 5/2/23 | 2,353 | 2,363 | |
Tampa Electric Co. | 2.600% | 9/15/22 | 589 | 588 | ||
5 | United Energy Distribution Pty Ltd. | 3.500% | 9/12/23 | 2,800 | 1,923 | |
Virginia Electric and Power Co. | 3.450% | 9/1/22 | 6,328 | 6,321 | ||
Virginia Electric and Power Co. | 2.750% | 3/15/23 | 170 | 169 | ||
98,669 | ||||||
Total Corporate Bonds (Cost $1,795,991) | 1,767,305 | |||||
Sovereign Bonds (1.2%) | ||||||
APICORP Sukuk Ltd. | 3.141% | 11/1/22 | 3,012 | 3,013 | ||
Export-Import Bank of India | 4.000% | 1/14/23 | 1,603 | 1,606 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kingdom of Morocco | 4.250% | 12/11/22 | 200 | 200 | ||
7 | Korea Monetary Stabilization Bond | 0.880% | 7/9/22 | 20,000,000 | 15,400 | |
7 | Korea Monetary Stabilization Bond | 1.080% | 9/9/22 | 10,000,000 | 7,690 | |
Perusahaan Penerbit SBSN Indonesia III | 3.300% | 11/21/22 | 591 | 591 | ||
Republic of Chile | 2.250% | 10/30/22 | 1,290 | 1,288 | ||
Republic of Colombia | 2.625% | 3/15/23 | 200 | 197 | ||
Republic of Croatia | 5.500% | 4/4/23 | 840 | 852 | ||
Republic of Hungary | 5.375% | 2/21/23 | 3,800 | 3,843 | ||
Total Sovereign Bonds (Cost $37,464) | 34,680 | |||||
Shares | ||||||
Temporary Cash Investments (17.3%) | ||||||
Money Market Fund (2.0%) | ||||||
8 | Vanguard Market Liquidity Fund | 1.417% | 556,748 | 55,658 | ||
Maturity Date | Face Amount ($000) | |||||
U.S. Government and Agency Obligations (15.3%) | ||||||
United States Treasury Bill | 3.141% | 6/15/23 | 431,000 | 419,698 | ||
Total Temporary Cash Investments (Cost $474,036) | 475,356 | |||||
Total Investments (100.5%) (Cost $2,806,142) | 2,767,215 | |||||
Other Assets and Liabilities—Net (-0.5%) | (14,080) | |||||
Net Assets (100%) | 2,753,135 | |||||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
2 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2022, the aggregate value was $597,397,000, representing 21.7% of net assets. |
3 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
4 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
5 | Face amount denominated in Australian dollars. |
6 | Securities with a value of $173,000 have been segregated as initial margin for open futures contracts. |
7 | Face amount denominated in Korean won. |
8 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
3M—3-month. | |
REMIC—Real Estate Mortgage Investment Conduits. | |
SOFR—Secured Overnight Financing Rate. | |
SOFR30A—30 Day Average Secured Overnight Financing Rate. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
2-Year U.S. Treasury Note | September 2022 | 508 | 106,688 | 238 |
Short Futures Contracts | ||||
5-Year U.S. Treasury Note | September 2022 | (87) | (9,766) | 59 |
297 |
Forward Currency Contracts | |||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | ||||
Counterparty | Receive | Deliver | |||||
BNP Paribas | 9/21/22 | AUD | 3,559 | USD | 2,466 | — | (8) |
Citibank, N.A. | 9/21/22 | AUD | 93 | USD | 66 | — | (1) |
JPMorgan Chase Bank, N.A. | 9/21/22 | AUD | 22 | USD | 15 | — | — |
JPMorgan Chase Bank, N.A. | 9/21/22 | USD | 31,732 | AUD | 44,583 | 938 | — |
BNP Paribas | 9/15/22 | USD | 17,760 | KRW | 20,000,000 | 2,328 | — |
JPMorgan Chase Bank, N.A. | 9/15/22 | USD | 8,337 | KRW | 10,012,968 | 611 | — |
3,877 | (9) |
AUD—Australian dollar. |
KRW—Korean won. |
USD—U.S. dollar. |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $2,750,487) | 2,711,557 |
Affiliated Issuers (Cost $55,655) | 55,658 |
Total Investments in Securities | 2,767,215 |
Investment in Vanguard | 96 |
Cash | 1,660 |
Foreign Currency, at Value (Cost $240) | 225 |
Receivables for Accrued Income | 12,005 |
Variation Margin Receivable—Futures Contracts | 105 |
Unrealized Appreciation—Forward Currency Contracts | 3,877 |
Total Assets | 2,785,183 |
Liabilities | |
Payables for Investment Securities Purchased | 31,927 |
Payables to Vanguard | 112 |
Unrealized Depreciation—Forward Currency Contracts | 9 |
Total Liabilities | 32,048 |
Net Assets | 2,753,135 |
At June 30, 2022, net assets consisted of: | |
Paid-in Capital | 2,793,524 |
Total Distributable Earnings (Loss) | (40,389) |
Net Assets | 2,753,135 |
Net Assets | |
Applicable to 55,950,000 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 2,753,135 |
Net Asset Value Per Share | $49.21 |
Six Months Ended June 30, 2022 | |
($000) | |
Investment Income | |
Income | |
Interest1,2 | 10,939 |
Total Income | 10,939 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 95 |
Management and Administrative | 1,026 |
Marketing and Distribution | 48 |
Custodian Fees | 11 |
Shareholders’ Reports | 23 |
Trustees’ Fees and Expenses | 1 |
Other Expenses | 5 |
Total Expenses | 1,209 |
Net Investment Income | 9,730 |
Realized Net Gain (Loss) | |
Investment Securities Sold1,3 | (3,551) |
Futures Contracts | (4,938) |
Forward Currency Contracts | 336 |
Foreign Currencies | (301) |
Realized Net Gain (Loss) | (8,454) |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities1 | (32,457) |
Futures Contracts | 308 |
Forward Currency Contracts | 3,259 |
Foreign Currencies | (20) |
Change in Unrealized Appreciation (Depreciation) | (28,910) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (27,634) |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $383,000, ($52,000), and $6,000, respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Interest is net of foreign withholding taxes of $18,000. |
3 | Includes ($147,000) of net gain (loss) resulting from in-kind redemptions. |
Six Months Ended June 30, 2022 | April 5, 20211 to December 31, 2021 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 9,730 | 3,585 | |
Realized Net Gain (Loss) | (8,454) | 38 | |
Change in Unrealized Appreciation (Depreciation) | (28,910) | (5,873) | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (27,634) | (2,250) | |
Distributions | |||
Total Distributions | (6,671) | (3,834) | |
Capital Share Transactions | |||
Issued | 921,156 | 2,150,606 | |
Issued in Lieu of Cash Distributions | — | — | |
Redeemed | (173,326) | (104,912) | |
Net Increase (Decrease) from Capital Share Transactions | 747,830 | 2,045,694 | |
Total Increase (Decrease) | 713,525 | 2,039,610 | |
Net Assets | |||
Beginning of Period | 2,039,610 | — | |
End of Period | 2,753,135 | 2,039,610 |
1 | Inception. |
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | April 5, 20211 to December 31, 2021 |
Net Asset Value, Beginning of Period | $49.93 | $50.00 |
Investment Operations | ||
Net Investment Income2 | .198 | .138 |
Net Realized and Unrealized Gain (Loss) on Investments | (.786) | (.077) |
Total from Investment Operations | (.588) | .061 |
Distributions | ||
Dividends from Net Investment Income | (.132) | (.123) |
Distributions from Realized Capital Gains | — | (.008) |
Total Distributions | (.132) | (.131) |
Net Asset Value, End of Period | $49.21 | $49.93 |
Total Return | -1.18% | 0.12% |
Ratios/Supplemental Data | ||
Net Assets, End of Period (Millions) | $2,753 | $2,040 |
Ratio of Total Expenses to Average Net Assets | 0.10% | 0.10%3 |
Ratio of Net Investment Income to Average Net Assets | 0.81% | 0.37%3 |
Portfolio Turnover Rate4 | 21% | 22% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Inception. |
2 | Calculated based on average shares outstanding. |
3 | Annualized. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements. |
B. | In accordance with the terms of a Funds' Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
C. | Various inputs may be used to determine the value of the fund’s investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 181,394 | — | 181,394 |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 308,480 | — | 308,480 |
Corporate Bonds | — | 1,767,305 | — | 1,767,305 |
Sovereign Bonds | — | 34,680 | — | 34,680 |
Temporary Cash Investments | 55,658 | 419,698 | — | 475,356 |
Total | 55,658 | 2,711,557 | — | 2,767,215 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 297 | — | — | 297 |
Forward Currency Contracts | — | 3,877 | — | 3,877 |
Total | 297 | 3,877 | — | 4,174 |
Liabilities | ||||
Forward Currency Contracts | — | 9 | — | 9 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
D. | At June 30, 2022, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows: |
Statement of Assets and Liabilities | Interest Rate Contracts ($000) | Foreign Exchange Contracts ($000) | Total ($000) |
Unrealized Appreciation—Futures Contracts1 | 297 | — | 297 |
Unrealized Appreciation—Forward Currency Contracts | — | 3,877 | 3,877 |
Total Assets | 297 | 3,877 | 4,174 |
Unrealized Depreciation—Forward Currency Contracts | — | 9 | 9 |
Total Liabilities | — | 9 | 9 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Realized Net Gain (Loss) on Derivatives | Interest Rate Contracts ($000) | Foreign Exchange Contracts ($000) | Total ($000) |
Futures Contracts | (4,938) | — | (4,938) |
Forward Currency Contracts | — | 336 | 336 |
Realized Net Gain (Loss) on Derivatives | (4,938) | 336 | (4,602) |
Change in Unrealized Appreciation (Depreciation) on Derivatives | |||
Futures Contracts | 308 | — | 308 |
Forward Currency Contracts | — | 3,259 | 3,259 |
Change in Unrealized Appreciation (Depreciation) on Derivatives | 308 | 3,259 | 3,567 |
E. | As of June 30, 2022, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows: |
Amount ($000) | |
Tax Cost | 2,805,260 |
Gross Unrealized Appreciation | 6,455 |
Gross Unrealized Depreciation | (40,335) |
Net Unrealized Appreciation (Depreciation) | (33,880) |
F. | During the six months ended June 30, 2022, the fund purchased $853,219,000 of investment securities and sold $425,949,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $54,284,000 and $1,756,000, respectively. Purchases and sales include $394,675,000 and $30,691,000, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares. |
G. | Capital shares issued and redeemed were: |
Six Months Ended June 30, 2022 | April 5, 20211 to December 31, 2021 | ||
Shares (000) | Shares (000) | ||
Issued | 18,600 | 42,950 | |
Issued in Lieu of Cash Distributions | — | — | |
Redeemed | (3,500) | (2,100) | |
Net Increase (Decrease) in Shares Outstanding | 15,100 | 40,850 |
1 | Inception. |
H. | Management has determined that no events or transactions occurred subsequent to June 30, 2022, that would require recognition or disclosure in these financial statements. |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Item 2: Code of Ethics.
Not applicable.
Item 3: Audit Committee Financial Expert.
Not applicable.
Item 4: Principal Accountant Fees and Services.
Not applicable.
Item 5: Audit Committee of Listed Registrants.
Not applicable.
Item 6: Investments.
Not applicable. The complete schedule of investments is included as part of the report to shareholders filed under Item 1 of this Form.
Item 7: Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8: Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9: Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10: Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11: Controls and Procedures.
(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.
(b) Internal Control Over Financial Reporting. There were no significant changes in the Registrant’s Internal Control Over Financial Reporting or in other factors that could significantly affect this control subsequent to the date of the evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses.
Item 12: Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13: Exhibits.
(a)(1) | Not applicable. |
(a)(2) | Certifications filed herewith. |
(b) | Certifications filed herewith. |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
VANGUARD BOND INDEX FUNDS |
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY | ||
CHIEF EXECUTIVE OFFICER |
Date: August 22, 2022
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
VANGUARD BOND INDEX FUNDS |
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY | ||
CHIEF EXECUTIVE OFFICER |
Date: August 22, 2022
VANGUARD BOND INDEX FUNDS |
BY: | /s/ CHRISTINE BUCHANAN* | |
CHRISTINE BUCHANAN | ||
CHIEF FINANCIAL OFFICER |
Date: August 22, 2022
* By: | /s/ Anne E. Robinson |
Anne E. Robinson, pursuant to a Power of Attorney filed on November 29, 2021 (see File Number 33-64845), a Power of Attorney filed on October 12, 2021 (see File Number 33-23444), and a Power of Attorney filed on August 26, 2021 (see file Number 811-02652), Incorporated by Reference.